Final Basel III Modelling Book by Ioannis Akkizidis
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Final Basel III Modelling

Final Basel III Modelling


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About the Book


1. Introductory Remarks2. The Roadmap to Basel Iv3. Impact Assessment Methodology4. Credit Risk: Aspects of Implementation5. Credit Risk: Quantitative Impact6. Market Risk - Fundamental Review Of The Trading Book (Frtb)7. Credit Valuation Adjustments8. Revisions to Operational Risk9. Output Floor, Leverage Ratio, and Other Regulatory Requirements

About the Author: Ioannis Akkizidis, BEng, MSc, PhD, is a global product manager of financial risk management systems, working for Wolters Kluwer in Zürich, Switzerland. He has experience in designing and implementing advanced solutions in risk management and profitability analysis for the financial industry. Turning theory into practice, he has been involved in many projects for implementing financial systems and models in the financial industry. Dr. Akkizidis wrote his PhD thesis in modelling non-linear systems at the University of Wales, UK. Since 2008, he has been a sessional lecturer at the University of Zurich (UZH) in Banking and Corporate Finance for the Master's Degree program in Quantitative Finance, a joint degree offered by the UZH and Eidgenössische Technische Hochschule Zürich (ETH). He is the author and co-author of several bestselling books, book chapters, handbooks and articles, in financial analysis and risk management. He is a Board Member of the Swiss Risk Association (SRA), and a Chapter Leader in Regulatory Development of the SRA.

Lampros Kalyvas, BSc, MSc, PhD, is a senior economist with expertise in quantitative finance and currently based in London, United Kingdom. Being an expert in banking regulation, supervision, and risk management, he works for the European Banking Authority as a senior policy expert on issues relating to the quantitative impact of the international and European banking regulation on banks. Including his current post, Dr. Kalyvas has been working for the banking and financial industry for more than 17 years. He also held positions at the European Central Bank (ECB), the Bank of Greece, the Athens Stock Exchange, and had a short career in the academia, lecturing topics related to the banking regulation and financial engineering. His research interests include the quantification of credit, market, and operational risks. He is the author of a bestselling book and of numerous articles on quantitative finance and risk management. He studied Applied Informatics (BSc) and International Banking and Financial Studies (MSc). His PhD thesis dealt with the assessment and management of market risk, comparing the expected shortfall generated by the use of historical simulation and Extreme Value Theory methods.


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Product Details
  • ISBN-13: 9783030099589
  • Publisher: Palgrave MacMillan
  • Publisher Imprint: Palgrave Macmillan
  • Height: 234 mm
  • No of Pages: 321
  • Spine Width: 19 mm
  • Weight: 548 gr
  • ISBN-10: 303009958X
  • Publisher Date: 19 Feb 2019
  • Binding: Paperback
  • Language: English
  • Returnable: N
  • Sub Title: Implementation, Impact and Implications
  • Width: 156 mm


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