The Basel Handbook: A Guide for Financial Practitioners

[Rachel Thompson]

I enclose details of our best selling Basel Handbook.   
   
Fully up-to-date and comprehensively researched, this volume assists and advises the financial practitioner of every possible consequence of the latest Basel Accord - including advice on the implementation of systems affected by the Accord's various regulations   
   
- Learn from contributions by those involved in setting regulation for financial institutions, risk practitioners, industry-wide organisations and third parties such as software vendors    
   
- Features a detailed overview of the revised Accord that highlights its major changes and includes comprehensive insight and guidance that advises on the Basel Accord's three component pillars: Minimum Capital Requirement, Supervisory Review Process and Market Discipline    
   
- Each intricate facet of this complex Accord is broken down into easily understandable chunks    
   
- Covers the entire spectrum of related issues including: the treatment of credit risk, securitisation, the establishment of an effective operational risk framework and trading book issues    
   
"This book is essential reading for Bankers who are serious about reaping the rewards of the Basel II Accord. Michael has done a first-rate job of garnering considered and practical guidance from some of the leading authorities in this complex area." - Shahram Sharifi, Credit Risk Director, UK Retail Bank, Lloyds TSB Bank Plc   
   
Format: Hardback   
   
For a complete index of this report click on:   
http://www.researchandmarkets.com/product/c3ae00/the_basel_handbook_a_guide_for_financial   
   
Report Index:   
   
Foreword    
   
List of Contributors    
   
Introduction    
Michael K. Ong    
Illinois Institute of Technology    
   
SECTION 1: PARAMETERISATION OF THE INTERNAL RATINGS-BASED APPROACH    
   
1 Development and Validation of Key Estimates for Capital Models    
Michel Araten    
JPMorganChase & Co    
   
2 Explaining the Correlation in Basel II: Derivation and Evaluation    
Christian Bluhm; Ludger Overbeck    
HypoVereinsbank; University of Giessen    
   
3 Explaining the Credit Risk Elements in Basel II    
Simon Hills    
British Bankers Association    
   
4 Loss Given Default and Recovery Risk: From Basel II Standards to Effective Risk Management Tools    
Andrea Resti; Andrea Sironi    
Bergamo University; Luigi Bocconi University    
   
SECTION 2: IMPLEMENTATION AND TESTING OF COMPLIANT IRB SYSTEMS    
   
5 Implementation of an IRB Compliant Rating System    
Sebastian Fritz, Michael Luxenburger and Thomas Miehe    
Deutsche Bank Group    
   
6 Stress Tests of Banks' Regulatory Capital Adequacy: Application to Tier 1 Capital    
Esa Jokivuolle; Samu Peura    
Bank of Finland; Sampo Plc    
   
7 Advanced Credit Model Performance Testing to Meet Basel Requirements    
Donald R. van Deventer; Xiaoming Wang    
Kamakura Corporation; Kamakura Corporation and University of Hawaii    
   
8 Point-in-Time Versus Through-the-Cycle Ratings    
Scott D. Aguais; Lawrence R. Forest, Jr; Elaine Y. L. Wong; Diana Diaz-Ledezma    
Barclays Capital    
   
9 Basel II in the Light of Moody's KMV Evidence    
Martti Purhonen    
Sampo Plc    
   
SECTION 3: SECURITISATIONS AND RETAIL PORTFOLIOS    
   
10 Basel II Capital Adequacy Rules for Securitisations and for Retail Exposures    
Ashish Dev    
KeyCorp    
   
11 IRB-Compliant Models in Retail Banking    
Richard Norgate    
KPMG    
   
SECTION 4: REGULATORY EXPECTATIONS AND DISCLOSURE ISSUES    
   
12 Regulatory Priorities and Expectations in the Implementation of the IRB Approach    
Ed Duncan    
ISDA    
   
13 Market Discipline and Appropriate Disclosure in Basel II    
Lawrence J. White    
Stern School of Business, New York University    
   
SECTION 5: IMPLEMENTING THE ADVANCED MEASUREMENT APPROACH FOR OPERATIONAL RISK    
   
14 Implementing a Basel II Scenario-Based AMA for Operational Risk    
Ulrich Anders and Gerrit Jan van den Brink    
Dresdner Bank    
   
15 Loss Distribution Approach in Practice    
Antoine Frachot; Olivier Moudoulaud; Thierry Roncalli    
Groupe de Recherche Opérationnelle; Global Risk Management; Credit Agricole SA    
   
16 An Operational Risk Ratings Model Approach to Better Measurement and Management of Operational Risk    
Anthony Peccia    
Bank of Montreal    
   
SECTION 6: LOSS DATABASE AND INSURANCE    
   
17 Constructing an Operational Event Database    
Michael Haubenstock    
Capital One    
   
18 Insurance and Operational Risk    
John Thirlwell    
Operational Risk Research Forum   
   
Pricing:   
   
Hard Copy : EUR 149   
   
Ordering - Three easy ways to place your order:   
   
1] Order online at http://www.researchandmarkets.com/product/c3ae00/the_basel_handbook_a_guide_for_financial   
   
2] Order by fax: Print an Order form from http://www.researchandmarkets.com/product/c3ae00/the_basel_handbook_a_guide_for_financial and Fax to +353 1 4100 980   
   
3] Order by mail: Print an Order form from http://www.researchandmarkets.com/product/c3ae00/the_basel_handbook_a_guide_for_financial and post to Research and Markets Ltd. Guinness Center, Taylors Lane, Dublin 8. Ireland.   
   
   
Related Reports also available from Research and Markets:   
   
Valuing a Bank Under IAS/IFRS and Basel II - http://www.researchandmarketscom/product/c3ae00/valuing_a_bank_under_iasifrs_and_basel_ii   
   
The Compliance Officer's Handbook 2005 - http://www.researchandmarkets.com/product/c3ae00/the_compliance_officers_handbook_2005   
   
Asset Liability Management of Financial Institutions:Maximising Shareholder Value through Risk-Conscious Investing - http://www.researchandmarkets.com/product/c3ae00/asset_liability_management_of_financial   
   
Basel II - An Added Value Approach to Implementation - http://www.researchandmarkets.com/product/c3ae00/basel_ii_an_added_value_approach_to   
   
Structured Credit Products Pricing, Rating, Risk Management and Basel II - http://www.researchandmarkets.com/product/c3ae00/structured_credit_products_pricing_rating   
   
The Basel II Rating - http://www.researchandmarkets.com/product/c3ae00/the_basel_ii_rating   
   
After Basel II: Assuring Compliance and Smoothing the Rough Edges - http://www.researchandmarkets.com/product/c3ae00/after_basel_ii_assuring_compliance_and   
   
Thank you for your consideration.   
Best Regards,   
   
Rachel Thompson
   
Senior Manager
   
Research and Markets Ltd
   
rachel.thompson na researchandmarkets.com   
   
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