A Critical Assessment of Basel II, Internal Rating Based Approach
Implementation in Emerging Markets The Case of Turkey
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Beschreibung
This book presents methods, data foundation, systems, and procedures, for the actual implementation of Basel II. The focus is exclusively on credit risk measurement under the IRB framework. Particularly, the book proposes to assist emerging market banks in delivering a suite of integrated solutions in two specific areas: internal rating platform with counterparty-based and transaction-based models, and Credit Portfolio Management solutions. The proposed solutions will attempt to provide a comprehensive framework from credit rating all the way to portfolio credit assessments which permits the banks to strive for Basel II compliance, but also allowing them to take it further beyond Basel-II compliance, where economic (or portfolio) capital becomes a strategic measure to assess business decisions.
Autor*in
Ferhan Benli
Themen in »A Critical Assessment of Basel II, Internal Rating Based Approach«
Credit Risk Management Portfolio Management Rating