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Under the new Basle Guidelines, all financial institutions subject to local banking laws will soon be required to operate under dramatically different risk exposure rules. Risk Management and Capital Adequacy provides details on the key risk approaches under these new guidelines and is the first book to analyze if and how they can be integrated. From conceptual frameworks to analyses of models and approaches, it provides a solid reference source for the information that everyone in risk management will soon need to know.
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RISK MANAGEMENT AND CAPITAL ADEQUACY
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RISK MANAGEMENT AND CAPITAL ADEQUACY
RETO R. GALLATI
McGraw-Hill New York / Chicago / San Francisco / Lisbon London / Madrid / Mexico City / Milan / New Delhi San Juan / Singapore / Sydney / Toronto
Copyright © 2003 by The McGraw-Hill Companies, Inc. All rights reserved. Manufactured in the United States of America. Except as permitted under the United States Copyright Act of 1976, no part of this publication may be reproduced or distributed in any form or by any means, or stored in a database or retrieval system, without the prior written permission of the publisher. 0-07-142558-6 The material in this eBook also appears in the print version of this title: 0-07-140763-4.
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