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It describes the A-IRB approach to credit risk and its application to particular portfolios of credit exposures (wholesale, retail, and equity) as well as the A-IRB approach to credit risk mitigation and for securitization exposures. Now in its second edition, this bestselling handbook has been fully updated and expanded in light of important changes to the new Basel II Accord such as: the asset classes required under Pillar 1, the new required elements for capital adequacy and the minimum capital requirements for securitization and operational risk, credit risk mitigation, supervisory review and market discipline. Her practice also includes the structuring and documentation of collateral and other credit risk mitigation arrangements for a wide range of transactions, including fixed income, equity and credit derivatives, prime brokerage and secured financing transactions. |
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