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I may have to get involved in some projects using Basel II, III model for risk modeling, to which I have no background. Are there any good book/tutorials to recommend? What are the underlying statistical models for Basel II/III. Thanks.

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a good candidate for area51.stackexchange.com/proposals/74015/finreg – RawFocus Jul 12 '14 at 16:11
up vote 1 down vote accepted

A good place to start is the BIS (Bank for International Settlements) site. To be more specific on the Basel Committee on Banking Supervision part of the site.


In my case (Brasil´s Basel III) the central bank page is the best place to look for the specifics of Basel III implementation for my country. I imagine that´s the case in other countries as well.

I also like this Accenture Basel III Handbook for reference (http://www.accenture.com/SiteCollectionDocuments/PDF/Accenture-Basel-III-Handbook.pdf)

As i said it is important to pay attention to the specifics of your country implementation, as it can change from country to country.

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