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Handbook of Basel III Capital : Enhancing Bank Capital in Practice (Hardcover) (Juan Ramirez)
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This book tries to fill a gap in the financial literature on regulatory bank capital. There are a substantial number of excellent books written by developers of quantitative models on the estimation of credit risk parameters (exposures, probabilities of default, etc.). There are also several good books providing a general overview of Basel III. While generally very expensive, they are useful to the practitioner interested in gaining a rudimentary understanding of the regulation. However, these books are far too elementary for the regulatory capital professional, auditor or consultant. The book is written from a European perspective, tackling the CRD IV directive and the associated guidance, but much of it will be applicable across all jurisdictions, and will be of particular interest to practitioners in the United States where regulatory and supervisory guidance on Basel III implementation is either very sparse or non-existent.