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Better Banking : Understanding and Addressing the Failures in Risk Management, Governance and Regulation.
Why did the financial crisis happen? Why did no one see it coming? And how did our banks lose so much of our money? What's being done to sort out the banking industry? And will it work? These are the questions that industry experts Adrian Docherty and Franck Viort cover in Better Banking: Under...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
Wiley,
2013.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.