Basel II implementation in the midst of turbulence : CEPS task force report June 2008

書誌事項

Basel II implementation in the midst of turbulence : CEPS task force report June 2008

Frederik C. Musch, chairman ; Rym Ayadi, rapporteur ; with contributions from Maria Nieto, Mathias Schmit

Centre for European Policy Studies, c2008

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"Centre for European Policy Studies" -- Cover

Includes bibliographical references (p.114-120.)

内容説明・目次

内容説明

This volume examines developments in the new Basel Capital Accord since its publication in June 2004 and its implementation in European law through the EU capital requirements directive (CRD) in September 2005. The main issues covered include the new treatment of the trading book exposures, the analysis of the new quantitative impact studies, and the issues addressed by the EU and U.S. implementations of the new banking regulation.

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