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Tatjana Radulovic

Basel III: internal models for creditrisk

Project with Bachelor paper Financial and actuarial mathematics

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Details

Author / Composer
Tatjana Radulovic
Product number
1699824
Languages
english
Release Year
2018
Extent
60 Pages
Publisher
AV Akademikerverlag

Description

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.