International Convergence of Capital Measurement and Capital Standards

International Convergence of Capital Measurement and Capital Standards
Author:
Publisher: Lulu.com
Total Pages: 294
Release: 2004
Genre: Bank capital
ISBN: 9291316695


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International Convergence of Capital Measurement and Capital Standards
Language: en
Pages: 294
Authors:
Categories: Bank capital
Type: BOOK - Published: 2004 - Publisher: Lulu.com

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Basel II Implementation: A Guide to Developing and Validating a Compliant, Internal Risk Rating System
Language: en
Pages: 355
Authors: Bogie Ozdemir
Categories: Business & Economics
Type: BOOK - Published: 2008-07-31 - Publisher: McGraw Hill Professional

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Basel II is a global regulation, and financial institutions must prove minimum compliance by 2008 The authors are highly sought-after speakers and among the wor
The Basel II Risk Parameters
Language: en
Pages: 432
Authors: Bernd Engelmann
Categories: Business & Economics
Type: BOOK - Published: 2011-03-31 - Publisher: Springer Science & Business Media

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The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an importan
Banking On Basel
Language: en
Pages: 327
Authors: Daniel Tarullo
Categories: Business & Economics
Type: BOOK - Published: 2008-11-30 - Publisher: Columbia University Press

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The turmoil in financial markets that resulted from the 2007 subprime mortgage crisis in the United States indicates the need to dramatically transform regulati
Operational Risk Control with Basel II
Language: en
Pages: 389
Authors: Dimitris N. Chorafas
Categories: Business & Economics
Type: BOOK - Published: 2003-10-06 - Publisher: Elsevier

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Operational Risk Control with Basel II, provides a sound methodology for operational risk control and focuses on management risk and ways to avoid it. The book