Capital and Liquidity Requirements for European Banks
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Capital and Liquidity Requirements for European Banks
Joosen, Bart P.M.; Lamandini, Marco; Troeger, Tobias H.
Oxford University Press
03/2022
784
Dura
Inglês
9780198867319
15 a 20 dias
1488
Descrição não disponível.
Bart Joosen, Marco Lamandini, and Tobias Troeger: 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 Troeger: 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 Troeger: 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 Loew 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 Munoz,: The Definition of Regulatory Capital Instruments
3: Karl Philipp Wojcik: 3 Direct Effect and Binding of European Regulation
4: Tobias Troeger: 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 Troeger: 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 Loew and Kevin Voigt: Applicable Accounting Principles, IFRS, Local GAAP and Compatibility with Prudential Reporting
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Bart Joosen, Marco Lamandini, and Tobias Troeger: 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 Troeger: 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 Troeger: 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 Loew 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 Munoz,: The Definition of Regulatory Capital Instruments
3: Karl Philipp Wojcik: 3 Direct Effect and Binding of European Regulation
4: Tobias Troeger: 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 Troeger: 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 Loew and Kevin Voigt: Applicable Accounting Principles, IFRS, Local GAAP and Compatibility with Prudential Reporting
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
