Capital and Liquidity Requirements for European Banks
| Författare: | Joosen Bart P.M. , Lamandini Marco , Tröger Tobias H. |
| Titel: | Capital and Liquidity Requirements for European Banks |
| Utgivningsår: | 2022 |
| Omfång: | 784 sid. |
| Förlag: | Oxford University Press |
| ISBN: | 9780198867319 |
| Produkttyp: | Inbunden |
| Typ av verk: | Kommentar |
| Serie: | Oxford EU Financial Regulation |
| Ämnesord: | Krediträtt , Associationsrätt och värdepappersrätt , EU-rätt |
Pris: 3933 SEK exkl. moms 
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 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. Table of Contents 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 |