PART 1: CURRENT BANKING REGULATION -- Basel 1 -- Market Risk Amendment -- Critics of Basel 1 -- PART 2: DESCRIPTION OF BASEL 2 -- Overview of the New Accord -- Pillar 1 -- The solvency ratio -- Pillar 1 -- Appendix -- Pillar 2 -- Supervisory Review Process -- Pillar 3 -- Market Discipline -- Potential Impacts of Basel 2 -- PART 3: IMPLEMENTING BASEL 2 -- Basel 2 and IT Systems -- Scoring Systems -- Theoretical Aspects -- Scoring Systems -- Case study -- LGD -- Implementation of the Accord -- PART 4: PILLAR 2, AN OPEN ROAD TO BASEL 3 -- From Basel 1 to Basel 3 -- The Basel 2 Model -- Extending the Model -- Integrating other Kinds of Risks -- Conclusions
Summary
The proposed rules are presented and key issues regarding implementation of the accord identified. The model used to calibrate the capital requirements under Basel 2 is analyzed and projected forward to present what could be key new elements in the future Basel 3 regulation. A CD-ROM is included to illustrate regulator models
Analysis
Basel standards
Notes
Series from jacket
Bibliography
Includes bibliographical references (pages 286-289) and index
