| 000 | 02422nam a2200265 a 4500 | ||
|---|---|---|---|
| 001 | CBN000000094 | ||
| 005 | 20151013135752.0 | ||
| 008 | 020813s2009 ne a 001 0 eng d | ||
| 020 | _a9780750661829 | ||
| 040 | _aCBNCAT | ||
| 082 |
_a332.041 _222 |
||
| 090 |
_aHG1725 _b.C49 2004eb |
||
| 100 | 1 | _aChorafas, Dimitris N. | |
| 245 | 1 | 0 |
_aEconomic capital allocation with Basel II: _bcost, benefit and implementation procedures /; _cDimitris N. Chorafas. |
| 260 |
_aAmsterdam: _bElsevier, Butterworth Heinmann, _c2004. |
||
| 300 |
_axxx, 409 p.: _bill ; _c22cm. |
||
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | _aCommercial 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. | ||
| 520 | _aThe 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. | ||
| 590 | _alje 4/9/13 5/9/13 | ||
| 650 | 0 |
_aBanks and banking _xState supervision. |
|
| 650 | _aRisk management. | ||
| 650 | _aBusiness & Economics | ||
| 942 |
_2ddc _cBOOK |
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| 999 |
_c103 _d103 |
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