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
Bart P.M. Joosen, M.L. (2022). Capital and Liquidity Requirements for European Banks. oxford : oxford university press.
Capital and Liquidity Requirements for European Banks
Marco Lamandini;
2022
Abstract
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 VoigtI documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
