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Balthazar, Laurent

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

Balthazar, Laurent - From Basel 1 to Basel 3: The Integration of State-of-the-Art Risk Modeling in Banking Regulation, ebook

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ISBN: 9780230501171
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Table of contents

1. Introduction
Laurent Balthazar

Part I. Current Banking Regulation

2. Basel 1
Laurent Balthazar

3. The Regulation of Market Risk: The 1996 Amendment
Laurent Balthazar

4. Critics of Basel 1
Laurent Balthazar

Part II. Descripton of Basel 2

5. Overview of the New Accord
Laurent Balthazar

6. Pillar 1: The Solvency Ratio
Laurent Balthazar

7. Pillar 2: The Supervisory Review Process
Laurent Balthazar

8. Pillar 3: Market Discipline
Laurent Balthazar

9. The Potential Impact of Basel 2
Laurent Balthazar

Part III. Implementing Basel 2

10. Basel 2 and Information Technology Systems
Laurent Balthazar

11. Scoring Systems: Theoretical Aspects
Laurent Balthazar

12. Scoring Systems: Case Study
Laurent Balthazar

13. Loss Given Default
Laurent Balthazar

14. Implementation of the Accord
Laurent Balthazar

Part IV. Pillar 2: An Open Road to Basel 3

15. From Basel 1 to Basel 3
Laurent Balthazar

16. The Basel 2 Model
Laurent Balthazar

17. Extending the Model
Laurent Balthazar

18. Integrating Other Kinds of Risk
Laurent Balthazar

19. Conclusions
Laurent Balthazar

Keywords: Business and Management, Business Finance, Macroeconomics/Monetary Economics//Financial Economics, Investments and Securities, Banking

Author(s)
Publisher
Springer
Publication year
2006
Language
en
Edition
1
Series
Finance and Capital Markets Series
Page amount
313 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780230501171
Printed ISBN
978-1-349-52525-6

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