Tatjana Radulovic
Basel III: internal models for creditrisk
Project with Bachelor paper Financial and actuarial mathematics
39,90 €
incluso IVA, più costi di spedizione
Disponibile
Tempo di consegna: 4 - 10 giorni lavorativi (Italia)
Dettagli
- Autore / Compositore
- Tatjana Radulovic
- Numero di prodotto
- 1699824
- Lingue
- inglese
- Anno di rilascio
- 2018
- Estensione
- 60 Pagine
- Editore
- AV Akademikerverlag
Descrizione
This work gives an insight on Basel Accords and the regulation of the banking sector describes the mechanism of estimating capital requirement for credit risk in Europe and USA, with focus on an internal ratings-based method of calculation. It aims to explain the impacts on the risk-weighted assets estimation, caused by the additional set of reforms of Basel III in 2017 that was triggered by a global financial crisis.

