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Final Basel III Modelling, Ioannis Akkizidis; Lampros Kalyvas


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Цена: 7965.00р.
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Автор: Ioannis Akkizidis; Lampros Kalyvas
Название:  Final Basel III Modelling
ISBN: 9783030099589
Издательство: Springer
Классификация:


ISBN-10: 303009958X
Обложка/Формат: Soft cover
Страницы: 321
Вес: 0.54 кг.
Дата издания: 2018
Язык: English
Издание: Softcover reprint of
Иллюстрации: 34 tables, color; 10 illustrations, color; 33 illustrations, black and white; xxvii, 321 p. 43 illus., 10 illus. in color.
Размер: 156 x 233 x 24
Читательская аудитория: General (us: trade)
Основная тема: Finance
Подзаголовок: Implementation, Impact and Implications
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: 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-default rates, it provides an analysis of credit and market risk, assessing the extent to which the new framework on risk-based and leverage ratio requirements affects the modelling of banking risks. Moreover, it provides a detailed analysis of the Fundamental Review of the Trading Book (FRTB), which changes the philosophy for the risk valuation and capital requirements of the market risk, and of the latest developments on the credit valuation adjustments (CVA) framework. It also examines the impact of the final calibration of operational risk parameters on the level of capital requirements.It provides an overview of the modelling properties that govern the application of the internal models for credit and market risk, and provides evidence on the overall impact on banks’ cost of funding due to the implementation of Basel reforms as shaped in December 2017. Finally, the book provides practical examples and hands-on applications for assessing the new BCBS framework.
Дополнительное описание:
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.



Handbook of Basel III Capital: Enhancing Bank Capi tal in Practice

Автор: Juan Ramirez
Название: Handbook of Basel III Capital: Enhancing Bank Capi tal in Practice
ISBN: 1119330823 ISBN-13(EAN): 9781119330820
Издательство: Wiley
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Цена: 10771.00 р.
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Описание: A deeper examination of Basel III for more effective capital enhancement The Handbook of Basel III Capital Enhancing Bank Capital in Practice delves deep into the principles underpinning the capital dimension of Basel III to provide a more advanced understanding of real-world implementation.

Geneva, Zurich, Basel: History, Culture, and National Identity

Автор: Bouvier Nicolas, Craig Gordon a., Gossman Lionel
Название: Geneva, Zurich, Basel: History, Culture, and National Identity
ISBN: 0691637016 ISBN-13(EAN): 9780691637013
Издательство: Wiley
Цена: 11880.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание:

Recognized by historians and politicians as a model for European unity, Switzerland is nonetheless a difficult country to understand as a whole. Whereas individual Swiss cities have strong identities in the international political, cultural, and economic arenas, the country itself seems to be less than the sum of its parts. To capture the elusive spirit of Switzerland, four eminent writers explore the roots of its political unity and cultural diversity in a series of urban portraits. Their observations make for both good storytelling and insightful social commentary.

Nicolas Bouvier offers a quick-paced history of Geneva--the city John Calvin had envisioned as a radiating center of godliness, international in its scope and legal in its methods--the home of the Red Cross and the League of Nations and, since 1945, the location of numerous disarmament and diplomatic conferences. Gordon Craig examines Zurich, the city of the militant religious reformer Huldrych Zwingli, whose centralizing political zeal was harnessed by subsequent generations of Zurichers to lead Switzerland in its modernization. Today's economically powerful Zurich is analyzed in terms of its liberal past as a refuge for political activists and artists, and in terms of its current generational divisions on moral and cultural questions. Finally, Lionel Gossman explores the conciliatory Basel of Erasmus, showing how vigorous independence, resourcefulness, and remembrance of its humanist traditions shaped the city's culture and economy. Tying together important themes in the histories of these cities, Carl Schorske focuses his introduction on how Switzerland has capitalized on their cultural differences and refined the art of political negotiation to serve a wide range of civic interests.

Originally published in 1994.

The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

-- "Canadian Journal of History"
Banking on Basel: The Future of International Financial Regulation

Автор: Tarullo Daniel
Название: Banking on Basel: The Future of International Financial Regulation
ISBN: 088132423X ISBN-13(EAN): 9780881324235
Издательство: Неизвестно
Цена: 3717.00 р.
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Описание:

The turmoil in financial markets that resulted from the 2007 subprime mortgage crisis in the United States indicates the need to dramatically transform regulation and supervision of financial institutions. Would these institutions have been sounder if the 2004 Revised Framework on International Convergence of Capital Measurement and Capital Standards (Basel II accord)--negotiated between 1999 and 2004--had already been fully implemented? Basel II represents a dramatic change in capital regulation of large banks in the countries represented on the Basel Committee on Banking Supervision: Its internal ratings-based approaches to capital regulation will allow large banks to use their own credit risk models to set minimum capital requirements. The Basel Committee itself implicitly acknowledged in spring 2008 that the revised framework would not have been adequate to contain the risks exposed by the subprime crisis and needed strengthening.

This crisis has highlighted two more basic questions about Basel II: One, is the method of capital regulation incorporated in the revised framework fundamentally misguided? Two, even if the basic Basel II approach has promise as a paradigm for domestic regulation, is the effort at extensive international harmonization of capital rules and supervisory practice useful and appropriate? This book provides the answers. It evaluates Basel II as a bank regulatory paradigm and as an international arrangement, considers some possible alternatives, and recommends significant changes in the arrangement.

Geneva, Zurich, Basel: History, Culture, and National Identity

Автор: Bouvier Nicolas, Craig Gordon A., Gossman Lionel
Название: Geneva, Zurich, Basel: History, Culture, and National Identity
ISBN: 0691608571 ISBN-13(EAN): 9780691608570
Издательство: Wiley
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Цена: 4752.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Recognized by historians and politicians as a model for European unity, Switzerland is nonetheless a difficult country to understand as a whole. Whereas individual Swiss cities have strong identities in the international political, cultural, and economic arenas, the country itself seems to be less than the sum of its parts. To capture the elusive s

Modelling and Simulations for Tourism and Hospitality

Автор: Baggio Jacopo A
Название: Modelling and Simulations for Tourism and Hospitality
ISBN: 1845417410 ISBN-13(EAN): 9781845417413
Издательство: INGRAM PUBLISHER SERVICES UK
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Цена: 5269.00 р.
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Описание: This book offers an essential introduction to the use of various modelling tools and simulation techniques in the domains of tourism and hospitality. It aims to encourage students, researchers and practitioners in tourism and hospitality to enhance and enrich their toolbox in order to achieve a better and more profound knowledge of their field.

Photoionization Modelling as a Density Diagnostic of Line Emitting/Absorbing Regions in Active Galactic Nuclei

Автор: Tek Prasad Adhikari
Название: Photoionization Modelling as a Density Diagnostic of Line Emitting/Absorbing Regions in Active Galactic Nuclei
ISBN: 3030227367 ISBN-13(EAN): 9783030227364
Издательство: Springer
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Цена: 13974.00 р.
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Описание: This book presents timely work on the nature of the physical processes underpinning two of the basic characteristics of the gas structure in the innermost region of Active Galactic Nuclei (AGN): ionized outflows and emission line regions. In addition, it describes physics-based methods for estimating the density of the astrophysical plasma surrounding AGN. All numerical computations of the photoionized gas employ the most advanced codes available (CLOUDY and TITAN). Calculations of the radiative transfer are based on the assumption of thermal and ionization equilibrium.

Promising preliminary examples of comparison with current observations are included for several individual AGN. All of them suggest that the absorbing/emitting gas should have a density on the order of 1012 cm-3. Future observations will provide more objects to verify these results, and will allow us to put constraints on the launch radius of ionized outflows and therefore on the mass loading and kinetic energy outflow rates. These rates, in turn, are crucial to estimating whether the outflows have a significant feedback impact on star formation and metal enrichment in the interstellar medium of the host galaxy. In closing, the book discusses a representative example of applying powerful photoionization techniques to explain the complex physics of the AGN environment.
Modelling and simulations for tourism and hospitality

Автор: Baggio, Jacopo A. Baggio, Rodolfo
Название: Modelling and simulations for tourism and hospitality
ISBN: 1845417429 ISBN-13(EAN): 9781845417420
Издательство: Неизвестно
Рейтинг:
Цена: 29474.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book offers an essential introduction to the use of various modelling tools and simulation techniques in the domains of tourism and hospitality. It aims to encourage students, researchers and practitioners in tourism and hospitality to enhance and enrich their toolbox in order to achieve a better and more profound knowledge of their field.

Автор: Zdravko Sergo, Jasmina Grzinic
Название: pproaches in Tourism Modelling: Collected papers
ISBN: 311062852X ISBN-13(EAN): 9783110628524
Издательство: Walter de Gruyter
Цена: 11157.00 р.
Наличие на складе: Нет в наличии.

Описание: Tourism research has indeed become a booming and attractive agenda for data analysis oriented empirical economist thanks to modern technology. There has been a tremendous improvement over last decades in the mathematical, statistical, probabilistic, and computational tools available to applied macroeconomics in tourism research. The book is no attempt to make comprehensive or broad representation of the issues of development of macro econometric modelling in tourism research. Authors’ intention is to be selective, illustrative and deep, to present cases of analytical thinking on some of the major issues of model-based research in tourism sector. Zdravko Sergo is Senior Research Associate at Institute of Agriculture and tourism Porec, Croatia. His scientific research and professional activities are focused on Tourism economy, Macroeconomic aspects of tourism, Sustainable tourism development . During his carrier he was a member of scientific teams in numerous projects among two or more scientific institutions. He published more than a hundred scientific papers and numerous book chapters. Jasmina Grzinic is full Professor of Tourism at Juraj Dobrila University of Pula, Croatia, Department of Economics and Tourism, where she was the Head of the Department of Tourism for many years. She is a member of the editorial boards of 5 international scientific journals and 4 international scientific monographs. Her main research topics are Principles of tourism, International tourism, Management of tourism attractions, Tour operators and Tourist agencies . She worked on several projects and published more than eighty scientific papers, including the book “International Tourism” (2014) and “Tour operators and hoteliers in the modern tourism” (2015). Buy this book on degruyter.com https://www.degruyter.com/view/product/540847 >


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