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Economic Capital
book

Economic Capital

by Pieter Klaassen, Idzard van Eeghen
May 2009
Intermediate to advanced
304 pages
11h 58m
English
Elsevier Science
Content preview from Economic Capital

Notes

1 Basel Committee on Banking SupervisionInternational Convergence of Capital Measurement and Capital Standards—A Revised Framework 2006 Bank for International Settlements, June

2 For an early advocate see Statement of Sheila C. Bair, Chairman Federal Deposit Insurance Corporation on the Interagency Proposal Regarding the Basel Capital Accord, before the Committee on Banking, Housing and Urban Affairs September 26, 2006 U.S. Senate www.banking.senate.gov/public/_files/ACF4A61.pdf For a European advocate see Hildebrand M. Philipp, Is Basel II enough? The benefits of a leverage ratio 15 December 2008 London School of Economics London speech at the Financial Markets Group Lecture

3 Basel Committee on Banking SupervisionRange of practices ...

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Publisher Resources

ISBN: 9780123749017