Gleeson, Simon, <br/><br/>
International regulation of banking :  capital and risk requirements / 
Simon Gleeson. 
 - Second edition. 
 - xxvii, 475 pages :  illustrations ;  26 cm. 
<br/><br/>Includes bibliographical references and index. 
<br/><br/>Introduction to banks and banking -- Why are banks supervised? -- Basel and International bank regulation -- Basel III -- The bank capital calculation : Basel II -- The bank capital calculation : Basel III -- 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 requirements The leverage ratio -- Basel III, derivatives, clearing, and exposure to CCPs -- Group supervision -- Financial conglomerates -- Cross-border supervision of bank groups -- Pillar three : disclosure requirements. 
<br/><br/><label>ISBN: </label>9780199643981  RM914.38 0199643989 
<br/><br/><label>Subjects--Uniform Titles: </label><br/>Basel II (2004 June 26) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Banks and Banking, International--Law and legislation.<br/>Asset-liability management--Law and legislation.<br/>Risk management--Law and legislation.<br/>Banks and banking, International--Management.