By
Dimitris Chorafas, Independent Finance Consultant, France
Description
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
Audience:
Senior Bankers; Chief Executive Officers; Chief Financial Officers; Treasury Executives; Chief Risk Officers; Heads of Economic Capital organizations; and Chief Information Officers.
