Tatjana Radulovic
Basel III: internal models for creditrisk
Project with Bachelor paper Financial and actuarial mathematics
41.10 €
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Delivery time: 6 - 13 working days (Finland)
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.

