Verfügbarkeit: International regulation of banking

International regulation of banking: capital and risk requirements

Gespeichert in:

Bibliographische Detailangaben
1. Verfasser:	Gleeson, Simon (VerfasserIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	Oxford Oxford Univ. Press 2012
Ausgabe:	2. ed.
Schlagworte:	Basel Committee on Banking Supervision > Basler Eigenkapitalvereinbarung Basel II > (2004) Bank capital / Law and legislation Banks and banking, International / Risk management Banks and banking, International / Law and legislation Recht Asset-liability management > Law and legislation Banks and banking, International > Law and legislation Banks and banking, International > Management Risk management > Law and legislation
Online-Zugang:	Inhaltsverzeichnis
Beschreibung:	XXVII, 475 S.
ISBN:	9780199643981

Internformat

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Datensatz im Suchindex

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adam_text	IMAGE 1 CONTENTS-DETAILED TABLES OF LEGISLATION XXIII LIST OF ABBREVIATIONS XXV I T HE ELEMENTS OF BANK FINANCIAL SUPERVISION 1. INTRODUCTION TO BANKS AND BANKING A. BANKS CONSIDERED AS RISK TAKERS 1.03 B. A PROTOTYPICAL BANK 1.05 BUSINESS SUMMARY 1.06 RISK ANALYSIS 1.11 CREDIT RISK 1.20 MARKET AND ASSET LIQUIDITY RISKS 1.26 FUNDING LIQUIDITY RISK 1.33 INTEREST RATE RISK 1.35 OPERATIONAL RISK 1.36 RISK CONSOLIDATION 1.38 ECONOMIC CAPITAL 1.40 2. WHY ARE BANKS SUPERVISED? A. BASIS OF BANK SUPERVISION-THE BASEL PRINCIPLES 2.02 B. CAPITAL REGULATION 2.28 C. THE CONSTRAINTS ON BANK CAPITAL REGULATION 2.33 D. THE QUANTUM OF BANK CAPITAL REQUIREMENTS 2.40 E. DOES THE BANKING CRISIS PROVE THAT RISK CAPITAL-BASED REGULATION FAILED? 2.41 QUANTITATIVE RISK MODELLING AND THE CRASH 2.42 F. MARKET CRISIS AND REGULATION 2.50 G. PROTECTING THE PUBLIC FROM THE CONSEQUENCES OF BANK FAILURE 2.54 BANK RESOLUTION REGIMES 2.58 3. BASEL AND INTERNATIONAL BANK REGULATION A. THE BASEL COMMITTEE AND THE BASEL ACCORD 3.01 B. ADDRESSING FAILURES OF MULTINATIONAL BANKS 3.09 C. INTERNATIONAL INSTITUTIONAL CO-OPERATION IN BANK REGULATION 3.16 XI IMAGE 2 CONTENTS - DETAILED 4. BASEL III A. POLICY RESPONSES TO THE CRISIS 4.01 B. BASEL 2.5 4 03 TRADING BOOK REFORM 4.1);$ STRESS TESTING 4.UO PAY AND BONUSES 4 . 0/ C. BASEL III 4 . 09 STRENGTHENING THE GLOBAL CAPITAL FRAMEWORK 4.10 ENHANCING RISK COVERAGE 4.12 LEVERAGE RATIO 4.14 COUNTERCYCLICAL BUFFERS 4.15 SYSTEMATIC INTERCONNECTEDNESS 4.17 SYSTEMIC RISK 4.18 INTRODUCING A GLOBAL LIQUIDITY STANDARD 4.1 J MONITORING TOOLS 4.25 ADDRESSING RELIANCE ON EXTERNAL CREDIT RATINGS AND MINIMIZING CLIFF EFFECTS 4.26 ENHANCED COUNTERPARTY CREDIT RISK MANAGEMENT REQUIREMENTS 4.27 STRESS TESTING 4.28 IMPLEMENTATION AND TRANSITIONAL ARRANGEMENTS 4.29 5. THE BANK CAPITAL CALCULATION-BASEL II A. THE BASIC BANK CAPITAL CALCULATION 5.01 B. WHAT IS CAPITAL? 5.06 C. THE BANK CAPITAL HIERARCHY 5.11 D. CAPITAL MONITORING 5.14 E. GEARING RULES 5.16 F. THE COMPONENTS OF CAPITAL 5.18 G. TIER 1 5.19 ISSUANCE 5.21 REDEEMABILITY 5.22 PERMANENCE 5.24 POWER TO DEFER PAYMENTS 5.31 LOSS ABSORPTION 5.32 SUBORDINATION 5.33 IMORAL HAZARD 5.34 ASSOCIATE TRANSACTIONS 5.35 RESERVES 5 36 SHARE PREMIUM ACCOUNT 5 39 EXTERNALLY VERIFIED PROFITS 5.40 INNOVATIVE TIER 1 5 4} CONVERTIBLE AND EXCHANGEABLE INSTRUMENTS 5.46 DEDUCTIONS FROM TIER 1 5 48 XLL IMAGE 3 CONTENTS - DETAILED H. TIER 2 UPPER TIER 2 LOWER TIER 2 UPPER TIER 2 REQUIREMENTS LOWER TIER 2 REQUIREMENTS PROVISIONING AND EXPECTED LOSS I. DEDUCTIONS QUALIFYING HOLDINGS (HOLDINGS IN NON-FINANCIAL UNDERTAKINGS) MATERIAL HOLDINGS (HOLDINGS IN FINANCIAL UNDERTAKINGS) CONNECTED LENDING OF A CAPITAL NATURE EXPECTED LOSSES AND OTHER NEGATIVE AMOUNTS SECURITIZATION POSITIONS J. TIER 3 UPPER TIER 3 LOWER TIER 3 DEDUCTIONS FROM TIER 3 K. CAPITAL ARISING FROM REVALUATION OF ASSETS L. DEDUCTIONS FOR INVESTMENT FIRMS 5.51 5.52 5.53 5.55 5.63 5.69 5.81 5.81 5.84 5.89 5.91 5.92 5.94 5.95 5.96 5.97 5.98 5.101 M. BANK CAPITAL RESOURCES- SUMMARY TABLE 5.104 6. THE BANK CAPITAL CALCULATION - BASEL III A. THE CALCULATION OF BANK CAPITAL UNDER BASEL III 6.01 CORE TIER 1 CAPITAL 6.02 TIER 2 CAPITAL 6.07 BANK HOLDINGS IN BANKING, FINANCIAL, AND INSURANCE ENTITIES 6.24 BASEL III AND CAPITAL REQUIREMENTS 6.37 II COMMERCIAL BANKING 7. CREDIT RISK A. BACKGROUND 7.01 B. RISK WEIGHTING OF ASSETS 7.04 C. THE BASEL APPROACHES 7.06 D. VALUATION OF EXPOSURES 7.13 E. MARK TO MARKET 7.16 FINANCIAL ASSETS AT FAIR VALUE THROUGH PROFIT OR LOSS 7.17 AVAILABLE-FOR-SALE FINANCIAL ASSETS 7.20 LOANS AND RECEIVABLES 7.21 HELD-TO-MATURITY INVESTMENTS OTHER THAN LOANS AND RECEIVABLES 7.22 X IN IMAGE 4 CONTENTS - DETAILED 8. THE STANDARDIZED APPROACH A. CLASSIFICATION OF EXPOSURES, CREDIT CONVERSION FACTORS, AND CREDIT RISK MITIGATION 8.03 B. RATINGS AND RATING AGENCIES 8.04 C. EXPOSURES TO SOVEREIGNS 8.13 REGIONAL GOVERNMENTS OR LOCAL AUTHORITIES 8.16 PUBLIC SECTOR ENTITIES 8.19 MULTILATERAL DEVELOPMENT BANKS (MDBS) 8.20 D. EXPOSURES TO BANKS AND FINANCIAL INSTITUTIONS 8.21 E. EXPOSURES TO CORPORATES 8.25 F. EXPOSURES TO RETAIL CUSTOMERS 8.28 RETAIL MORTGAGE LENDING 8.29 G. COMMERCIAL MORTGAGE EXPOSURES 8.34 H. OVERDUE UNDEFAULTED EXPOSURES 8.36 I. HIGH-RISK EXPOSURES 8.37 J. COVERED BONDS 8.38 K. SECURITIZATION EXPOSURES 8.42 WHAT IS A SECURITIZATION? 8.44 TRANCHING 8.45 PERFORMANCE DEPENDENT PAYMENT 8.46 SUBORDINATION 8.47 SECURITIZATION AND THE SPECIALIZED LENDING REGIME 8.49 WEIGHTING OF SECURITIZATION POSITIONS-STANDARDIZED APPROACH 8.51 ASSET BACKED COMMERCIAL PAPER 8.57 L. SHON-TERM CLAIMS ON FINANCIAL INSTITUTIONS AND CORPORATES 8.60 M. FUND EXPOSURES %.D N. OTHER ASSETS G 64 O. OFF-BALANCE SHEET ITEMS 8.67 9. MODEL BASED APPROACHES TO RISK WEIGHTING A. INTRODUCTION TO THE BASEL RISK MODEL 9.01 B. VAR AND THE BASEL FRAMEWORK 9 07 C. THE BASIC BASEL FORMULA 9 Q8 MATURITY ADJUSTMENT 9 10 DEFAULT TAIL 9 13 CONSEQUENCES 9 16 D. PUTTING IT ALL TOGETHER O YJ XIV IMAGE 5 CONTENTS - DETAILED E. THE RETAIL EXPOSURES FORMULA 9.18 F. TRANSLATING BETWEEN CAPITAL REQUIREMENTS AND RISK WEIGHTINGS 9.19 G. MODEL TYPES 9.20 H. ILLUSTRATIVE RISK WEIGHTS 9.21 I. MODELLING IN PRACTICE 9.23 J. VARIATIONS IN CREDIT RISK WEIGHTINGS BETWEEN FIRMS 9.27 K. INPUTS AND OUTPUTS 9.28 THE USE TEST 9.28 THE MEANING OF DEFAULT 9.30 VALIDATION OF PD ESTIMATES 9.34 LOSS GIVEN DEFAULT 9.35 EXPOSURE AT DEFAULT 9.38 L. BECOMING AN IRB FIRM 9.39 ELIGIBILITY FOR THE IRB APPROACH 9.44 CORPORATE GOVERNANCE 9.53 10. THE INTERNAL RATINGS BASED APPROACH A. CORPORATE, SOVEREIGN, AND BANK EXPOSURES 10.02 PD 10.05 LGD 10.06 DOWNTURN LGDS 10.12 B. EXPOSURE AT DEFAULT 10.23 NETTING AND EAD 10.31 COMMITMENTS-WHEN SHOULD A CF/EAD BE APPLIED? 10.33 MATURITY 10.37 BASEL III AND FINANCIAL SECTOR EXPOSURES UNDER IRB-THE ASSET VALUE CORRELATION MULTIPLIER 10.40 HIGHLY LEVERAGED COUNTERPARTIES 10.43 BASEL III, LGD, AND EAD 10.46 C. SPECIALIZED LENDING 10.52 D. RETAIL AND MORTGAGE EXPOSURES 10.58 RETAIL EXPOSURES 10.58 SPECIALIZED RETAIL EXPOSURES 10.62 DEFAULT IN THE RETAIL PORTFOLIO 10.66 E. ELIGIBLE PURCHASED RECEIVABLES 10.69 F. EQUITY EXPOSURES 10.72 THE SIMPLE RISK WEIGHT APPROACH FOR EQUITY 10.79 THE PD/LGD APPROACH FOR EQUITY 10.82 THE INTERNAL MODELS APPROACH FOR EQUITY 10.87 IMAGE 6 CONTENTS - DETAILED 11 . NETTING, COLLATERAL, AND CREDIT RISK MITIGATION A. INTRODUCTION 11.01 B. NETTING 1 L 4 ON BALANCE SHEET NETTING 11.06 OFF BALANCE SHEET NETTING AND MASTER NETTING AGREEMENTS 11 -08 C. COLLATERAL 1 L 13 THE SIMPLE APPROACH 11.14 THE COMPREHENSIVE APPROACH 11.17 HAIRCUTS 11.21 SECURED LENDING TRANSACTIONS 11.24 GOVERNMENT REPO MARKET CONCESSION 11 -26 D. UNFUNDED CREDIT PROTECTION 11.29 EFFECT OF UNFUNDED CREDIT PROTECTION 11.32 MULTIPLE DEFAULT CREDIT DERIVATIVES 11.35 III I N V E S T M E NT BANKING 12. THE TRADING BOOK A. INTRODUCTION 12.01 B. TRADING BOOK ELIGIBILITY 12.04 TRADING BOOK ELIGIBILITY UNDER BASEL 2.5 12.08 C. TRADING AND MARKET EXPOSURES 12.09 POSITION RISK REQUIREMENT 12.09 INTEREST RATE PRR 12.11 POSITION NETTING 12.19 NOTIONAL LEGS 12.23 SPECIFIC RISK 12.27 GENERAL MARKET RISK 12.29 D. EQUITY PRR AND BASIC INTEREST RATE PRR FOR EQUITY DERIVATIVES 12.30 STANDARD EQUITY METHOD 12.35 STANDARD EQUITY MODEL-SPECIFIC RISK 12.36 STANDARD EQUITY METHOD-GENERAL MARKET RISK 12.38 SIMPLIFIED EQUITY INTEREST RATE PRR 2.40 E. COMMODITY PRR 12.43 THE SIMPLIFIED APPROACH 12.50 THE MATURITY LADDER APPROACH 12.51 THE EXTENDED MATURITY LADDER APPROACH 12.52 F. FOREIGN CURRENCY PRR 12.54 XVI IMAGE 7 CONTENTS - DETAILED G. OPTION PRR 12.60 THE OPTION STANDARD METHOD 12.65 OPTIONS ON FUNDS 12.71 H. ANNEX-A GUIDE TO OPTION TERMINOLOGY 12.78 13. SECURITIES UNDERWRITING 14. TRADING BOOK MODELS A. CADI MODELS 14.02 B. VAR MODELS 14.04 C. THE MULTIPLICATION FACTOR 14.10 D.BASEL 2.5 14.11 STRESSED VAR 14.11 THE INCREMENTAL RISK CHARGE (IRC) 14.14 SECURITIZATION POSITIONS IN THE TRADING BOOK 14.22 CORRELATION TRADING 14.26 15 . CREDIT DERIVATIVES A. INTRODUCTION 15.01 B. NOTIONAL POSITIONS 15.11 C. RECOGNITION OF RISK REDUCTION 15.15 D. MH-TO-DEFAULT 15.19 16. COUNTERPARTY RISK A. INTRODUCTION 16.01 B. CREDIT DERIVATIVES 16.04 C. COLLATERAL IN THE TRADING BOOK 16.07 D. DOUBLE DEFAULT IN THE TRADING BOOK 16.09 E. RULES COMMON TO BANKING AND TRADING BOOKS 16.12 UNSETTLED TRANSACTIONS 16.12 FREE DELIVERIES 16.15 F. BASEL III AND CCR 16.18 COUNTERPARTY CREDIT RISK 16.18 GENERAL WRONG-WAY RISK 16.19 CREDIT VALUE ADJUSTMENT-THE BOND EQUIVALENT APPROACH 16.20 COUATERALIZED COUNTERPARTIES AND MARGIN PERIOD OF RISK 16.24 DOWNGRADE TRIGGERS 16.27 COLLATERAL MANAGEMENT 16.28 SECURITIZATION AND RESECURITIZATION COLLATERAL 16.29 XVN IMAGE 8 CONTENTS - DETAILED 17. COUNTERPARTY CREDIT RISK FOR DERIVATIVES, SECURITIES FINANCING, AND LONG SETTLEMENT EXPOSURES A. INTRODUCTION B. CALCULATING EXPOSURES C. THE MARK TO MARKET METHOD PFE CALCULATION NETTING WITHIN THE MARK TO MARKET METHOD D. THE STANDARDIZED METHOD E. CREDIT RISK EXPOSURE CALCULATION R THE CCR INTERNAL MODEL METHOD CONTRACTUAL NETTING WITHIN THE CCR REGIME CCR MODELS AND SECURITIES FINANCING TRANSACTIONS 18. SECURITIZATION AND REPACKAGING A. INTRODUCTION B. WHAT IS A SECURITIZATION? C. TRUE SALE AND DERECOGNITION OF ASSETS DERECOGNITION FOR SYNTHETIC SECURITIZATIONS IMPLICIT SUPPORT, OR DE-DERECOGNITION D. RISK WEIGHTING OF SECURITIZATION EXPOSURES E. WEIGHTING HOLDINGS OF SECURITIZATION POSITIONS-THE STANDARDIZED APPROACH LIQUIDITY FACILITIES F. THE IRB APPROACH THE RATINGS BASED APPROACH THE SUPERVISORY FORMULA APPROACH THE ABCP IAA G. REVOLVING CREDIT SECURITIZATIONS TREATMENT OF THE ORIGINATOR S SHARE H. SECURITIZATION AND BASEL III RESECURITIZATION SELF-GUARANTEES STANDARDIZED APPROACH RESECURITIZATION RISK WEIGHTS CREDIT ANALYSIS 17.01 17.08 17.13 17.15 17.20 17.21 17.25 17.31 17.39 17.45 18.01 18.07 18.15 18.23 18.27 18.31 18.35 18.39 18.42 18.46 18.47 18.56 18.57 18.62 18.65 18.66 18.78 18.80 18.81 IV OTHER RISKS 19. OPERATIONAL RISK REQUIREMENTS A. OPERATIONAL RISK 19 01 XVIU IMAGE 9 CONTENTS - -DETAILED B. THE BASIC INDICATOR APPROACH 19-08 C. STANDARD AND ADVANCED MEASUREMENT APPROACHES-CRITERIA FOR USE 19.13 D. THE STANDARDIZED APPROACH-THE CHARGE 19.14 E. ADVANCED MEASUREMENT APPROACH-THE CHARGE 19-15 F. CORPORATE GOVERNANCE AND OPERATIONAL RISK 19-23 20. CONCENTRATION AND LARGE EXPOSURES A. THE LARGE EXPOSURES REGIME 20.01 B. EXPOSURE 20.07 C. COUNTERPARTY 20.11 CONNECTED COUNTERPARTIES 20.14 TOTAL EXPOSURE 20.17 D. EXPOSURE LIMITS 20.25 PARENTAL GUARANTEES 20.31 COLLATERALIZATION 20.33 ADVANCED IRB FIRMS 20.35 TREASURY CONCESSION 20.37 INTRA-GROUP SECURITIES FINANCING TRANSACTIONS 20.39 NATIONAL INTEGRATED GROUPS 20.40 THE UK INTEGRATED GROUP 20.44 V BASEL III R E Q U I R E M E N TS 21. LIQUIDITY REQUIREMENTS A. LIQUIDITY SUPERVISION 21.01 B. QUALITATIVE SUPERVISION OF LIQUIDITY 21.05 C. QUANTITATIVE SUPERVISION OF LIQUIDITY-PRE BASEL III 21.07 THE SIMPLIFIED ILAS LIQUID ASSETS BUFFER 21.33 CONTENTS OF THE LIQUIDITY POOL 21.34 CROSS-BORDER AND INTRA-GROUP MANAGEMENT OF LIQUIDITY 21.37 D. LIQUIDITY UNDER BASEL HI 21.43 THE TWO REQUIREMENTS 21.44 LIQUIDITY COVERAGE RATIO 21.47 THE NET STABLE FUNDING RATIO 21.104 22. THE LEVERAGE RATIO A. THE LEVERAGE RATIO 22.01 B. TRANSITIONAL ARRANGEMENTS 22.08 X IX IMAGE 10 CONTENTS - DETAILED 23. BASEL III, DERIVATIVES, CLEARING, AND EXPOSURES TO CCPS A. EXPOSURES TO CENTRAL COUNTERPARTIES 23.01 B. SUMMARY OF THE PROPOSED REFORMS 23-07 THE PROPOSED CCP FRAMEWORK 23.09 DEFAULT FUND EXPOSURES 15- 5 VI BANK GROUP SUPERVISION 24. GROUP SUPERVISION A. INTRODUCTION 24.01 SOLO SUPERVISION 24.04 CONSOLIDATED SUPERVISION 24.05 CONGLOMERATE SUPERVISION 24.06 B. CONSOLIDATED SUPERVISION 24.08 C. SCOPE OF CONSOLIDATION 24.10 D. MINORITY INTERESTS 24.18 E. SOLO CONSOLIDATION 24.21 F. CONSOLIDATED CAPITAL 24.23 G. CONSOLIDATED CAPITAL RESOURCES REQUIREMENTS 24.24 OPERATIONAL RISK 24.28 ADVANCED IRB APPROACHES 24.30 LARGE EXPOSURES 24.31 25. FINANCIAL CONGLOMERATES A. ISSUES WITH CONGLOMERATES 25.01 DOUBLE OR MULTIPLE GEARING 25.02 DEBT DOWNSTREAMED AS EQUITY 25-03 UNREGULATED INTERMEDIATE HOLDING COMPANIES 25.04 UNREGULATED ENTITIES ENGAGED IN FINANCIAL BUSINESS 25.05 PARTICIPATIONS AND MINORITY INTERESTS IN REGULATED ENTITIES 25-06 B. BANKS IN NON-FINANCIAL GROUPS 25.08 C. MIXED ACTIVITY GROUPS 25.13 D. METHODS OF REGULATING FINANCIAL CONGLOMERATES 25.23 METHOD 1 25.26 METHOD 2 25.28 METHOD 3 25.30 METHOD 4 25 32 E. CONSOLIDATING UNCONNECTED ENTITIES 25.33 E GROUPS HEADQUARTERED OUTSIDE THE EU 25.36 XX IMAGE 11 CONTENTS - DETAILED 26. CROSS-BORDER SUPERVISION OF BANK GROUPS A. INTERNATIONAL GROUP SUPERVISION 26.02 B. EU GROUP SUPERVISION 26.04 27. PILLAR THREE-DISCLOSURE REQUIREMENTS A. INTRODUCTION 27.01 B. SCOPE OF THE PILLAR THREE REGIME C. BASIC REQUIREMENTS BASEL REQUIREMENTS EU REQUIREMENTS D. CAPITAL STRUCTURE BASEL REQUIREMENTS EU REQUIREMENTS E. CAPITAL ADEQUACY BASEL REQUIREMENTS EU REQUIREMENTS F. CREDIT RISK: GENERAL DISCLOSURES FOR ALL BANKS BASEL REQUIREMENTS EU REQUIREMENTS G. CREDIT RISK: DISCLOSURE FOR PORTFOLIO SUBJECT TO THE STANDARDIZED APPROACH AND SUPERVISORY RISK WEIGHTS IN THE IRB APPROACHES BASEL REQUIREMENTS EU REQUIREMENTS H. CREDIT RISK: DISCLOSURES FOR PORTFOLIO SUBJECT TO IRB APPROACHES BASEL REQUIREMENTS EU REQUIREMENTS I. CREDIT RISK MITIGATION: DISCLOSURES FOR STANDARDIZED AND IRB APPROACHES BASEL REQUIREMENTS EU REQUIREMENTS J. GENERAL DISCLOSURE FOR EXPOSURES RELATED TO COUNTERPARTY CREDIT RISK BASEL REQUIREMENTS EU REQUIREMENTS K. SECURIRIZATION: DISCLOSURE FOR STANDARDIZED AND IRB APPROACHES BASEL REQUIREMENTS EU REQUIREMENTS 27.07 27.13 27.13 27.14 27.15 27.15 27.16 27.17 27.17 27.18 27.19 27.20 27.21 27.22 27.22 27.23 27.24 27-24 27.25 27.26 27.26 27.27 27.28 27.28 27.29 27.30 27.30 27.31 X XI IMAGE 12 CONTENTS - DETAILED L. MARKET RISK: DISCLOSURES FOR BANKS USING THE STANDARDIZED APPROACH BASEL REQUIREMENTS EU REQUIREMENTS M. MARKET RISK: DISCLOSURES FOR BANKS USING THE INTERNAL MODELS APPROACH (IMA) FOR TRADING PORTFOLIOS BASEL REQUIREMENTS EU REQUIREMENTS N. OPERATIONAL RISK BASEL REQUIREMENTS EU REQUIREMENTS O. EQUITIES: DISCLOSURES FOR BANKING BOOK POSITIONS BASEL REQUIREMENTS EU REQUIREMENTS P. INTEREST RATE RISK IN THE BANKING BOOK BASEL REQUIREMENTS EU REQUIREMENTS Q. REMUNERATION QUALITATIVE DISCLOSURES QUANTITATIVE DISCLOSURES 27.32 27.32 27.33 27.34 27.34 27.35 27.36 27.36 27.37 27.38 27.38 27.39 27.40 27.40 27.41 27.42 24.43 27.44 INDEX 453 XXN
any_adam_object	1
author	Gleeson, Simon
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id	DE-604.BV040535994
illustrated	Not Illustrated
indexdate	2024-07-10T00:26:00Z
institution	BVB
isbn	9780199643981
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-025381994
oclc_num	814421891
open_access_boolean
owner	DE-M382 DE-739 DE-945 DE-703 DE-11
owner_facet	DE-M382 DE-739 DE-945 DE-703 DE-11
physical	XXVII, 475 S.
publishDate	2012
publishDateSearch	2012
publishDateSort	2012
publisher	Oxford Univ. Press
record_format	marc
spelling	Gleeson, Simon Verfasser (DE-588)1030391203 aut International regulation of banking capital and risk requirements Simon Gleeson 2. ed. Oxford Oxford Univ. Press 2012 XXVII, 475 S. txt rdacontent n rdamedia nc rdacarrier Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)4679731-2 gnd rswk-swf Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)7842492-6 gnd rswk-swf Basel II (2004) Bank capital / Law and legislation Banks and banking, International / Risk management Banks and banking, International / Law and legislation 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 Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)7842492-6 u DE-604 SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025381994&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	Gleeson, Simon International regulation of banking capital and risk requirements Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)4679731-2 gnd Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)7842492-6 gnd Basel II (2004) Bank capital / Law and legislation Banks and banking, International / Risk management Banks and banking, International / Law and legislation 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 (DE-588)7842492-6
title	International regulation of banking capital and risk requirements
title_auth	International regulation of banking capital and risk requirements
title_exact_search	International regulation of banking capital and risk requirements
title_full	International regulation of banking capital and risk requirements Simon Gleeson
title_fullStr	International regulation of banking capital and risk requirements Simon Gleeson
title_full_unstemmed	International regulation of banking capital and risk requirements Simon Gleeson
title_short	International regulation of banking
title_sort	international regulation of banking capital and risk requirements
title_sub	capital and risk requirements
topic	Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)4679731-2 gnd Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)7842492-6 gnd Basel II (2004) Bank capital / Law and legislation Banks and banking, International / Risk management Banks and banking, International / Law and legislation 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) Bank capital / Law and legislation Banks and banking, International / Risk management Banks and banking, International / Law and legislation Recht Asset-liability management Law and legislation Banks and banking, International Law and legislation Banks and banking, International Management Risk management Law and legislation
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025381994&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT gleesonsimon internationalregulationofbankingcapitalandriskrequirements

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