Economic Capital Allocation With Basel II: Cost Benefit and Implementation Procedures

This is the Economic Capital Allocation With Basel II: Cost Benefit and Implementation Procedures

Description: This book focuses on operational risk. Economic Capital Allocation With Basel II provides an overview of credit risk within the context of the Basel II accords.

The Book Provides:
comprehensive coverage of the evolution of the banking industry with Basel II in mind
extensive information on the capital requirements for bank liquidity and solvency
coverage of the new rules as laid down by the supervisory authorities of the Group of Ten industrialized nations
key information on the technical requirements for credit institutions such as: new credit rating scales, modeling of credit risk, control of operational risks, and, novel ways and means for the management of exposure to Credit Risk.
Reviews of this Book
...not only provides a good introduction to the regulatory background, but also shows how economic capital and regulatory capital are concepts that should co-exist and gives good explanations to the background of each. One of the Top Ten financial engineering titles published in 2003-2004
- Richard Norgate, Ph.D., Financial Engineering News
Here are the contents of this book.

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