From Basel 1 to Basel 3 - (Finance and Capital Markets) by L Balthazar (Hardcover)
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<p/><br></br><p><b> Book Synopsis </b></p></br></br>The book covers topics related to banking regulation and credit risk modelling. The proposed rules are presented and key issues regarding implementation of the accord identified. The model used to calibrate the capital requirements under Basel 2 is analyzed and projected forward to present what could be key new elements in the future Basel 3 regulation. A CD-ROM is included to illustrate regulator models.<p/><br></br><p><b> About the Author </b></p></br></br>LAURENT BALTHAZAR is Head of Economic & Regulatory Capital at Dexia Bank. He has been responsible for the development of scoring models and of the RAROC methodology. He is also involved in the implementation of the Basel 2 project and of the economic capital framework. He is a frequent speaker at conferences and delivered trainings on Basel 2 in Eastern Europe countries.
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