Description
(Short description)
This book can be considered as a road map for all banks and for the regulators body in emerging markets, that are still searching for pragmatic answers for managing and supervising the credit risks in the forthcoming Basel II and in the European Union s new capital adequacy framework.
(Text)
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 BaselII compliance, where economic (or portfolio) capital becomes a strategic measure to assess business decisions.
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