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Final Basel III Modelling

Final Basel III Modelling

Akkizidis, Ioannis, Kalyvas, Lampros

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Korte omschrijving 📚

2018, softcover, 322pp, mooi exemplaar, 23x15cm

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.

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