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000843811 020__ $$a9783319704258$$q(electronic book)
000843811 020__ $$a3319704257$$q(electronic book)
000843811 020__ $$z9783319704241
000843811 035__ $$aSP(OCoLC)on1042561233
000843811 035__ $$aSP(OCoLC)1042561233
000843811 040__ $$aN$T$$beng$$erda$$epn$$cN$T$$dN$T$$dEBLCP$$dFIE$$dUAB
000843811 049__ $$aISEA
000843811 050_4 $$aK1066
000843811 08204 $$a346.082$$223
000843811 1001_ $$aAkkizidis, Ioannis S.,$$eauthor.
000843811 24510 $$aFinal Basel III modelling :$$bimplementation, impact and implications /$$cIoannis Akkizidis, Lampros Kalyvas.
000843811 264_1 $$aCham :$$bPalgrave Macmillan,$$c2018.
000843811 300__ $$a1 online resource
000843811 336__ $$atext$$btxt$$2rdacontent
000843811 337__ $$acomputer$$bc$$2rdamedia
000843811 338__ $$aonline resource$$bcr$$2rdacarrier
000843811 5050_ $$a1. Introductory Remarks -- 2. The Roadmap to Basel Iv -- 3. Impact Assessment Methodology -- 4. Credit Risk: Aspects of Implementation -- 5. Credit Risk: Quantitative Impact -- 6. Market Risk – Fundamental Review Of The Trading Book (Frtb) -- 7. Credit Valuation Adjustments -- 8. Revisions to Operational Risk -- 9. Output Floor, Leverage Ratio, and Other Regulatory Requirements.
000843811 506__ $$aAccess limited to authorized users.
000843811 520__ $$aThis book provides a concise and practical guidance on the implementation analysis of the new revised standards of the Basel Committee on Banking Supervision (BCBS) on the supervision of the international banking system. Based on publicly available data on default rates and realised loss-given-default rates, it provides an analysis of credit and market risk, assessing the extent to which the new framework on risk-based and leverage ratio requirements affects the modelling of banking risks. Moreover, it provides a detailed analysis of the Fundamental Review of the Trading Book (FRTB), which changes the philosophy for the risk valuation and capital requirements of the market risk, and of the latest developments on the credit valuation adjustments (CVA) framework. It also examines the impact of the final calibration of operational risk parameters on the level of capital requirements. It provides an overview of the modelling properties that govern the application of the internal models for credit and market risk, and provides evidence on the overall impact on banks’ cost of funding due to the implementation of Basel reforms as shaped in December 2017. Finally, the book provides practical examples and hands-on applications for assessing the new BCBS framework.--$$cProvided by publisher.
000843811 588__ $$aOnline resource; title from PDF title page (viewed July 6, 2018)
000843811 650_0 $$aBanking law.
000843811 650_0 $$aCredit$$xMathematical models.
000843811 650_0 $$aAsset-liability management$$xLaw and legislation.
000843811 650_0 $$aBanks and banking$$xAccounting$$xLaw and legislation.
000843811 650_0 $$aBanks and banking, International$$xLaw and legislation.
000843811 7001_ $$aKalyvas, Lampros,$$eauthor.
000843811 852__ $$bebk
000843811 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-70425-8$$zOnline Access$$91397441.1
000843811 909CO $$ooai:library.usi.edu:843811$$pGLOBAL_SET
000843811 980__ $$aEBOOK
000843811 980__ $$aBIB
000843811 982__ $$aEbook
000843811 983__ $$aOnline
000843811 994__ $$a92$$bISE