International regulation of banking : capital and risk requirements - Gleeson, Simon (Oxford : Oxford University Press, 2012)
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.
Includes bibliographical references and index.
Keywords: Basel II -- (2004 June 26); Banks and Banking, International -- Law and legislation; Asset-liability management -- Law and legislation; Risk management -- Law and legislation; Banks and banking, International -- Management