From Basel 1 to Basel 3
ISBN:
9781403948885
Auflage:
2006
Verlag:
Palgrave Macmillan UK
Land des Verlags:
Vereinigtes Königreich
Erscheinungsdatum:
31.08.2006
Reihe:
Finance and Capital Markets Series
Format:
Hardcover
Seitenanzahl:
294
Lieferung in 3-4 Werktagen
Versandkostenfrei ab 40 Euro in Österreich
The proposed rules are presented and key issues regarding implementation of the accord identified. The model used to calibrate the capital requirements under Basel 2 is analyzed and projected forward to present what could be key new elements in the future Basel 3 regulation. A CD-ROM is included to illustrate regulator models.
Schlagwörter
Biografische Anmerkung
LAURENT BALTHAZAR is Head of Economic & Regulatory Capital at Dexia Bank. He has been responsible for the development of scoring models and of the RAROC methodology. He is also involved in the implementation of the Basel 2 project and of the economic capital framework. He is a frequent speaker at conferences and delivered trainings on Basel 2 in Eastern Europe countries.
