Final Basel III Modelling Implementation, Impact and Implications /

• Main Authors: Akkizidis, Ioannis (Author, http://id.loc.gov/vocabulary/relators/aut), Kalyvas, Lampros (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2018.
• Edition: 1st ed. 2018.
• Subjects: Bank marketing.; Financial Services.

This 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-defau...

Table of Contents:

• 1. Introductory Remarks
• 2. The Roadmap to the Final Basel III
• 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. .