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Final Basel III Modelling Smit In de vele varianten waarin2018, softcover, 322pp, mooi exemplaar, 23x15cm This book provides a concise and practical guidance on the implementation analysis of the new revised standards of the Basel Committee on Banking Supervision (BCBS) on the supervision of the international banking system. Based on publicly available data on default rates and realised loss given default rates, it provides an analysis of credit and market risk, assessing the extent to which the new
