Basel IV: The Next Generation of Risk Weighted Assets - Image 1

Price loading...

Wiley Basel IV: The Next Generation of Risk Weighted Assets

Name: Basel IV: The Next Generation of Risk Weighted Assets
Brand: Wiley

Banking

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

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.

Key Features

Basel Iv: The Next Generation Of Risk Weighted Assets

Product Type: Abis Book

Brand: Wiley

Product Specifications

Brand: Wiley
Format: Hardcover
ASIN: 3527509623
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Banking
Domain: Amazon UK
Release Date: 08 August 2018
Listed Since: 18 April 2018

Barcode

No barcode data available

Wiley Basel IV: The Next Generation of Risk Weighted Assets

Price History & Forecast

No Price Data Available

Price Distribution

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

CRR III: The EU Implementation of Basel IV - the Next Generation of Risk Weighted Assets

The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin, 4th Edition

Integrating Market, Credit and Operational Risk: A Complete Guide for Bankers and Risk Professionals

Handbook of Basel III Capital: Enhancing Bank Capital in Practice

Credit Derivatives: Trading, Investing, and Risk Management (The Wiley Finance Series)

International Regulation of Banking: Basel II: Capital and Risk Requirements

An Introduction to Economic Capital

Modern Credit Risk Management: Theory and Practice

Structured Credit Products: Pricing, Rating, Risk Management and Basel II

Derivative Pricing and Credit Exposures Modelling: Python Prototype of XVA for Practitioners (2.0)

XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series)

The Liquidity Risk Management Guide: From Policy to Pitfalls (The Wiley Finance Series)

Adapting to Basel III and IV: Re-engineering capital, business mix and performance management practices post-crisis

Advances in Operational Risk: Firm-wide Issues for Financial Institutions

Margin in Derivatives Trading

Derivatives: Theory and Practice of Trading, Valuation, and Risk Management (Springer Texts in Business and Economics)

Managing Bank Risk: An Introduction to Broad-Base Credit Engineering

Modelling Operational Risk Using Bayesian Inference

Asset Liability Management Optimisation: A Practitioner's Guide to Balance Sheet Management and Remodelling (Wiley Finance)

Guide to Optimal Operational Risk and BASEL II

The Handbook of ALM in Banking, 2nd Edition

Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk (GENERAL FINANCE & INVESTING)

Bank Valuation and Value Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk, 2nd Edition (BUSINESS BOOKS)

Counterparty Credit Risk