A Practitioner S Guide To Basel Iii And Beyond
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A Practitioner S Guide To Basel Iii And Beyond
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Author : Richard Barfield
language : en
Publisher: Sweet & Maxwell
Release Date : 2011
A Practitioner S Guide To Basel Iii And Beyond written by Richard Barfield and has been published by Sweet & Maxwell this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Asset-liability management categories.
This edited volume covers the revised Basel Accord framework due to be introduced by 2012 in the wake of the global financial crisis. The new measures are designed to update and strengthen the resilience of the international banking sector, and this book will cover in depth what the new measures mean in practice.
Basel Iii And Beyond
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Author : Francesco Cannata
language : en
Publisher:
Release Date : 2011
Basel Iii And Beyond written by Francesco Cannata and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Bank capital categories.
Understanding Basel III and the thinking behind it is essential for market participants and for those charged with implementing the standards. In Basel III and Beyond, the first book-length treatment of Basel III, editors Mario Quagliariello of the European Banking Authority and Francesco Cannata of the Bank of Italy have assembled contributors from regulators and central banks involved in preparing the standards including a foreword from Mario Draghi, President of the European Central Bank.
A Practitioner S Guide To Banking Regulation
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Author :
language : en
Publisher:
Release Date : 2016-11-30
A Practitioner S Guide To Banking Regulation written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-30 with categories.
Handbook Of Basel Iii Capital
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Author : Juan Ramirez
language : en
Publisher: John Wiley & Sons
Release Date : 2017-02-21
Handbook Of Basel Iii Capital written by Juan Ramirez and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-21 with Business & Economics categories.
A deeper examination of Basel III for more effective capital enhancement The Handbook of Basel III Capital – Enhancing Bank Capital in Practice delves deep into the principles underpinning the capital dimension of Basel III to provide a more advanced understanding of real-world implementation. Going beyond the simple overview or model, this book merges theory with practice to help practitioners work more effectively within the regulatory framework, and utilise the complex rules to more effectively allocate and enhance capital. A European perspective covers the CRD IV directive and associated guidance, but practitioners across all jurisdictions will find value in the strategic approach to decisions surrounding business lines and assets; an emphasis on analysis urges banks to shed unattractive positions and channel capital toward opportunities that actually fit their risk and return profile. Real-world cases demonstrate successful capital initiatives as models for implementation, and in-depth guidance on Basel III rules equips practitioners to more effectively utilise this complex regulatory treatment. The specifics of Basel III implementation vary, but the underlying principles are effective around the world. This book expands upon existing guidance to provide a deeper working knowledge of Basel III utility, and the insight to use it effectively. Improve asset quality and risk and return profiles Adopt a strategic approach to capital allocation Compare Basel III implementation varies across jurisdictions Examine successful capital enhancement initiatives from around the world There is a popular misconception about Basel III being extremely conservative and a deterrent to investors seeking attractive returns. In reality, Basel III presents both the opportunity and a framework for banks to improve their assets and enhance overall capital – the key factor is a true, comprehensive understanding of the regulatory mechanisms. The Handbook of Basel III Capital – Enhancing Bank Capital in Practice provides advanced guidance for advanced practitioners, and real-world implementation insight.
Operational Risk
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Author : Anna S. Chernobai
language : en
Publisher: John Wiley & Sons
Release Date : 2007-06-15
Operational Risk written by Anna S. Chernobai and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-06-15 with Business & Economics categories.
Operational Risk While operational risk has long been regarded as a mere part of "other" risks—outside the realm of credit and market risk—it has quickly made its way to the forefront of finance. In fact, with implementation of the Basel II Capital Accord already underway, many financial professionals—as well as those preparing to enter this field—must now become familiar with a variety of issues related to operational risk modeling and management. Written by the experienced team of Anna Chernobai, Svetlozar Rachev, and Frank Fabozzi, Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis will introduce you to the key concepts associated with this discipline. Filled with in-depth insights, expert advice, and innovative research, this comprehensive guide not only presents you with an abundant amount of information regarding operational risk, but it also walks you through a wide array of examples that will solidify your understanding of the issues discussed. Topics covered include: The main challenges that exist in modeling operational risk The variety of approaches used to model operational losses Value-at-Risk and its role in quantifying and managing operational risk The three pillars of the Basel II Capital Accord And much more
Bank Asset And Liability Management
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Author : Moorad Choudhry
language : en
Publisher: John Wiley & Sons
Release Date : 2011-12-27
Bank Asset And Liability Management written by Moorad Choudhry and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-12-27 with Business & Economics categories.
Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis. Highlights of the book include detailed coverage of: Liquidity, gap and funding risk management Hedging using interest-rate derivatives and credit derivatives Impact of Basel II Securitisation and balance sheet management Structured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALM Treasury operations and group transfer pricing. Concepts and techniques are illustrated with case studies and worked examples. Written in accessible style, this book is essential reading for market practitioners, bank regulators, and graduate students in banking and finance. Companion website features online access to software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.
Six Sigma Improvements For Basel Iii And Solvency Ii In Financial Risk Management Emerging Research And Opportunities
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Author : Bubevski, Vojo
language : en
Publisher: IGI Global
Release Date : 2018-10-05
Six Sigma Improvements For Basel Iii And Solvency Ii In Financial Risk Management Emerging Research And Opportunities written by Bubevski, Vojo and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-05 with Business & Economics categories.
Ever-increasing attacks against individual and corporate finances over the past few decades prompt swift action from the realm of financial management. Advances in protection as well as techniques for controlling these disasters is instrumental for financial security and threat prevention. Six Sigma Improvements for Basel III and Solvency II in Financial Risk Management: Emerging Research and Opportunities explores the theoretical and practical aspects of Six Sigma DMAIC methods and tools to improve the financial risk management process and applications within finance, research and development, and software engineering. Featuring coverage on a broad range of topics such as controlling VAR, financial institution evaluations, and global limit systems, this book is ideally designed for financial managers, risk managers, researchers, and academics seeking current research on financial risk management to ensure that uncertainty does not affect, or at least has a minimal impact on, the achievement of goals within a financial institution.
Modern Credit Risk Management
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Author : Panayiota Koulafetis
language : en
Publisher: Springer
Release Date : 2017-02-08
Modern Credit Risk Management written by Panayiota Koulafetis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-08 with Business & Economics categories.
This book is a practical guide to the latest risk management tools and techniques applied in the market to assess and manage credit risks at bank, sovereign, corporate and structured finance level. It strongly advocates the importance of sound credit risk management and how this can be achieved with prudent origination, credit risk policies, approval process, setting of meaningful limits and underwriting criteria. The book discusses the various quantitative techniques used to assess and manage credit risk, including methods to estimate default probabilities, credit value at risk approaches and credit exposure analysis. Basel I, II and III are covered, as are the true meaning of credit ratings, how these are assigned, their limitations, the drivers of downgrades and upgrades, and how credit ratings should be used in practise is explained. Modern Credit Risk Management not only discusses credit risk from a quantitative angle but further explains how important the qualitative and legal assessment is. Credit risk transfer and mitigation techniques and tools are explained, as are netting, ISDA master agreements, centralised counterparty clearing, margin collateral, overcollateralization, covenants and events of default. Credit derivatives are also explained, as are Total Return Swaps (TRS), Credit Linked Notes (CLN) and Credit Default Swaps (CDS). Furthermore, the author discusses what we have learned from the financial crisis of 2007 and sovereign crisis of 2010 and how credit risk management has evolved. Finally the book examines the new regulatory environment, looking beyond Basel to the European Union (EU) Capital Requirements Regulation and Directive (CRR-CRD) IV, the Dodd–Frank Wall Street Reform and Consumer Protection Act. This book is a fully up to date resource for credit risk practitioners and academics everywhere, outlining the latest best practices and providing both quantitative and qualitative insights. It will prove a must-have reference for the field.
Usability Of Bank Capital Buffers The Role Of Market Expectations
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Author : José Abad
language : en
Publisher: International Monetary Fund
Release Date : 2022-01-28
Usability Of Bank Capital Buffers The Role Of Market Expectations written by José Abad and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-01-28 with Business & Economics categories.
Following the COVID shock, supervisors encouraged banks to use capital buffers to support the recovery. However, banks have been reluctant to do so. Provided the market expects a bank to rebuild its buffers, any draw-down will open up a capital shortfall that will weigh on its share price. Therefore, a bank will only decide to use its buffers if the value creation from a larger loan book offsets the costs associated with a capital shortfall. Using market expectations, we calibrate a framework for assessing the usability of buffers. Our results suggest that the cases in which the use of buffers make economic sense are rare in practice.
Six Sigma Dmaic And Markov Chain Monte Carlo Applications To Financial Risk Management
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Author : Bubevski, Vojo
language : en
Publisher: IGI Global
Release Date : 2024-04-05
Six Sigma Dmaic And Markov Chain Monte Carlo Applications To Financial Risk Management written by Bubevski, Vojo and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-04-05 with Business & Economics categories.
Financial institutions face a critical challenge in managing financial risks effectively under the stringent regulatory frameworks of Basel III and Solvency II. Traditional risk management approaches often need to provide the necessary tools to control risks in a dynamic and evolving market environment. A comprehensive methodology integrating advanced risk analysis concepts and structured frameworks is essential for institutions to achieve optimal risk management outcomes, leading to increased solvency risk, capital requirements, and value at risk (VAR). Six Sigma DMAIC and Markov Chain Monte Carlo Applications to Financial Risk Management is a groundbreaking book that presents a transformative approach to financial risk management. Inspired by Peter L. Bernstein's insight on risk control, this book introduces a unique methodology that combines the DMAIC framework with advanced risk analysis concepts. Financial institutions can enhance their risk management processes by applying these tools to internal models for Solvency II and Basel III, reduce solvency risk, and improve competitiveness.