| ISBN: | 9780199643981 (cloth : alk. paper) |
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| ISBN: | 0199643989 (cloth : alk. paper) |
| 编目源: | DLC DLC |
| 个人名称: | Gleeson, Simon. |
| 题名: | International regulation of banking : capital and risk requirements / Simon Gleeson. |
| 版本说明: | Second edition. |
| 索书号: | D996.2/G555E |
| 载体形态: | xxvii, 475 p. : ill. ; 25 cm |
| 书目附注: | Includes bibliographical references and index. |
| 格式化内容附注: | 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 |