From Basel 1 to Basel 3: The Integration of State-of-the-art Risk Modelling in Banking Regulation

Balthazar, Laurent

ISBN 10: 1403948887 / ISBN 13: 9781403948885

Published by Palgrave Macmillan, 2006

About this Item

illustrated edition. 256 pages. 9.50x6.50x0.75 inches. In Stock.

Seller Inventory # x-1403948887

Bibliographic Details

• Title: From Basel 1 to Basel 3: The Integration of State-of-the-art Risk Modelling in Banking Regulation
• Publisher: Palgrave Macmillan
• Publication Date: 2006
• Language: English
• ISBN 10: 1403948887
• ISBN 13: 9781403948885
• Binding: Hardcover
• Condition: Brand New
• Weight: 0.62 kilograms

About this title

Synopsis

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.

About the Author

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.