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Tatjana Radulovic

Basel III: internal models for creditrisk

Project with Bachelor paper Financial and actuarial mathematics

39,90 €

inkl. moms, plus frakt

Tillgänglig

Leveranstid: 6 - 13 arbetsdagar (Sverige)

Detaljer

Författare / Kompositör
Tatjana Radulovic
Produktnummer
1699824
Språk
engelska
Utgivningsår
2018
Umfang
60 Sidor
Utgivare
AV Akademikerverlag

Beskrivning

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.