Part of the Oxford EU Financial Regulation Series, this book analyses the harmonised legislative framework for capital adequacy and liquidity supervision in the Single Rule Book for European banks. It brings together leading experts in the field of prudential banking regulation and accounting to provide an in-depth analysis of the regulatory framework.
Capital and Liquidity Requirements for EU Banks goes far beyond the existing rules and standards, not only by looking into the historical realisation of the European Single Rule Book (SRB) for capital adequacy and liquidity supervision, but also by going deeply into the background of the standards put forward by the Basel Committee for Banking Supervision, the global rule-maker for the financial sector.
The insights provided into the historical and normative background are essential in order to facilitate a more constructive interpretation of the extensive rules of the SRB
The book also delivers a deeper understanding of the various policy choices that Europe has made in the transposition of the Basel standards.
An important reference source for all legal practitioners and scholars researching European financial regulation, this new volume
provides an extensive representation of the key topics, affording the reader unique insights into the interrelation and the interplay of the various prudential rules and standards in Europe.
Edited by:
Bart P.M. Joosen (Professor of Financial Law Professor of Financial Law Vrije Universiteit),
Marco Lamandini (Professor of Law,
Professor of Law,
Alma Mater Università degli Studi di Bologna),
Tobias H. Tröger (Professor of Private Law,
Commercial and Business Law,
Professor of Private Law,
Commercial and Business Law,
Johann Wolfgang Goethe-University Frankfurt)
Imprint: Oxford University Press
Country of Publication: United Kingdom
Dimensions:
Height: 250mm,
Width: 173mm,
Spine: 50mm
Weight: 1.488kg
ISBN: 9780198867319
ISBN 10: 019886731X
Series: Oxford EU Financial Regulation
Pages: 784
Publication Date: 07 June 2022
Audience:
Professional and scholarly
,
Undergraduate
Format: Hardback
Publisher's Status: Active
Bart Joosen, Marco Lamandini, and Tobias Tröger: Introduction Part 1: ORIGIN AND CONTEXT OF CAPITAL REQUIREMENTS FOR EUROPEAN CREDIT INSTITUTIONS 1: Christos Gortsos: Overview of Capital Adequacy Legislation in Europe Part 2: QUALITATIVE CAPITAL REQUIREMENTS 2: Marco Lamandini and David Ramos Muñoz,: The Definition of Regulatory Capital Instruments 3: Karl Philipp Wojcik: 3 Direct Effect and Binding of European Regulation 4: Tobias Tröger: Qualitative capital requirements and their relationship with MREL/TLAC Part 3: QUANTITIVE CAPITAL REQUIREMENTS 5: Bart Joosen: The construction of the Total Risk Exposure Amount and the relationship with Combined Buffer Requirements 6: Bart Joosen: 6 Ordinary quantitative buffer requirements, the definition of default, loss distribution, expected and unexpected loss and provisioning 7: Bart Joosen: Credit Risk and Dilution Risk, Standardised and Internal Ratings Based Methods 8: Bart Joosen: Credit Risk Mitigation Techniques and Credit Risk Protection 9: Bart Joosen: Capital Treatment of Securitisations 10: Umberto Cherubini: Position Risk and Market Risk measures. Fundamental Review of the Trading Book 11: Matthias Haentjens: Capital Markets Transactions and Counterparty Credit Risk 12: Bart Joosen: Operational Risk in the capital requirements framework for banks 13: Dr. Katerina Lagaria: Capital Conservation Buffer, Countercyclical Capital Buffer 14: Tobias Tröger: Capital buffers for systemically important banks and Systemic Risk Buffer Part 4: LIQUIDITY SUPERVISION AND REQUIREMENTS 15: Willem Boonstra and Bruno de Cleen: Liquidity risk and its management: The LCR and NSFR 16: Seraina Gruenewald: Securitisation positions and covered bond positions as HQLA Part 5: SUPERVISORY REVIEW AND EVALUATION PROCESS AND PILLAR 2 CAPITAL 17: Dalvinder Singh: Internal Capital and Liquidity Adequacy Assessment, Purpose and Relation with Supervisory Engagement 18: Marco Lamandini and David Ramos Muñoz: Supervisory Review and Evaluation Process (SREP) in the Context of the Exercise of Supervisory Powers and Extraordinary Measures 19: Pedro Duarte Neves, Lúcio Tomé Féteira, and Luis Silva Morais: Stress-testing in banking in the EU: Critical issues and new prospects Part 6: VI REPORTING AND DISCLOSURES 20: Christos Hadjiemmanuil: Reporting and disclosure requirements for smaller banks, application of the principle of proportionality 21: Edgar Löw and Kevin Voigt: Applicable Accounting Principles, IFRS, Local GAAP and Compatibility with Prudential Reporting
Bart P.M. Joosen holds the chair Financial Supervision Law at the Faculty of Law, Vrije Universiteit Amsterdam, the Netherlands. He is also board member of the Zuidas Institute of Financial and Corporate Law of that university. Bart Joosen held until 2017 the chair Prudential Supervision Law at the University of Amsterdam. He defended his PhThesis on the
