Economic Capital Allocation with Basel II

Economic Capital Allocation with Basel II: Cost, Benefit and Implementation Procedures

by Chorafas, Dimitris N.

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An overview of Credit Risk within Basel II Banking Accords.

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Title Statements

  • Full title :Economic Capital Allocation with Basel II : Cost, Benefit and Implementation Procedures.

Summary

An overview of Credit Risk within Basel II Banking Accords.

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Edition Statements

  • Publication Date:2004.

Publication Statements

  • Publisher(s):Elsevier
  • Place of Publication:Burlington
  • Language:eng
  • Publication Date:2004.

The Physical Object

  • Description:1 online resource (441 pages)

Edition Identifiers

  • ISBN:9780080472560, 0080472567, 9780750661829, 0750661828
  • oclc:ocn469402352
  • LC Classification:HG1725
  • Dewey Decimal:332.1

Table of Contents

Economic Capital Allocation with Basel II; Contents; Foreword; Preface; Warning: Basel II, the October 11, 2003, Announcement and its Aftermath; Abbreviations; Part 1: Commercial Banks and the New Regulation; Chapter 1: Basel II, Impact Studies and Cost of Implementation; Chapter 2: Benefits from Risk-Based Pricing and Rating Targets; Chapter 3: Regulatory Capital Defined; Chapter 4: Market Discipline and its Global Impact; Part 2: The Allocation of Economic Capital to Business Units; Chapter 5: Economic Capital Defined; Chapter 6: Economic Capital and Solvency Management.

Chapter 7: Economic Capital Allocation: Practical Applications and Theoretical BackgroundChapter 8: Evolving Rules and Procedures for Economic Capital Allocation; Chapter 9: Strategies Used by Banks to Increase their Capital Base; Part 3: Defaults, Internal Ratings and Technological Solutions; Chapter 10: Default Defined; Chapter 11: IRB, Technological Infrastructure, Models and Correlations; Chapter 12: Internal Ratings, Supervisory.

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Subjects

Banks and banking -- State supervision Banques -- Contrôle de l'État Business & Economics -- Finance Capital Crédit Gestion du risque Risk management

Writers

Chorafas, Dimitris N.

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