Wow! eBook
From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation 1st ed. 2006 Edition
Author(s): L. Balthazar (Author)
- Publisher: Palgrave Macmillan
- Publication Date: January 1, 2006
- Edition: 1st ed. 2006
- Language: English
- Print length: 313 pages
- ISBN-10: 1349525251
- ISBN-13: 9781349525256
Book Description
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.
Editorial Reviews
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.
