Better Banking : Understanding and Addressing the Failures in Risk Management, Governance and Regulation
| Year of publication: |
2013
|
|---|---|
| Authors: | Docherty, Adrian |
| Other Persons: | Viort, Franck (contributor) |
| Publisher: |
Hoboken : Wiley |
| Subject: | Bankenregulierung | Bank regulation | Bankenaufsicht | Banking supervision | Bankmanagement | Bank management | Bank |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | Online-Ressource (375 p) |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Description based upon print version of record Better Banking; Contents; Acknowledgements; 1 Introduction; 1.1 Overview and Objectives; 1.2 Quick Start Guide to Banking Concepts and Regulation; 2 The Global Financial Crisis; 2.1 From Deregulation to dotcom Crash; 2.2 The Seeds of a Crisis; 2.3 ""Why Didn't Anyone See This Coming?""; 2.4 The Beginnings of a Crisis; 2.5 The Crisis Intensifies; 2.6 Meltdown: The Lehman Bankruptcy; 2.7 Massive Intervention Internationally; 2.8 Sovereign Crises; 2.9 Aftershocks and Skeletons in the Cupboard; 2.10 Who is to Blame?; 3 Methodologies and Foundations; 3.1 How do Banks Make or Lose Money? 3.2 What's a Bank Worth? Key Issues in Accounting for Banks3.3 What is Risk?; 3.4 What is an RWA?; 3.5 What is Capital?; 3.5.1 Regulatory Capital; 3.5.2 Hybrid Capital; 3.5.3 Economic Capital and Ratings Capital; 3.5.4 Cost-of-Capital and Return-on-Capital; 3.5.5 Capital in a Stress Scenario; 3.5.6 Bail-in Capital; 3.6 What are Liquidity and Funding?; 3.6.1 Concepts; 3.6.2 Liquidity Management and Liquidity Risk; 3.6.3 Interbank Funding, the Money Markets and Central Bank Support; 3.6.4 Deposit Guarantee Schemes; 3.6.5 Securitisation; 3.6.6 Covered Bonds; 3.6.7 Liquidity Stress Tests 3.7 What is a Derivative?3.8 Mark-to-Market and Procyclicality; 3.9 Role of Regulation, Supervision and Support; 3.10 Ratings Agencies and Credit Ratings; 3.10.1 Moody's Bank Methodology; 3.10.2 S&P's Bank Methodology; 3.10.3 Structured Finance Ratings; 3.10.4 Use of Ratings in Regulation and Investment Policy; 3.11 Analysts, Investors and Financial Communication; 4 Regulation of the Banking Industry; 4.1 The Relevance of Bank Regulation and Supervision; 4.2 Regulation and Supervision of the Banking Industry Prior to ""Basel I""; 4.3 The Basel Capital Accord aka ""Basel I"" 4.3.1 Definition of Capital4.3.2 Deductions Regime; 4.3.3 Risk-Weighting Approach; 4.3.4 Ratio of Capital to Risk Weighted Assets; 4.3.5 Modifi cations to Basel I; 4.3.6 Impact of Basel I; 4.4 Basel II; 4.4.1 Objectives of Basel II; 4.4.2 The Three-Pillar Approach; 4.4.3 Pillar 1: Minimum Capital Requirements; 4.4.4 Pillar 2: Supervisory Review; 4.4.5 Pillar 3: Market Discipline; 4.4.6 Capital Calibration; 4.4.7 Capital Supply and Mix; 4.4.8 Implementation of Basel II; 4.4.9 Critique of Basel II; 4.5 Basel III; 4.5.1 Definition of Capital; 4.5.2 Deductions; 4.5.3 Risk-Weighted Assets 4.5.4 Minimum Capital Levels4.5.5 Leverage Ratio; 4.5.6 Liquidity and Funding; 4.5.7 Derivatives Risk Management; 4.5.8 Implementation and Transition; 4.5.9 National Versions of Basel III; 4.5.10 Major Achievements of Basel III: Top Five; 4.5.11 Major Issues with Basel III: Top Five; 4.6 Resolution Regimes; 4.7 Other Current Regulatory Workstreams; 5 Case Studies; 5.1 RBS; 5.2 Dexia; 5.3 HBOS; 5.4 HSBC; 5.5 Bear Stearns; 5.6 Merrill Lynch; 5.7 AIG; 5.8 JP Morgan; 5.9 Barclays; 5.10 UBS; 5.11 Northern Rock; 5.12 Bankia-BFA; 5.13 Australia; 5.14 Canada 5.15 Summary of ""Lessons Learned"" from the Case Studies |
| ISBN: | 978-1-118-65130-8 ; 978-1-118-65132-2 ; 978-1-118-65130-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011830516