Books > Business & Economics > Industry & industrial studies > Service industries > Financial services industry
|
Not currently available
Final Basel III Modelling - Implementation, Impact and Implications (Hardcover, 1st ed. 2018)
Loot Price: R1,756
Discovery Miles 17 560
You Save: R202
(10%)
|
|
Final Basel III Modelling - Implementation, Impact and Implications (Hardcover, 1st ed. 2018)
Supplier out of stock. If you add this item to your wish list we will let you know when it becomes available.
|
This book provides a concise and practical guidance on the
implementation analysis of the new revised standards of the Basel
Committee on Banking Supervision (BCBS) on the supervision of the
international banking system. Based on publicly available data on
default rates and realised loss-given-default rates, it provides an
analysis of credit and market risk, assessing the extent to which
the new framework on risk-based and leverage ratio requirements
affects the modelling of banking risks. Moreover, it provides a
detailed analysis of the Fundamental Review of the Trading Book
(FRTB), which changes the philosophy for the risk valuation and
capital requirements of the market risk, and of the latest
developments on the credit valuation adjustments (CVA) framework.
It also examines the impact of the final calibration of operational
risk parameters on the level of capital requirements. It provides
an overview of the modelling properties that govern the application
of the internal models for credit and market risk, and provides
evidence on the overall impact on banks' cost of funding due to the
implementation of Basel reforms as shaped in December 2017.
Finally, the book provides practical examples and hands-on
applications for assessing the new BCBS framework.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.