International regulation of banking: Basel II, capital and risk requirements
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Oxford [u.a.]
Oxford Univ. Press
2010
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXVI, 392 S. graph. Darst. |
| ISBN: | 9780199215348 |
Internformat
MARC
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| 650 | 4 | |a Recht | |
| 650 | 4 | |a Asset-liability management |x Law and legislation | |
| 650 | 4 | |a Banks and banking, International |x Law and legislation | |
| 650 | 4 | |a Banks and banking, International |x Management | |
| 650 | 4 | |a Risk management |x Law and legislation | |
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Datensatz im Suchindex
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|---|---|
| adam_text | CONTENTS—
SUMMARY
Tables ofLegisUtion
xxiii
List of Abbreviations
xxv
I THE ELEMENTS OF BANK FINANCIAL SUPERVISION
1.
Introduction to Banks and Banking
3
2.
Why are Banks Supervised?
15
3.
International Bank Regulation
33
4.
The Bank Capital Calculation
43
II COMMERCIAL BANKING
5.
Credit Risk
73
6.
The Standardized Approach
81
7.
Model Based Approaches to Risk Weighting
105
8.
The Internal Ratings Based Approach
125
9.
Netting, Collateral, and Credit Risk Mitigation
159
III INVESTMENT BANKING
10.
The Trading Book
175
11.
Securities Underwriting
203
12.
Trading Book Models
207
13.
Credit Derivatives
211
14.
Counterparty Risk
217
15·
Counterparty Credit Risks for Derivatives,
Securities Financing, and Long Settlement Exposures
223
16.
Securitization and Repackaging
239
ix
Contents—
Summary
IV OTHER RISKS
17.
Operational Risk Requirements
261
18.
Concentration and Large Exposures
275
19.
Liquidity
297
V BANK GROUP SUPERVISION
20.
Group Supervision
317
21.
Financial Conglomerates
329
22.
Cross-Border
Supervision of Bank Groups
341
23.
Pillar Three
—
Disclosure Requirements
349
Index
371
|
| adam_txt |
CONTENTS—
SUMMARY
Tables ofLegisUtion
xxiii
List of Abbreviations
xxv
I THE ELEMENTS OF BANK FINANCIAL SUPERVISION
1.
Introduction to Banks and Banking
3
2.
Why are Banks Supervised?
15
3.
International Bank Regulation
33
4.
The Bank Capital Calculation
43
II COMMERCIAL BANKING
5.
Credit Risk
73
6.
The Standardized Approach
81
7.
Model Based Approaches to Risk Weighting
105
8.
The Internal Ratings Based Approach
125
9.
Netting, Collateral, and Credit Risk Mitigation
159
III INVESTMENT BANKING
10.
The Trading Book
175
11.
Securities Underwriting
203
12.
Trading Book Models
207
13.
Credit Derivatives
211
14.
Counterparty Risk
217
15·
Counterparty Credit Risks for Derivatives,
Securities Financing, and Long Settlement Exposures
223
16.
Securitization and Repackaging
239
ix
Contents—
Summary
IV OTHER RISKS
17.
Operational Risk Requirements
261
18.
Concentration and Large Exposures
275
19.
Liquidity
297
V BANK GROUP SUPERVISION
20.
Group Supervision
317
21.
Financial Conglomerates
329
22.
Cross-Border
Supervision of Bank Groups
341
23.
Pillar Three
—
Disclosure Requirements
349
Index
371 |
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| id | DE-604.BV022265404 |
| illustrated | Illustrated |
| index_date | 2024-07-02T16:44:09Z |
| indexdate | 2024-07-09T20:53:41Z |
| institution | BVB |
| isbn | 9780199215348 |
| language | English |
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| physical | XXVI, 392 S. graph. Darst. |
| publishDate | 2010 |
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| publisher | Oxford Univ. Press |
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| spelling | Gleeson, Simon Verfasser (DE-588)1030391203 aut International regulation of banking Basel II, capital and risk requirements Simon Gleeson 1. publ. Oxford [u.a.] Oxford Univ. Press 2010 XXVI, 392 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)4679731-2 gnd rswk-swf Basel II (2004) Recht Asset-liability management Law and legislation Banks and banking, International Law and legislation Banks and banking, International Management Risk management Law and legislation Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)4679731-2 u DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015475983&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Gleeson, Simon International regulation of banking Basel II, capital and risk requirements Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)4679731-2 gnd Basel II (2004) Recht Asset-liability management Law and legislation Banks and banking, International Law and legislation Banks and banking, International Management Risk management Law and legislation |
| subject_GND | (DE-588)4679731-2 |
| title | International regulation of banking Basel II, capital and risk requirements |
| title_auth | International regulation of banking Basel II, capital and risk requirements |
| title_exact_search | International regulation of banking Basel II, capital and risk requirements |
| title_exact_search_txtP | International regulation of banking Basel II, capital and risk requirements |
| title_full | International regulation of banking Basel II, capital and risk requirements Simon Gleeson |
| title_fullStr | International regulation of banking Basel II, capital and risk requirements Simon Gleeson |
| title_full_unstemmed | International regulation of banking Basel II, capital and risk requirements Simon Gleeson |
| title_short | International regulation of banking |
| title_sort | international regulation of banking basel ii capital and risk requirements |
| title_sub | Basel II, capital and risk requirements |
| topic | Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)4679731-2 gnd Basel II (2004) Recht Asset-liability management Law and legislation Banks and banking, International Law and legislation Banks and banking, International Management Risk management Law and legislation |
| topic_facet | Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung Basel II (2004) Recht Asset-liability management Law and legislation Banks and banking, International Law and legislation Banks and banking, International Management Risk management Law and legislation |
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