Economic Capital Allocation with Basel II
Cost, Benefit and Implementation ProceduresBy
- Dimitris Chorafas
Senior Bankers; Chief Executive Officers; Chief Financial Officers; Treasury Executives; Chief Risk Officers; Heads of Economic Capital organizations; and Chief Information Officers.
Hardbound, 448 Pages
Published: February 2004
Imprint: Butterworth Heinemann
...not only provides a good introduction to the regulatory background, but also shows how economic capital and regulatory capital are concepts that should co-exist and gives good explanations to the background of each. One of the Top Ten financial engineering titles published in 2003-2004 - Richard Norgate, Ph.D., Financial Engineering News