Economic Capital Allocation with Basel II: Cost, Benefit and Implementation Procedures (Hardcover)
暫譯: 巴塞爾二號經濟資本配置:成本、效益與實施程序(精裝版)
Dimitris N. Chorafas
- 出版商: Butterworth-Heineman
- 出版日期: 2004-03-19
- 售價: $5,960
- 貴賓價: 9.5 折 $5,662
- 語言: 英文
- 頁數: 448
- 裝訂: Hardcover
- ISBN: 0750661828
- ISBN-13: 9780750661829
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相關主題
商品描述
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 Ten industrialized nations
* key information on the technical requirements for credit institutions such as: new credit rating scales, modeling of credit risk, control of operational risks, and, novel ways and means for the management of exposure to Credit Risk
* Basel II accords must be implemented by 2006 and require 2 years preparation for proper implementation
* Author at the forefront in the development of the Basel II Capital Adequacy Accord
* Based on intensive research in the US, UK and continental Europe
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 Ten industrialized nations
* key information on the technical requirements for credit institutions such as: new credit rating scales, modeling of credit risk, control of operational risks, and, novel ways and means for the management of exposure to Credit Risk
* Basel II accords must be implemented by 2006 and require 2 years preparation for proper implementation
* Author at the forefront in the development of the Basel II Capital Adequacy Accord
* Based on intensive research in the US, UK and continental Europe
商品描述(中文翻譯)
本書是《巴塞爾二號的操作風險控制》的補充後續書籍。前一本書專注於操作風險,而《經濟資本配置》則在巴塞爾二號協議的背景下提供了信用風險的概述。
本書提供:
* 針對銀行業在巴塞爾二號框架下演變的全面性探討
* 有關銀行流動性和償付能力的資本要求的廣泛資訊
* 涵蓋十國集團(Group of Ten)工業化國家的監管機構所制定的新規則
* 有關信用機構的技術要求的關鍵資訊,例如:新的信用評級標準、信用風險建模、操作風險控制,以及管理信用風險敞口的新方法和手段
* 巴塞爾二號協議必須在2006年前實施,並需要兩年的準備時間以確保正確實施
* 作者在巴塞爾二號資本充足率協議的發展中處於前沿
* 基於對美國、英國和歐洲大陸的深入研究