Guide to Optimal Operational Risk and BASEL II., Akkizidis I.S., Bouchereau V.
Автор: Akkizidis Название: Guide to Optimal Operational Risk and BASEL II ISBN: 0849338131 ISBN-13(EAN): 9780849338137 Издательство: Taylor&Francis Рейтинг: Цена: 19906.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents the key aspects of operational risk management that are also aligned with the Basel II requirements. This volume provides guidance for the design and implementation of an efficient operational risk management system. It also introduces the idea of operational risks and how they affect financial organizations.
Автор: Dimitris N. Chorafas Название: Operational Risk Control with Basel II, ISBN: 0750659092 ISBN-13(EAN): 9780750659093 Издательство: Elsevier Science Рейтинг: Цена: 16212.00 р. Наличие на складе: Поставка под заказ.
Описание: Provides a methodology for operational risk control. This book focuses on management risk and ways to avoid it; explains why and how information technology is a major operational risk; shows how to integrate cost control in the operational risk perspective; and details analytical approaches to operational risk control.
Описание: In December 2017 the Basel committee finalised its work on the reform of the Basel III framework. Together with requirements already published in 2015 and 2016, the Basel committee changes all approaches for the calculation of RWA and the corresponding Pillar III disclosure rules. This package of new standards from the Basel Committee, which is unofficially called "Basel IV," is now the most comprehensive package of modifications in the history of banking supervision. The banking industry will face major challenges in implementing these new rules. The second edition of the "Basel IV" handbook is updated with all publications up to March 2018 and also extensively enhanced with additional details, examples and case studies. The aim is to convince the reader that we are facing a new framework called "Basel IV" and not just a fine adjustment of the existing Basel III regulations. This book covers all new approaches for the calculation of RWA: - the standardised approach (CR-SA) and the IRB approach for credit risk, - the new standardised approach for counterparty credit risk (SA-CCR), - both the standardised approach and internal models approach from the "fundamental review of the trading book" (SBA and IMA) - the basic approach (BA-CVA) and standardised approach (SA-CVA) for the CVA risk, - all new approaches (SEC-IRBA, SEC-ERBA, SEC-SA, IAA) for securitisations (incl. STS), - the approaches for the calculation of RWA for equity positions in investment funds (LTA, MBA, FBA) - the new standardised approach for operational risk (SA-OpRisk) Because of the strong relation to the Pillar I requirements, the second edition covers the topics of interest rate risk in the banking book (IRRBB), large exposures and TLAC again. Additionally, the book contains a detailed description of the Pillar III disclosure requirements. With the aid of a high-profile team of experts from countries all over the globe, the complexity of the topic is reduced, and important support is offered.
Описание: 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.
Описание: 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.
Автор: Martin Neisen , Stefan Roth Название: Basel IV - The Next Generation of Risk Weighted Assets ISBN: 3527509186 ISBN-13(EAN): 9783527509188 Издательство: Wiley Рейтинг: Цена: 9504.00 р. Наличие на складе: Поставка под заказ.
Описание: In reaction to the financial market crisis that started in 2007, the Basel Committee on Banking Supervision substantially revised its existing framework for regulation, supervision and risk management in the banking sector. This revision was introduced with the so-called Basel III framework in December 2010.
Автор: Bernd Engelmann; Robert Rauhmeier Название: The Basel II Risk Parameters ISBN: 3642442358 ISBN-13(EAN): 9783642442353 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice.
Автор: Prof. Dr. H. J?rg Thieme; Sybille E. Gerhardt Название: Basel II im Wettstreit internationaler Regulierungsinteressen ISBN: 3835000462 ISBN-13(EAN): 9783835000469 Издательство: Springer Рейтинг: Цена: 7836.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Sybille E. Gerhardt zeigt, dass Basel II Konjunkturzyklen massiv verschдrfen, die Transmission geldpolitischer Impulse beeintrдchtigen, die Strukturen und den Wettbewerb im Bankensektor verдndern und die Kreditfinanzierung kleiner und mittlerer Unternehmen beeinflussen kann. Sie konstatiert, dass die neuen Eigenkapitalvorschriften das Finanzsystem nicht zu stabilisieren scheinen, sondern vielmehr neue Risiken hervorrufen.
Описание: Capital adequacy rules have become a key tool to protect financial institutions. This book covers some key issues at stake in the capital requirements for insurance and securities firms. It analyzes the use of subordinated debt, internal models, and rating agencies, and also examines the effect of capital on reinsurance and securitization.
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