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.
Bibliography, etc. Note
Includes bibliographical references and index.
Available in Other Form
Print version: Gleeson, Simon. International regulation of banking. Second edition. Oxford, United Kingdom : Oxford University Press, 2012