International regulation of banking : Basel II, capital and risk requirements /
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| Format: | Book |
| Language: | English |
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Oxford:
Oxford University Press,
2010
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Table of Contents:
- 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
- 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.