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From Basel 1 to Basel 3: The Integration of State-of-the-Art Risk Modeling in Banking Regulation

  • Laurent Balthazar

Part of the Finance and Capital Markets Series book series (FCMS)

Table of contents

  1. Front Matter
    Pages i-xix
  2. Introduction

    1. Laurent Balthazar
      Pages 1-2
  3. Current Banking Regulation

    1. Front Matter
      Pages 3-3
    2. Laurent Balthazar
      Pages 5-22
    3. Laurent Balthazar
      Pages 32-36
  4. Descripton of Basel 2

    1. Front Matter
      Pages 37-37
    2. Laurent Balthazar
      Pages 39-48
    3. Laurent Balthazar
      Pages 49-88
    4. Laurent Balthazar
      Pages 89-94
    5. Laurent Balthazar
      Pages 95-100
    6. Laurent Balthazar
      Pages 101-106
  5. Implementing Basel 2

    1. Front Matter
      Pages 107-107
    2. Laurent Balthazar
      Pages 109-113
    3. Laurent Balthazar
      Pages 114-144
    4. Laurent Balthazar
      Pages 145-187
    5. Laurent Balthazar
      Pages 188-199
    6. Laurent Balthazar
      Pages 200-205
  6. Pillar 2: An Open Road to Basel 3

    1. Front Matter
      Pages 207-207
    2. Laurent Balthazar
      Pages 209-213
    3. Laurent Balthazar
      Pages 214-236
    4. Laurent Balthazar
      Pages 237-247
    5. Laurent Balthazar
      Pages 248-281
  7. Conclusions

    1. Laurent Balthazar
      Pages 283-285
  8. Back Matter
    Pages 286-294

About this book

Introduction

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.

Keywords

banking Rating Scoring

Authors and affiliations

  • Laurent Balthazar
    • 1
  1. 1.Braine L’AlleudBelgium

Bibliographic information