Economic capital allocation with Basel II : cost, benefit and implementation procedures /

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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Chorafas, Dimitris N.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; Boston : Elsevier, Butterworth Heinmann, 2004.
Temas:
Basler Eigenkapitalvereinbarung > 2001
Banks and banking > State supervision.
Risk management.
Capital.
Credit.
Risk Management
Banques > Contr�ole de l'�Etat.
Gestion du risque.
Cr�edit.
risk management.
credit.
BUSINESS & ECONOMICS > Finance.
Banks and banking > State supervision
Capital
Credit
Risk management
Bankenaufsicht
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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