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Basel II

Tony Van Gestel and Bart Baesens

in Credit Risk Management: Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital

Published in print:
2008
Published Online:
January 2009
ISBN:
9780199545117
eISBN:
9780191720147
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199545117.003.0006
Subject:
Mathematics, Applied Mathematics, Mathematical Finance

This chapter presents a detailed overview on the Basel II Capital Accord. The capital accord consists of three mutually reinforcing pillars. Pillar 1 defines the minimum capital requirements for ... More


Credit Risk Management: Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital

Tony Van Gestel and Bart Baesens

Published in print:
2008
Published Online:
January 2009
ISBN:
9780199545117
eISBN:
9780191720147
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199545117.001.0001
Subject:
Mathematics, Applied Mathematics, Mathematical Finance

This book is the first book of a series of three that provides an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II ... More


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