Capital and Liquidity Requirements for European Banks

Inbunden, Engelska, 2022

Av Bart P.M. Joosen, Marco Lamandini, Tobias H. Tröger, Vrije Universiteit) Joosen, Bart P.M. (Professor of Financial Law, Professor of Financial Law, Alma Mater Universita degli Studi di Bologna) Lamandini, Marco (Professor of Law, Professor of Law, Johann Wolfgang Goethe-University Frankfurt) Troger, Tobias H. (Professor of Private Law, Commercial and Business Law, Professor of Private Law, Commercial and Business Law, Bart P. M. Joosen, Bart P M Joosen, Tobias H Tröger

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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.

Produktinformation

Utgivningsdatum2022-03-18
Mått173 x 250 x 50 mm
Vikt1 488 g
FormatInbunden
SpråkEngelska
SerieOxford EU Financial Regulation
Antal sidor784
FörlagOUP OXFORD
ISBN9780198867319

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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 “Transfer of undertakings in bankruptcy” in January 2008 at Tilburg University and in connection with this comparative law study to Dutch and French law he was admitted as research fellow at the Law Faculty of the University of Paris-I (Panthéon-Sorbonne) in 1988 and 1989.Marco Lamandini is Full Professor (Chair) of Commercial Law at the University of Bologna, where he teaches European Financial Regulation, Advanced Banking Regulation and Central Banking, and International and European Company Law. He earned his Ph.D in Commercial Law in 1994. Assistant Professor (“ricercatore”) at the Catholic University in Milan from 1995 to 1998. Associate Professor of Company Law at the University of Bologna from 1998 to 2001. He has been Visiting Fellow at the Max Planck Institute of Munich and Hamburg and in several Universities, such as Berkeley, London School of Economics, Oxford and Cambridge. He is a Vice-Chair of the Academic Board of the European Banking Institute (EBI), based in Frankfurt and a Member of the Academic Board of the European Capital Market Institute (ECMI), based in Brussels.He is currently the President of the Board of Appeal of the European System of Financial Supeand a member of the Appeal Panel of the Single Resolution Board (SRB).Tobias Tröger holds the Chair of Private Law, Commercial and Business Law at Goethe-University Frankfurt. He is the co-director of the Center for Advanced Studies Foundations of Law and Finance (CAS LawFin). At the Leibniz Institute Sustainable Architecture for Finance in Europe (SAFE), he heads the cluster “Law and Finance”. He was the President of the Executive Board of the European Banking Institute (EBI) and currently serves as chair of the Global Corporate Governance Colloquia (GCGC). Tobias Tröger is an advisor to the European Parliament on matters regarding the Single Supervisory Mechanism (SSM) responsible for the euro area's largest banks

Bart Joosen, Marco Lamandini, and Tobias Tröger: IntroductionPart 1: ORIGIN AND CONTEXT OF CAPITAL REQUIREMENTS FOR EUROPEAN CREDIT INSTITUTIONS1: Christos Gortsos: Overview of Capital Adequacy Legislation in EuropePart 2: QUALITATIVE CAPITAL REQUIREMENTS2: Marco Lamandini and David Ramos Muñoz,: The Definition of Regulatory Capital Instruments3: Karl Philipp Wojcik: 3 Direct Effect and Binding of European Regulation4: Tobias Tröger: Qualitative capital requirements and their relationship with MREL/TLACPart 3: QUANTITIVE CAPITAL REQUIREMENTS5: Bart Joosen: The construction of the Total Risk Exposure Amount and the relationship with Combined Buffer Requirements6: Bart Joosen: 6 Ordinary quantitative buffer requirements, the definition of default, loss distribution, expected and unexpected loss and provisioning7: Bart Joosen: Credit Risk and Dilution Risk, Standardised and Internal Ratings Based Methods8: Bart Joosen: Credit Risk Mitigation Techniques and Credit Risk Protection9: Bart Joosen: Capital Treatment of Securitisations10: Umberto Cherubini: Position Risk and Market Risk measures. Fundamental Review of the Trading Book11: Matthias Haentjens: Capital Markets Transactions and Counterparty Credit Risk12: Bart Joosen: Operational Risk in the capital requirements framework for banks13: Dr. Katerina Lagaria: Capital Conservation Buffer, Countercyclical Capital Buffer14: Tobias Tröger: Capital buffers for systemically important banks and Systemic Risk BufferPart 4: LIQUIDITY SUPERVISION AND REQUIREMENTS15: Willem Boonstra and Bruno de Cleen: Liquidity risk and its management: The LCR and NSFR16: Seraina Gruenewald: Securitisation positions and covered bond positions as HQLAPart 5: SUPERVISORY REVIEW AND EVALUATION PROCESS AND PILLAR 2 CAPITAL17: Dalvinder Singh: Internal Capital and Liquidity Adequacy Assessment, Purpose and Relation with Supervisory Engagement18: Marco Lamandini and David Ramos Muñoz: Supervisory Review and Evaluation Process (SREP) in the Context of the Exercise of Supervisory Powers and Extraordinary Measures19: Pedro Duarte Neves, Lúcio Tomé Féteira, and Luis Silva Morais: Stress-testing in banking in the EU: Critical issues and new prospectsPart 6: VI REPORTING AND DISCLOSURES20: Christos Hadjiemmanuil: Reporting and disclosure requirements for smaller banks, application of the principle of proportionality21: Edgar Löw and Kevin Voigt: Applicable Accounting Principles, IFRS, Local GAAP and Compatibility with Prudential Reporting