Capital and Liquidity Requirements for European Banks
Herausgeber: Joosen, Bart P M; Tröger, Tobias H; Lamandini, Marco
Capital and Liquidity Requirements for European Banks
Herausgeber: Joosen, Bart P M; Tröger, Tobias H; Lamandini, Marco
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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.
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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.
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Produktdetails
- Produktdetails
- Verlag: Hurst & Co.
- Seitenzahl: 784
- Erscheinungstermin: 3. Oktober 2022
- Englisch
- Abmessung: 254mm x 181mm x 47mm
- Gewicht: 1494g
- ISBN-13: 9780198867319
- ISBN-10: 019886731X
- Artikelnr.: 66115570
- Verlag: Hurst & Co.
- Seitenzahl: 784
- Erscheinungstermin: 3. Oktober 2022
- Englisch
- Abmessung: 254mm x 181mm x 47mm
- Gewicht: 1494g
- ISBN-13: 9780198867319
- ISBN-10: 019886731X
- Artikelnr.: 66115570
Bart P.M. Joosen holds the chair Financial Supervision Law at the Faculty of Law, Vrije Universiteit Amsterdam, the Netherlands. He is also board member of the Zuidas Institute of Financial and Corporate Law of that university. Bart Joosen held until 2017 the chair Prudential Supervision Law at the University of Amsterdam. He defended his PhThesis on the "Transfer of undertakings in bankruptcy" in January 2008 at Tilburg University and in connection with this comparative law study to Dutch and French law he was admitted as research fellow at the Law Faculty of the University of Paris-I (Panthéon-Sorbonne) in 1988 and 1989. Marco Lamandini is Full Professor (Chair) of Commercial Law at the University of Bologna, where he teaches European Financial Regulation, Advanced Banking Regulation and Central Banking, and International and European Company Law. He earned his Ph.D in Commercial Law in 1994. Assistant Professor ("ricercatore") at the Catholic University in Milan from 1995 to 1998. Associate Professor of Company Law at the University of Bologna from 1998 to 2001. He has been Visiting Fellow at the Max Planck Institute of Munich and Hamburg and in several Universities, such as Berkeley, London School of Economics, Oxford and Cambridge. He is a Vice-Chair of the Academic Board of the European Banking Institute (EBI), based in Frankfurt and a Member of the Academic Board of the European Capital Market Institute (ECMI), based in Brussels. He is currently the President of the Board of Appeal of the European System of Financial Supeand a member of the Appeal Panel of the Single Resolution Board (SRB). Tobias Tröger holds the Chair of Private Law, Commercial and Business Law at Goethe-University Frankfurt. He is the co-director of the Center for Advanced Studies Foundations of Law and Finance (CAS LawFin). At the Leibniz Institute Sustainable Architecture for Finance in Europe (SAFE), he heads the cluster "Law and Finance". He was the President of the Executive Board of the European Banking Institute (EBI) and currently serves as chair of the Global Corporate Governance Colloquia (GCGC). Tobias Tröger is an advisor to the European Parliament on matters regarding the Single Supervisory Mechanism (SSM) responsible for the euro area's largest banks
* 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 Muñoz,: The Definition of
Regulatory Capital Instruments
* 3: Karl Philipp Wojcik: 3 Direct Effect and Binding of European
Regulation
* 4: Tobias Tröger: 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 Tröger: 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 Muñoz: Supervisory Review and
Evaluation Process (SREP) in the Context of the Exercise of
Supervisory Powers and Extraordinary Measures
* 19: Pedro Duarte Neves, Lúcio Tomé Féteira, 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 Löw and Kevin Voigt: Applicable Accounting Principles,
IFRS, Local GAAP and Compatibility with Prudential Reporting
* 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 Muñoz,: The Definition of
Regulatory Capital Instruments
* 3: Karl Philipp Wojcik: 3 Direct Effect and Binding of European
Regulation
* 4: Tobias Tröger: 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 Tröger: 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 Muñoz: Supervisory Review and
Evaluation Process (SREP) in the Context of the Exercise of
Supervisory Powers and Extraordinary Measures
* 19: Pedro Duarte Neves, Lúcio Tomé Féteira, 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 Löw and Kevin Voigt: Applicable Accounting Principles,
IFRS, Local GAAP and Compatibility with Prudential Reporting
* 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 Muñoz,: The Definition of
Regulatory Capital Instruments
* 3: Karl Philipp Wojcik: 3 Direct Effect and Binding of European
Regulation
* 4: Tobias Tröger: 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 Tröger: 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 Muñoz: Supervisory Review and
Evaluation Process (SREP) in the Context of the Exercise of
Supervisory Powers and Extraordinary Measures
* 19: Pedro Duarte Neves, Lúcio Tomé Féteira, 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 Löw and Kevin Voigt: Applicable Accounting Principles,
IFRS, Local GAAP and Compatibility with Prudential Reporting
* 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 Muñoz,: The Definition of
Regulatory Capital Instruments
* 3: Karl Philipp Wojcik: 3 Direct Effect and Binding of European
Regulation
* 4: Tobias Tröger: 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 Tröger: 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 Muñoz: Supervisory Review and
Evaluation Process (SREP) in the Context of the Exercise of
Supervisory Powers and Extraordinary Measures
* 19: Pedro Duarte Neves, Lúcio Tomé Féteira, 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 Löw and Kevin Voigt: Applicable Accounting Principles,
IFRS, Local GAAP and Compatibility with Prudential Reporting