International regulation of banking : capital and risk requirements
by Simon Gleeson.
- 2nd ed.
- Oxford : OUP, 2012.
- 475 p.
Table of Contents: Chapter 1. Introduction to banks and banking Chapter 2. Why are banks supervised? Chapter 3. Basel and International bank regulation Chapter 4. Basel III Chapter 5. The bank capital calculation : Basel II Chapter 6. The bank capital calculation : Basel III Chapter 7. Credit risk Chapter 8. The standardized approach Chapter 9. Model based approaches to risk weighting Chapter 10. The internal ratings based approach Chapter 11. Netting, collateral, and credit risk mitigation Chapter 12. The trading book Chapter 13. Securities underwriting Chapter 14. Trading book models Chapter 15. Credit derivatives Chapter 16. Counterparty risk Chapter 17. Counterparty credit risks for derivatives, securities financing, and long settlement exposures Chapter 18. Securitization and repackaging Chapter 19. Operational risk requirements Chapter 20. Concentration and large exposures Chapter 21. Liquidity requirements the leverage ratio Chapter 22. Basel III, derivatives, clearing, and exposure to CCPs Chapter 23. Group supervision Chapter 24. Financial conglomerates Chapter 25. Cross-border supervision of bank groups Chapter 26. Pillar three : disclosure requirements. Index