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.