Economic Capital Allocation with Basel II: Cost, Benefit and Implementation Procedures (Hardback)Dimitris N. Chorafas (author)
Hardback 448 Pages / Published: 09/02/2004
- We can order this
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
Publisher: Elsevier Science & Technology
Number of pages: 448
Weight: 870 g
Dimensions: 234 x 165 x 25 mm
...shows how economic capital and regulatory capital are concepts that should co-exist and gives good explanations to the background of each. - Richard Norgate, Ph.D., Financial Engineering News One of the Top Ten financial engineering titles published in 2003-2004 - Richard Norgate, Ph.D., Financial Engineering News
You may also be interested in...
£41.52Mixed media product
Please sign in to write a review
Simply reserve online and pay at the counter when you collect. Available in shop from just two hours, subject to availability.
Thank you for your reservation
Your order is now being processed and we have sent a confirmation email to you at
When will my order be ready to collect?
Following the initial email, you will be contacted by the shop to confirm that your item is available for collection.
Call us on or send us an email at
Unfortunately there has been a problem with your order
Please try again or alternatively you can contact your chosen shop on or send us an email at