Economic capital allocation with Basel II
Cost, benefit and implementation procedures
- ISBN: 9780750661829
- Editorial: Elsevier Science
- Fecha de la edición: 2004
- Lugar de la edición: Oxford. Reino Unido
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 409
- Idiomas: Inglés
This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation 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
