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Economic capital allocation with Basel II : cost, benefit and implementation procedures /
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 e...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam ; Boston :
Elsevier, Butterworth Heinmann,
2004.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Chorafas, Dimitris N. | |
| 245 | 1 | 0 | |a Economic capital allocation with Basel II : |b cost, benefit and implementation procedures / |c Dimitris N. Chorafas. |
| 260 | |a Amsterdam ; |a Boston : |b Elsevier, Butterworth Heinmann, |c 2004. | ||
| 300 | |a 1 online resource (xxx, 409 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 520 | |a 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 * Basel II accords must be implemented by 2006 and require 2 years preparation for proper implementation * Author at the forefront in the development of the Basel II Capital Adequacy Accord * Based on intensive research in the US, UK and continental Europe. | ||
| 505 | 0 | |a Commercial banks and the new regulation: Basel II, Impact Studies, and cost of implementation; Benefits from Basel II: Risk-based pricing and rating targets; Regulatory Capital Defined; Market discipline and its global impact; The allocation of business capital to business units: Economic capital defined; Economic capital and solvency management; Economic capital allocation: practical applications and theoretical background; Evolving rules and procedures for economic capital allocation; Strategies used by banks to increase their capital base; Defaults, internal ratings and technological solutions: Default defined; IRB, technological infrastructure, models and correlations; Internal ratings, supervisory weights and collateral; Software which can help in IRB implementation; How to be in charge of IRB; Regulatory and political issues tend to be indivisable: Supervisory authorities and their regulatory policies; Supervisory authorities and their regulatory policies. | |
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Print version record. | |
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 650 | 0 | |a Banks and banking |x State supervision. | |
| 650 | 0 | |a Risk management. | |
| 650 | 0 | |a Capital. | |
| 650 | 0 | |a Credit. | |
| 650 | 2 | |a Risk Management |0 (DNLM)D012308 | |
| 650 | 6 | |a Banques |x Contr�ole de l'�Etat. |0 (CaQQLa)201-0004459 | |
| 650 | 6 | |a Gestion du risque. |0 (CaQQLa)201-0055861 | |
| 650 | 6 | |a Cr�edit. |0 (CaQQLa)201-0015495 | |
| 650 | 7 | |a risk management. |2 aat |0 (CStmoGRI)aat300179502 | |
| 650 | 7 | |a credit. |2 aat |0 (CStmoGRI)aat300055706 | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Banks and banking |x State supervision |2 fast |0 (OCoLC)fst00826996 | |
| 650 | 7 | |a Capital |2 fast |0 (OCoLC)fst00846272 | |
| 650 | 7 | |a Credit |2 fast |0 (OCoLC)fst00882525 | |
| 650 | 7 | |a Risk management |2 fast |0 (OCoLC)fst01098164 | |
| 630 | 0 | 7 | |a Basler Eigenkapitalvereinbarung |f 2001 |2 gnd |0 (DE-588)4679731-2 |
| 650 | 7 | |a Bankenaufsicht |2 gnd |0 (DE-588)4004450-6 | |
| 776 | 0 | 8 | |i Print version: |a Chorafas, Dimitris N. |t Economic capital allocation with Basel II. |d Amsterdam ; Boston : Elsevier, Butterworth Heinmann, 2004 |z 0750661828 |z 9780750661829 |w (DLC) 2003056929 |w (OCoLC)53330934 |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780750661829 |z Texto completo |