图书简介

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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