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Handbook of Basel III Capital : enhancing bank capital in practice /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex, United Kingdom :
John Wiley and Sons, Inc. : Wiley,
2017.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Ramirez, Juan, |d 1961- |e author. |1 https://id.oclc.org/worldcat/entity/E39PBJjHh9cx89HKGRQTkBVDMP | |
| 245 | 1 | 0 | |a Handbook of Basel III Capital : |b enhancing bank capital in practice / |c Juan Ramirez. |
| 264 | 1 | |a Chichester, West Sussex, United Kingdom : |b John Wiley and Sons, Inc. : |b Wiley, |c 2017. | |
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| 505 | 0 | |a Cover; Title Page; Copyright; Contents; Preface; About the Author; Chapter 1: Overview of Basel III; 1.1 Introduction to Basel III; 1.1.1 Basel III, CRR, CRD IV; 1.1.2 A Brief History of the Basel Accords; 1.1.3 Accounting vs. Regulatory Objectives; 1.2 Expected and Unexpected Credit Losses and Bank Capital; 1.2.1 Expected Losses; 1.2.2 Unexpected Losses; 1.3 The Three-Pillar Approach to Bank Capital; 1.3.1 Pillar 1 -- Minimum Capital Requirements; 1.3.2 Pillar 2 -- Supervisory Review and Evaluation Process; 1.3.3 Pillar 3 -- Market Discipline. | |
| 505 | 8 | |a 1.3.4 Significant Subsidiaries Disclosure Requirements1.4 Risk-Weighted Assets (RWAs); 1.4.1 Calculation of Credit Risk RWAs; 1.4.2 Calculation of Counterparty Credit Risk (CCR) RWAs; 1.4.3 Calculation of Market Risk RWAs; 1.4.4 Calculation of Securitisation Exposures RWAs; 1.4.5 Calculation of Operational Risk RWAs; 1.4.6 Link between RWAs and Capital Charges; Chapter 2: Minimum Capital Requirements; 2.1 Components and Minimum Requirements of Bank Capital; 2.1.1 Pillar 1 Capital Requirements; 2.1.2 Pillar 2 Capital Requirements. | |
| 505 | 8 | |a 2.2 Components and Minimum Requirements of Capital Buffers2.3 Capital Conservation Buffer; 2.4 Countercyclical Buffer; 2.4.1 The Countercyclical Buffer Ratio and the Credit-to-GDP Gap; 2.4.2 The Reciprocity Principle; 2.5 Systemic Risk Buffers; 2.5.1 Systemic Risk Buffer; 2.5.2 Global Systemically Important Bank (G-SIB) Buffer; 2.5.3 Other Systemically Important Institution (O-SII); 2.5.4 Interaction between the Systemic Risk Buffers; 2.6 Going Concern vs. Gone Concern Capital; 2.6.1 Going Concern; 2.6.2 Gone Concern; 2.7 Case Study: UBS vs. JP Morgan Chase G-SIB Strategies. | |
| 505 | 8 | |a 2.7.1 G-SIB Methodology2.7.2 UBS's G-SIB Strategy; 2.7.3 JP Morgan Chase's G-SIB Strategy; 2.8 Transitional Provisions; 2.8.1 Phase-in vs. Fully Loaded Capital; 2.8.2 Grandfathering of Non-compliant AT1 and Tier 2 Instruments; 2.8.3 Transitional Provisions Regarding Capital Conservation and G-SIB Buffers; Chapter 3: Common Equity 1 (CET1) Capital; 3.1 CET1 Minimum Requirements; 3.2 Eligibility Requirements of CET1 Instruments; 3.2.1 Criteria Governing Instruments Inclusion in CET1; 3.2.2 Major Components of CET1; 3.2.3 Accounting Overview of Shareholders' Equity. | |
| 505 | 8 | |a 3.2.4 Capital Instruments and Share Premium3.2.5 Retained Earnings and Interim Net Income less Expected Dividends; 3.3 Case Study: UBS Dividend Policy and Its Impact on CET1; 3.3.1 UBS Historical Dividend and Buyback Policies; 3.3.2 Accounting for Distributions of Non-cash Assets to Owners; 3.3.3 Distribution of Treasury Shares as Dividend; 3.3.4 Distribution of Newly Issued Shares as Dividend; 3.4 Case Study: Santander Dividend Policy and Its Impact in CET1; 3.4.1 Santander's Traditional Scrip Dividend Policy; 3.4.2 Santander's New Dividend Policy; 3.5 Accumulated Other Comprehensive Income. | |
| 504 | |a Includes bibliographical references and index. | ||
| 520 | |a 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. | ||
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| 776 | 0 | 8 | |i Online version: |a Ramirez, Juan, 1961-. |t Handbook of Basel III capital : enhancing bank capital in practice. |d Chichester, West Sussex : John Wiley & Sons Ltd, 2017 |z 9781119330899 |w (OCoLC)967630730 |
| 776 | 0 | 8 | |i Print version: |a Ramirez, Juan, 1961- |t Handbook of Basel III Capital. |d Chichester, West Sussex, United Kingdom : John Wiley and Sons, Inc. : Wiley, 2017 |z 1119330823 |z 9781119330820 |w (OCoLC)973795031 |
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