图书简介
This book analyses the legislative framework for capital adequacy and liquidity supervision in the Single Rule Book for European banks. It covers the historical realisation of the Single Rule Book for capital adequacy and liquidity supervision, and the background of the standards put forward by the Basel Committee for Banking Supervision.
Bart Joosen, Marco Lamandini, and Tobias Troger: Introduction; Part 1: ORIGIN AND CONTEXT OF CAPITAL REQUIREMENTS FOR EUROPEAN CREDIT INSTITUTIONS; 1 Christos Gortsos: Overview of Capital Adequacy Legislation in Europe; Part 2: QUALITATIVE CAPITAL REQUIREMENTS; 2 Marco Lamandini and David Ramos Munoz,: The Definition of Regulatory Capital Instruments; 3 Karl Philipp Wojcik: 3 Direct Effect and Binding of European Regulation; 4 Tobias Troger: Qualitative capital requirements and their relationship with MREL/TLAC; Part 3: QUANTITIVE CAPITAL REQUIREMENTS; 5 Bart Joosen: The construction of the Total Risk Exposure Amount and the relationship with Combined Buffer Requirements; 6 Bart Joosen: 6 Ordinary quantitative buffer requirements, the definition of default, loss distribution, expected and unexpected loss and provisioning; 7 Bart Joosen: Credit Risk and Dilution Risk, Standardised and Internal Ratings Based Methods; 8 Bart Joosen: Credit Risk Mitigation Techniques and Credit Risk Protection; 9 Bart Joosen: Capital Treatment of Securitisations; 10 Umberto Cherubini: Position Risk and Market Risk measures. Fundamental Review of the Trading Book; 11 Matthias Haentjens: Capital Markets Transactions and Counterparty Credit Risk; 12 Bart Joosen: Operational Risk in the capital requirements framework for banks; 13 Dr. Katerina Lagaria: Capital Conservation Buffer, Countercyclical Capital Buffer; 14 Tobias Troger: Capital buffers for systemically important banks and Systemic Risk Buffer; Part 4: LIQUIDITY SUPERVISION AND REQUIREMENTS; 15 Willem Boonstra and Bruno de Cleen: Liquidity risk and its management: The LCR and NSFR; 16 Seraina Gruenewald: Securitisation positions and covered bond positions as HQLA; Part 5: SUPERVISORY REVIEW AND EVALUATION PROCESS AND PILLAR 2 CAPITAL; 17 Dalvinder Singh: Internal Capital and Liquidity Adequacy Assessment, Purpose and Relation with Supervisory Engagement; 18 Marco Lamandini and David Ramos Munoz: Supervisory Review and Evaluation Process (SREP) in the Context of the Exercise of Supervisory Powers and Extraordinary Measures; 19 Pedro Duarte Neves, Lucio Tome Feteira, and Luis Silva Morais: Stress-testing in banking in the EU: Critical issues and new prospects; Part 6: VI REPORTING AND DISCLOSURES; 20 Christos Hadjiemmanuil: Reporting and disclosure requirements for smaller banks, application of the principle of proportionality; 21 Edgar Low and Kevin Voigt: Applicable Accounting Principles, IFRS, Local GAAP and Compatibility with Prudential Reporting
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