International regulation of banking : Basel II, capital and risk requirements /
Glesson, Simon,
International regulation of banking : Basel II, capital and risk requirements / Simon Gleeson. - xxvi, 392 páginas : ilustraciones
Incluye bibliografía.
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.
0199215340 9780199215348
Administración de riesgos.
Bancos--Administración.
Derecho bancario.
332.1 / G555i 2010
International regulation of banking : Basel II, capital and risk requirements / Simon Gleeson. - xxvi, 392 páginas : ilustraciones
Incluye bibliografía.
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.
0199215340 9780199215348
Administración de riesgos.
Bancos--Administración.
Derecho bancario.
332.1 / G555i 2010