xxvi, 392 pages : illustrations ; 26 cm
9780199215348 hardback alkaline paper 0199215340 hardback alkaline paper
Bibliography, etc. Note
Includes bibliographical references and index.
Formatted Contents Note
Introduction to banks and banking 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 in the trading book 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.