TY  - BOOK
AU  - Gleeson,Simon
TI  - International regulation of banking: Basel II, capital and risk requirements 
SN  - 9780199215348 (hardback)
PY  - 2010///]
CY  - Oxford
PB  - Oxford University Press
KW  - Basel II
KW  - (2004)
KW  - Banks and Banking, International
KW  - Law and legislation
KW  - Asset-liability management
KW  - Risk management
KW  - Banks and banking, International
KW  - Management
N1  - 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
ER  -