International regulation of banking Basel II ; capital and risk requirements

Why are banks supervised? -- International bank regulation -- The bank capital calculation -- Credit risk -- The standardized approach -- Model based approaches to risk weighting -- The internal ratings based approach -- Netting, collateral, and credit risk mitigation -- The trading book -- Securiti...

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Bibliographische Detailangaben
1. Verfasser:	Gleeson, Simon (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	Oxford u.a. Oxford Univ. Press 2010
Ausgabe:	1. publ.
Schlagworte:	Basel II > Basler Akkord > Bankenregulierung > Welt > Asset-liability management > Law and legislation > Risk management > Banks and banking, International > Management > Basel Committee on Banking Supervision
Online Zugang:	Inhaltsverzeichnis
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Beschreibung
Zusammenfassung:	Why are banks supervised? -- International bank regulation -- The bank capital calculation -- Credit risk -- The standardized approach -- Model based approaches to risk weighting -- The internal ratings based approach -- Netting, collateral, and credit risk mitigation -- The trading book -- Securities underwriting -- Trading book models -- Credit derivatives -- Counterparty risk -- Counterparty credit risks for derivatives, securities financing, and long settlement exposures -- Securitization and repackaging -- Operational risk requirements -- Concentration and large exposures -- Liquidity -- Group supervision -- Financial conglomerates -- Cross-border and international supervision of bank groups -- Pillar three- disclosure requirements.
Beschreibung:	XXVI, 392 S. graph. Darst. 25 cm
ISBN:	0199215340 0-19-921534-0 9780199215348 978-0-19-921534-8