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Economic Capital Allocation with Basel II: Cost, Benefit and Implementation Procedures

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Economic Capital Allocation with Basel II: Cost, Benefit and Implementation Procedures - Chorafas, Dimitris N, Professor
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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 evolution of the banking industry with Basel II in mind * extensive information on the capital requirements for bank liquidity and solvency * coverage of the new rules as laid down by the supervisory authorities of the Group of ...

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Economic Capital Allocation with Basel II: Cost, Benefit and Implementation Procedures 2004, Butterworth-Heinemann, Amsterdam, Netherlands

ISBN-13: 9780750661829

Hardcover

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