International regulation of banking
Subtitle: Basel II, capital and risk requirements
By: Simon Gleeson.
Publisher: Oxford University Press
Published: 2010
Place of publication: Oxford; New York
Language: eng
ISBN-13: 9780199215348
Subjects: Basel II -- (2004); Banks and banking, International -- Law and legislation; Asset-liability management -- Law and legislation; Risk management -- Law and legislation; Banks and banking, International -- Management
Notes: Includes bibliographical references and index.
Table of contents: title: Introduction to banks and banking; title: Why are banks supervised?; title: International bank regulation; title: The bank capital calculation; title: Credit risk; title: The standardized approach; title: Model based approaches to risk weighting; title: The internal ratings based approach; title: Netting, collateral, and credit risk mitigation; title: The trading book; title: Securities underwriting; title: Trading book models; title: Credit derivatives in the trading book; title: Counterparty risk; title: Counterparty credit risks for derivatives, securities financing, and long settlement exposures; title: Securitization and repackaging; title: Operational risk requirements; title: Concentration and large exposures; title: Liquidity; title: Group supervision; title: Financial conglomerates; title: Cross-border and international supervision of bank groups; title: Pillar three disclosure requirements.