Basel III: internal models for creditrisk - Radulovic, Tatjana
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This work gives an insight on Basel Accords and the regulation of the banking sector describes the mechanism of estimating capital requirement for credit risk in Europe and USA, with focus on an internal ratings-based method of calculation. It aims to explain the impacts on the risk-weighted assets estimation, caused by the additional set of reforms of Basel III in 2017 that was triggered by a global financial crisis.

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Produktbeschreibung
This work gives an insight on Basel Accords and the regulation of the banking sector describes the mechanism of estimating capital requirement for credit risk in Europe and USA, with focus on an internal ratings-based method of calculation. It aims to explain the impacts on the risk-weighted assets estimation, caused by the additional set of reforms of Basel III in 2017 that was triggered by a global financial crisis.
Autorenporträt
Tatjana Radulovic has graduated on Vienna University of Technology on the faculty of Financial and Actuarial Mathematics in September 2018 with the Bachelor thesis on the subject of the impact of Basel III Accords on estimation of credit risk.