by Michael K . Ong (Editor)
Comprehensively researched, this volume assists and advises the financial practitioner of every possible consequence of the latest Basel Accord - including advice on the implementation of systems affected by the Accord's various regulations. Learn from contributions by those involved in setting regulation for financial institutions, risk practitioners, industry-wide organisations and third parties such as software vendors. The book features a detailed overview of the revised Accord that highlights its major changes and includes comprehensive insight and guidance that advises on the Basel Accord's three component pillars: Minimum Capital Requirement, Supervisory Review Process and Market Discipline. The entire spectrum of related issues are covered including: the treatment of credit risk, securitisation, the establishment of an effective operational risk framework and trading book issues
Format: Hardcover
Pages: 498
Edition: illustrated edition
Publisher: Risk Books
Published: 30 Nov 2003
ISBN 10: 1904339158
ISBN 13: 9781904339151