Why are banks supervised?
International bank regulation
The bank capital calculation
Credit risk
The standardized approach
Model based approaches to risk weighting
The internal ratings based approach
Netting, collateral, and credit risk mitigation
The trading book
Securities underwriting
Trading book models
Credit derivatives
Counterparty risk
Counterparty credit risks for derivatives, securities financing, and long settlement exposures
Securitization and repackaging
Operational risk requirements
Concentration and large exposures
Liquidity
Group supervision
Financial conglomerates
Cross-border and international supervision of bank groups
Pillar three- disclosure requirements.
OBNB doesn't sell books, but you may be able to find a copy at one of these websites:
International regulation of banking : Basel II, capital and risk requirements by Simon Gleeson. ISBN 9780199215348. Published by Oxford University Press in 2010. Publication and catalogue information, links to buy online and reader comments.
