International regulation of banking: basel II: capital and risk requirements

This work provides a clear and comprehensive introduction to the structure ofbanking and financial regulation and the regulatory drivers which shape modern financial transactions and techniques. It focuses on the implementation of the Basel II Accord which will revolutionise bank regulation and require banks to re-examine their structures, activities and business models. INDICE: I. The Elements of Bank Financial Supervision; 1: Introduction to Banks and Banking; 2: Why are Banks Supervised?; 3: International Bank Regulation; 4: The Bank Capital Calculation; II Commercial Banking; 5: Credit Risk; 6: The Standardized Approach; 7: Model Based Approaches to Risk Weighting; 8: The Internal Ratings Based Approach; 9: Netting, Collateral, and Credit RiskMitigation; III Investment Banking; 10: The Trading Book; 11: Securities Underwriting; 12: Trading Book Models; 13: Credit Derivatives in the Trading Book;14: Counterparty Risk; 15: Counterparty Credit Risks for Derivatives, Securities Financing, and Long Settlement Exposures; 16: Securitization and Repackaging; 17: Operational Risk Requirements; 18: Concentration and Large Exposures; 19: Liquidity; IV Bank Group Supervision; 20: Group Supervision; 21: FinancialConglomerates; 22: Cross-border and International Supervision of Bank Groups;23: Pillar Three - Disclosure Requirements

• ISBN: 978-0-19-921534-8
• Editorial: Oxford University
• Encuadernacion: Cartoné
• Páginas: 424
• Fecha Publicación: 11/03/2010
• Nº Volúmenes: 1
• Idioma: Inglés