Search "Basel III liquidity"

Chorafas, Dimitris N. - Basel III, the Devil and Global Banking, ebook

Basel III, the Devil and Global Banking

Chorafas, Dimitris N.


Capital Adequacy and Liquidity: the Devil is in Their Detail
Dimitris N. Chorafas
7. Home-Host Issues Haunt Bankers and Regulators
Dimitris N. Chorafas
Part IV. Risk Management Needs a New Culture
8. The Concept of Risk Management Must Be Thoroughly

 - Bank Asset and Liability Management, ebook

Bank Asset and Liability Management


Explains bank regulations and the relationship with monetary authorities, statements, and disclosures Considers the governance structure of banks and how it can be used to manage assets and liabilities Offers strategies for managing assets and liabilities in such areas as loan and investment portfolios,

Hull, John - Risk Management and Financial Institutions, ebook

Risk Management and Financial Institutions

Hull, John


Fully revised and updated, this new edition features coverage of Basel 2.5, Basel III and Dodd-Frank as well as expanded sections on counterparty credit risk, central clearing, and collateralization.

Falzon, Joseph - Bank Performance, Risk and Securitization, ebook

Bank Performance, Risk and Securitization

Falzon, Joseph


The Impact of the New Structural Liquidity Rules on the Profitability of EU Banks
Laura Chiaramonte, Barbara Casu, Roberto Bottiglia
3. Basel III and Banking Efficiency
Ted Lindblom, Magnus Willesson
4. Estimating the Probability of Financial Distress

Tian, Weidong - Commercial Banking Risk Management, ebook

Commercial Banking Risk Management

Tian, Weidong


Table of contents
Part I. Regulatory Capital and Market Risk
1. Regulatory Capital Requirement in Basel III
Weidong Tian
2. Market Risk Modeling Framework Under Basel
Han Zhang
Part II. Counterparty Credit Risk
3. IMM Approach for Managing Counterparty Credit Risk
Demin Zhuang
4. XVA in the Wake