東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Linked to FindBook

Google Book

Amazon

博客來

Economic capital allocation with Basel II = cost, benefit and implementation procedures /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Economic capital allocation with Basel II/ Dimitris N. Chorafas.
Reminder of title:	cost, benefit and implementation procedures /
Author:	Chorafas, Dimitris N.{me_controlnum}
Published:	Amsterdam ;Elsevier, Butterworth Heinmann, : 2004.,
Description:	1 online resource (xxx, 409 p.) :ill.
[NT 15003449]:	Commercial 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: Default 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.
Subject:	Banks and banking - State supervision. -
Online resource:	http://www.sciencedirect.com/science/book/9780750661829
ISBN:	9780750661829

Economic capital allocation with Basel II = cost, benefit and implementation procedures /
Chorafas, Dimitris N.{me_controlnum}

Economic capital allocation with Basel IIcost, benefit and implementation procedures /[electronic resource] :Dimitris N. Chorafas. - Amsterdam ;Elsevier, Butterworth Heinmann,2004. - 1 online resource (xxx, 409 p.) :ill.

Includes bibliographical references and index.

Commercial 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: Default 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.

This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords. The book provides: * comprehensive coverage of the evolution of the banking industry with Basel II in mind * extensive information on the capital requirements for bank liquidity and solvency * coverage of 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 * Author at the forefront in the development of the Basel II Capital Adequacy Accord * Based on intensive research in the US, UK and continental Europe.

ISBN: 9780750661829

Source: 102833:102852Elsevier Science & Technologyhttp://www.sciencedirect.comSubjects--Topical Terms:

654398
Banks and banking
--State supervision.Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG1725 / .C49 2004eb

Dewey Class. No.: 332/.041

Economic capital allocation with Basel II = cost, benefit and implementation procedures /
LDR:03776cmm 2200433Ia 4500 001 1046451
003 OCoLC
005 20111122085819.0
006 m d
007 cr cn|||||||||
008 120427s2004 ne a ob 001 0 eng d
019 $a 123912259 $a 441784655 $a 647497619
020 $a 9780750661829
020 $a 0750661828
020 $a 9780080472560 (electronic bk.)
020 $a 0080472567 (electronic bk.)
020 $a 9786611003371
020 $a 6611003371
029 1 $a NZ1 $b 12468424
029 1 $a AU@ $b 000043178628
035 $a (OCoLC)213298529 $z (OCoLC)123912259 $z (OCoLC)441784655 $z (OCoLC)647497619
035 $a ocn213298529
037 $a 102833:102852 $b Elsevier Science & Technology $n http://www.sciencedirect.com
040 $a OPELS $b eng $c OPELS $d OPELS $d OCLCQ $d N$T $d MERUC $d E7B $d IDEBK $d OCLCQ
049 $a TEFA
050 4 $a HG1725 $b .C49 2004eb
072 7 $a BUS $x 027000 $2 bisacsh
082 0 4 $a 332/.041 $2 22
100 1 $a Chorafas, Dimitris N.{me_controlnum} $3 1375362
245 1 0 $a Economic capital allocation with Basel II $h [electronic resource] : $b cost, benefit and implementation procedures / $c Dimitris N. Chorafas.
260 $a Amsterdam ; $a Boston : $b Elsevier, Butterworth Heinmann, $c 2004.
300 $a 1 online resource (xxx, 409 p.) : $b ill.
504 $a Includes bibliographical references and index.
505 0 $a Commercial 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: Default 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 $a This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords. The book provides: * comprehensive coverage of the evolution of the banking industry with Basel II in mind * extensive information on the capital requirements for bank liquidity and solvency * coverage of 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 * Author at the forefront in the development of the Basel II Capital Adequacy Accord * Based on intensive research in the US, UK and continental Europe.
588 $a Description based on print version record.
650 0 $a Banks and banking $x State supervision. $3 654398
650 0 $a Risk management. $3 540477
650 0 $a Capital. $3 627534
650 0 $a Credit. $3 654869
650 7 $a BUSINESS & ECONOMICS $x Finance. $2 bisacsh $3 1375363
655 4 $a Electronic books. $2 lcsh $3 542853
776 0 8 $i Print version: $a Chorafas, Dimitris N. $t Economic capital allocation with Basel II. $d Amsterdam ; Boston : Elsevier, Butterworth Heinmann, 2004 $z 0750661828 $z 9780750661829 $w (DLC) 2003056929 $w (OCoLC)53330934
856 4 0 $3 ScienceDirect $u http://www.sciencedirect.com/science/book/9780750661829
938 $a ebrary $b EBRY $n ebr10127999
938 $a Ingram Digital eBook Collection $b IDEB $n 100337
994 $a C0 $b TEF