Lampros Kalyvas: 1 book

Book cover of Final Basel III Modelling

Final Basel III Modelling

Implementation, Impact and Implications

by Ioannis Akkizidis, Lampros Kalyvas
Language: English
Release Date: June 28, 2018

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...
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