Holdings Information
International regulation of banking : Basel II, capital and risk requirements / Simon Gleeson.
Bibliographic Record Display
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Title:International regulation of banking : Basel II, capital and risk requirements / Simon Gleeson.
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Author/Creator:Gleeson, Simon.
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Published/Created:Oxford ; New York, N.Y. : Oxford University Press, 2010.
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Holdings
Holdings Record Display
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Location:LAW LIBRARY (level 3)Where is this?
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Call Number: K1066 .G58 2010 (LC)
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Number of Items:1
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Status:Available
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Location:LAW LIBRARY (level 3)Where is this?
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Library of Congress Subjects:Banks and banking, International--Law and legislation.
Asset-liability management--Law and legislation.
Risk management--Law and legislation.
Banks and banking, International--Management.
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Subject(s):Basel II (2004 June 26)
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Description:xxvi, 392 p. : ill ; 26 cm.
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Notes:Includes bibliographical references and index.
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ISBN:9780199215348 (hbk. : alk. paper)
0199215340 (hbk. : alk. paper)
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Contents: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.