From Basel 1 to Basel 3
Palgrave Macmillan (Verlag)
978-1-4039-4888-5 (ISBN)
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.
Introduction PART 1: CURRENT BANKING REGULATION Basel 1 Market Risk Amendment Critics of Basel 1 PART 2: DESCRIPTION OF BASEL 2 Overview of the New Accord Pillar 1 - The solvency ratio Pillar 1 - Appendix Pillar 2 - Supervisory Review Process Pillar 3 - Market Discipline Potential Impacts of Basel 2 PART 3: IMPLEMENTING BASEL 2 Basel 2 and IT Systems Scoring Systems - Theoretical Aspects Scoring Systems - Case study LGD Implementation of the Accord PART 4: PILLAR 2, AN OPEN ROAD TO BASEL 3 From Basel 1 to Basel 3 The Basel 2 Model Extending the Model Integrating other Kinds of Risks Conclusions
| Erscheint lt. Verlag | 31.8.2006 |
|---|---|
| Reihe/Serie | Finance and Capital Markets Series |
| Zusatzinfo | XIX, 294 p. |
| Verlagsort | Gordonsville |
| Sprache | englisch |
| Maße | 152 x 229 mm |
| Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
| Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Bankbetriebslehre | |
| Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie | |
| ISBN-10 | 1-4039-4888-7 / 1403948887 |
| ISBN-13 | 978-1-4039-4888-5 / 9781403948885 |
| Zustand | Neuware |
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