| Loại tài liệu | Tư liệu ngôn ngữ (Sách) | | Chỉ số ISBN | 9780199643981 | | Mã ngôn ngữ | eng | | | K1066 .I68 | | Tên tác giả | Gleeson, Simon | | Thông tin nhan đề | International regulation of banking : capital and risk requirements / Simon Gleeson | | Xuẩt bản,phát hành | Second edition. - Oxford, United Kingdom : Oxford University Press, 2012 | | Mô tả vật lý | xxvii, 475 p. : ill. ; 26cm
| | Tóm tắt/chú giải | Introduction to banks and banking -- Why are banks supervised? -- Basel and International bank regulation -- Basel III -- The bank capital calculation : Basel II -- The bank capital calculation : Basel III -- 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 requirements The leverage ratio -- Basel III, derivatives, clearing, and exposure to CCPs-- Group supervision -- Financial conglomerates -- Cross-border supervision of bank groups -- Pillar three : disclosure requirements
| | Từ khóa | 1. Asset-liability management. 2. Banking. 3. Banks. 4. Banks and banking. |
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