FRM Handbook Ch 28: The Basel Accord (Basel I and Basel II)
Book: Financial Risk Manager Handbook Plus Test Bank
Author: Philippe Jorion
ISBN: 978-0-470-90401-5
If you work anywhere near banking regulation, Basel is the background music. Chapter 28 is Jorion’s tour of how we got here: a 1988 accord that was simple to the point of distortion, a 1996 amendment for market risk, and a 2004 overhaul that tried to fix what Basel I broke.