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Capital and Liquidity Requirements for European Banks

Capital and Liquidity Requirements for European Banks

  • 作者:
  • 出版商: Oxford University Press
  • ISBN: 9780198867319
  • 出版时间 March 2022
  • 规格: Hardback
  • 适应领域: U.K. ? 免责申明:
    Countri(es) stated herein are used as reference only
¥2,966.88
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  • 描述 
  • 大纲 
  • 详细

    Part of the Oxford EU Financial Regulation Series, this book analyses the harmonised legislative framework for capital adequacy and liquidity supervision in the Single Rule Book for European banks. It brings together leading experts in the field of prudential banking regulation and accounting to provide an in-depth analysis of the regulatory framework.

    Capital and Liquidity Requirements for EU Banks goes far beyond the existing rules and standards, not only by looking into the historical realisation of the European Single Rule Book (SRB) for capital adequacy and liquidity supervision, but also by going deeply into the background of the standards put forward by the Basel Committee for Banking Supervision, the global rule-maker for the financial sector. The insights provided into the historical and normative background are essential in order to facilitate a more constructive interpretation of the extensive rules of the SRB The book also delivers a deeper understanding of the various policy choices that Europe has made in the transposition of the Basel standards.

    An important reference source for all legal practitioners and scholars researching European financial regulation, this new volume provides an extensive representation of the key topics, affording the reader unique insights into the interrelation and the interplay of the various prudential rules and standards in Europe.

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

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