TY  - BOOK
AU  - Chorafas,Dimitris N.
TI  - Economic capital allocation with Basel II: cost, benefit and implementation procedures /
SN  - 9780750661829 
U1  - 332.041 22 
PY  - 2004///
CY  - Amsterdam
PB  - Elsevier, Butterworth Heinmann
KW  - Banks and banking
KW  - State supervision
KW  - Risk management
KW  - Business & Economics
N1  - Includes bibliographical references and index; Commercial banks and the new regulation: Basel II, Impact Studies, and cost of implementation; Benefits from Basel  II: Risk-based pricing and rating targets; Regulatory;  Capital Defined; Market discipline and its global impact; The allocation of business capital to business units:  Economic capital defined; Economic capital and solvency management; Economic capital allocation: practical applications and theoretical background; Evolving rules and procedures for economic capital allocation; Strategies used by banks to increase their capital base; Defaults, internal ratings and technological solutions: defined; IRB, technological infrastructure, models and correlations; Internal ratings, supervisory weights and   collateral; Software which can help in IRB implementation;  How to be in charge of IRB; Regulatory and political   issues tend to be indivisable: Supervisory authorities and their regulatory policies; Supervisory authorities and their regulatory policies
N2  - The discusses Basel II covering the evolution of the banking industry as it relates to Basel II; information on the capital requirements for bank liquidity and solvency;  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
ER  -