Basel II Implementation, Chapter 3 - Validation of Internal Risk Rating System
Title | Basel II Implementation, Chapter 3 - Validation of Internal Risk Rating System PDF eBook |
Author | Bogie Ozdemir |
Publisher | McGraw Hill Professional |
Pages | 104 |
Release | 2008-07-10 |
Genre | Business & Economics |
ISBN | 0071731776 |
This is a sample chapter from Basel II Implementation, an invaluable guide that puts a potent combination of theory and real-world practice at your fingertips. Written by two of the most globally recognized and sought-after thought leaders in Basel II implementation, this how-to book maps out, step-by-step, implementable solutions that are both academically credible and practical, making them defendable to regulators and executable within the constraints of data, resources, and time.
Basel II Implementation: A Guide to Developing and Validating a Compliant, Internal Risk Rating System
Title | Basel II Implementation: A Guide to Developing and Validating a Compliant, Internal Risk Rating System PDF eBook |
Author | Bogie Ozdemir |
Publisher | McGraw Hill Professional |
Pages | 355 |
Release | 2008-07-31 |
Genre | Business & Economics |
ISBN | 0071591311 |
Basel II is a global regulation, and financial institutions must prove minimum compliance by 2008 The authors are highly sought-after speakers and among the world’s most recognized authorities on Basel II implementation Accompanying CD-ROM includes spreadsheet templates that will assist corporations as they implement Basel II
International Convergence of Capital Measurement and Capital Standards
Title | International Convergence of Capital Measurement and Capital Standards PDF eBook |
Author | |
Publisher | Lulu.com |
Pages | 294 |
Release | 2004 |
Genre | Bank capital |
ISBN | 9291316695 |
Basel II Implementation, Chapter 2 - Risk Ratings System Quantification
Title | Basel II Implementation, Chapter 2 - Risk Ratings System Quantification PDF eBook |
Author | Bogie Ozdemir |
Publisher | McGraw Hill Professional |
Pages | 125 |
Release | 2008-07-10 |
Genre | Business & Economics |
ISBN | 0071731768 |
This is a sample chapter from Basel II Implementation, an invaluable guide that puts a potent combination of theory and real-world practice at your fingertips. Written by two of the most globally recognized and sought-after thought leaders in Basel II implementation, this how-to book maps out, step-by-step, implementable solutions that are both academically credible and practical, making them defendable to regulators and executable within the constraints of data, resources, and time.
A Critical Assessment of Basel II, Internal Rating Based Approach
Title | A Critical Assessment of Basel II, Internal Rating Based Approach PDF eBook |
Author | Vahit Ferhan Benli |
Publisher | Haupt Verlag AG |
Pages | 296 |
Release | 2010 |
Genre | Bank capital |
ISBN | 3258075581 |
Basel II Implementation, Chapter 1 - Risk Ratings System Design
Title | Basel II Implementation, Chapter 1 - Risk Ratings System Design PDF eBook |
Author | Bogie Ozdemir |
Publisher | McGraw Hill Professional |
Pages | 72 |
Release | 2008-07-10 |
Genre | Business & Economics |
ISBN | 007173175X |
This is a sample chapter from Basel II Implementation, an invaluable guide that puts a potent combination of theory and real-world practice at your fingertips. Written by two of the most globally recognized and sought-after thought leaders in Basel II implementation, this how-to book maps out, step-by-step, implementable solutions that are both academically credible and practical, making them defendable to regulators and executable within the constraints of data, resources, and time.
The Basel II Risk Parameters
Title | The Basel II Risk Parameters PDF eBook |
Author | Bernd Engelmann |
Publisher | Springer Science & Business Media |
Pages | 432 |
Release | 2011-03-31 |
Genre | Business & Economics |
ISBN | 3642161146 |
The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according to the new Basel rules. This book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD and includes a chapter on stress testing of the Basel II risk parameters. The second edition is extended by three chapters explaining how the Basel II risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans.