The Basel II "Use Test" - A Retail Credit Approach: Developing and Implementing Effective Retail Credit Risk Strategies Using Basel II
Автор:Stephen D. Morris Год: 2008 Издание:Authorhouse Страниц: 248 ISBN: 1434373029 The essence of this text is the application of The Basel II Framework Use Test. I will illustrate the facets of Use Test adherence with risk management tools and strategies that complement a bank's pursuit of Advanced Internal Ratings Based Approach, Basel II Framework compliance. I will simultaneously pay close attention to the specific Basel II Framework, Use Test adherence measures. This book offers the practitioner a useful prescription for ensuring that their bank covers the necessary bases when pursuing its Basel II Framework implementation. It additionally puts into proper context where banks should be concerned in their pursuit of the Use Test, with specific attention to regulator, boards and executives concerns that the bank continues to operate with sound fiscal behaviour. The very foundation of a bank's lending practices is the credit cycle. This book identifies both the traditional model and the newly minted Basel II model of the credit cycle. It also demonstrates...
