Gleeson, Simon,

International regulation of banking : Basel II, capital and risk requirements / Simon Gleeson. - xxvi, 392 pages : illustrations ; 26 cm.

Includes bibliographical references and index.

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.

9780199215348 (hardback) RM846.30


Basel II (2004)


Banks and Banking, International--Law and legislation.
Asset-liability management--Law and legislation.
Risk management--Law and legislation.
Banks and banking, International--Management.