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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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Chorafas, Dimitris N.
Format: Électronique eBook
Langue:Inglés
Publié: Amsterdam ; Boston : Elsevier, Butterworth Heinmann, 2004.
Sujets:
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
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