Economic Capital Allocation with Basel II: Cost, Benefit and Implementation Procedures

Economic Capital Allocation with Basel II: Cost, Benefit and Implementation Procedures

Volumn , Issue , 2004, Pages 1-409

  Chorafas, Dimitris N ^a  

^a NONE

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EID: 84902747398     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1016/B978-0-7506-6182-9.X5000-9     Document Type: Book

References (120)

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64. 7 See also Chapter 12 on special purpose vehicles (SPVs).
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69. Chorafas D.N. Implementing and Auditing the Internal Control System 2001, Macmillan.
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76. Chorafas D.N. Operational Risk Control with Basel II 2004, Butterworth-Heinemann.
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90. Chorafas D.N. Modelling the Survival of Financial and Industrial Enterprises. Advantages, Challenges, and Problems with the Internal Rating-Based (IRB) Method 2002, Palgrave/Macmillan.
91. Chorafas D.N. Alternative Investments and the Mismanagement of Risk 2003, Macmillan/Palgrave.
92. Chorafas D.N. The 1996 Market Risk Amendment: Understanding the Marking-to-Model and Value-at-Risk 1998, McGraw-Hill.
93. Financial Times 18 November 2002.
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95. Chorafas D.N. Chaos Theory in the Financial Markets 1994, Probus.
96. Chorafas D.N. Integrating ERP, CRM, Supply Chain Management and Smart Materials 2001, Auerbach.
97. Chorafas D.N. Operational Risk Control with Basel II 2004, Butterworth-Heinemann.
98. Chorafas D.N. Operational Risk Control with Basel II 2004, Butterworth-Heinemann.
99. Financial Times 29 April 2003.
100. Chorafas D.N. Management Risk: The Bottleneck Is at the Top of the Bottle 2004, Macmillan/Palgrave.
101. The Economist 3 May 2003.
102. Chorafas D.N. Implementing and Auditing the Internal Control System 2001, Macmillan.
103. Fortune June 2002, 24.
104. Chorafas D.N. Alternative Investments and the Mismanagement of Risk 2003, Macmillan/Palgrave.
105. Chorafas D.N. Stress Testing: Risk Management Strategies for Extreme Events 2003, Euromoney.
106. Chorafas D.N. Managing Risk in the New Economy 2001, New York Institute of Finance.
107. Executive Intelligence Review 21 March 2003.
108. The Economist 17 May 2003.
109. Chorafas D.N. Alternative Investments and the Mismanagement of Risk 2003, Macmillan/Palgrave.
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115. The Economist 3 May 2003.
116. Chorafas D.N. Operational Risk Control with Basel II 2004, Butterworth-Heinemann.
117. Statements made by different executives, and quoted in this section as well as in section 16.7, are from Global Risk Regulator and Retail & Private Banking Systems, March 2003 issues, IBC Publishing.
118. The Economist 3 May 2003.
119. Chorafas D.N. Operational Risk Control with Basel II 2004, Butterworth-Heinemann.
120. Basel II masterclass 27-28 March 2003.