Capital and Liquidity Requirements for European Banks (1)
Capital and Liquidity Requirements for European Banks (1)
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Abstract
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. The book 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, the book 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.
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Front Matter
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Part I Origin and Context of Capital Requirements for European Credit Institutions
Christos V Gortsos -
Part II Qualitative Capital Requirements
Marco Lamandini and andDavid Ramos Muñoz-
2
The Definition of Common Equity Tier 1 Capital and of Contingent Capital
Marco Lamandini andDavid Ramos Muñoz
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3
The Use of EU Regulations to Establish Qualitative Requirements in the Fields of Banking Supervision and Resolution: Their impact on civil law and corporate relationships
Karl-Philipp Wojcik andMateusz Krauze
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4
Qualitative Capital Requirements and their Relationship with MREL/TLAC
Tobias H Tröger
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2
The Definition of Common Equity Tier 1 Capital and of Contingent Capital
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Part III Quantitative Capital Requirements
Bart PM Joosen-
5
The Construction of the Total Risk Exposure Amount and the Relationship with the Combined Buffer Requirements
Bart PM Joosen
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6
The Definition of Default, Loss Distribution, Expected and Unexpected Loss, and Provisioning in the Context of Credit Risk
Bart PM Joosen
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7
Credit Risk Weighting—SA and IRB Approaches
Bart PM Joosen
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8
Credit Risk-Mitigation Techniques and Credit Risk Protection
Bart PM Joosen
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9
Capital Treatment of Securitizations
Bart PM Joosen
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10
Position Risk and Market Risk Measures Fundamental Review of the Trading Book
Umberto Cherubini
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11
Netting and Capital Markets Driven Transactions as Credit Risk Mitigation
Matthias Haentjens andBart PM Joosen
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12
Operational Risk in the Capital Requirements Framework for Banks
Bart PM Joosen
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13
Capital Conservation Buffer and Countercyclical Capital Buffer
Katerina Lagaria
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14
Capital Buffers for Systemically Important Banks and the Systemic Risk Buffer
Tobias H Tröger
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5
The Construction of the Total Risk Exposure Amount and the Relationship with the Combined Buffer Requirements
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Part IV Liquidity Supervision and Requirements
Wim Boonstra and andBruno De Cleen -
Part V Supervisory Review and Evaluation Process and Pillar 2 Capital
Dalvinder Singh-
17
The ECB Guide to Internal Liquidity Adequacy: A Principles-Based Approach
Dalvinder Singh
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18
Supervisory Review and Evaluation Process (SREP) in the Context of the Exercise of Supervisory Powers and Extraordinary Measures
Marco Lamandini and others
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19
Stress-testing in Banking in the EU: Critical Issues and New Prospects
Pedro Duarte Neves and others
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17
The ECB Guide to Internal Liquidity Adequacy: A Principles-Based Approach
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Part VI Reporting and Disclosures
Christos Hadjiemmanuil -
End Matter
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