Basel IV: the next generation of risk weighted assets (Record no. 211459)

000 -LEADER
fixed length control field aam a22 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 190325b 2017 ||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783527509188
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.10681
Item number N3B2
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Neisen, Martin
9 (RLIN) 376829
245 ## - TITLE STATEMENT
Title Basel IV: the next generation of risk weighted assets
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc Wiley Publishing Company
Date of publication, distribution, etc 2017
Place of publication, distribution, etc Germany
300 ## - PHYSICAL DESCRIPTION
Extent 337p.
520 ## - SUMMARY, ETC.
Summary, etc In December 2017 the Basel committee finalized 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.<br/>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: <br/>- the standardised approach (CR-SA) and the IRB approach for credit risk, <br/>- the new standardised approach for counterparty credit risk (SA-CCR), <br/>- both the standardised approach and internal models approach from the "fundamental review of the trading book" (SBA and IMA)<br/>- the basic approach (BA-CVA) and standardised approach (SA-CVA) for the CVA risk, <br/>- all new approaches (SEC-IRBA, SEC-ERBA, SEC-SA, IAA) for securitisations (incl. STS), <br/>- the approaches for the calculation of RWA for equity positions in investment funds (LTA, MBA, FBA)<br/>- the new standardised approach for operational risk (SA-OpRisk)<br/>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. <br/>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.<br/><br/>https://www.wiley.com/en-us/Basel+IV%3A+The+Next+Generation+of+Risk+Weighted+Assets%2C+2nd+Edition-p-9783527821402
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Banking - management
9 (RLIN) 376830
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Asset liability management
9 (RLIN) 376831
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial Credit Risk
9 (RLIN) 376832
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Roth, Stefan
Relator term Co author
9 (RLIN) 376833
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Permanent location Current location Shelving location Date acquired Source of acquisition Cost, normal purchase price Item location Total Checkouts Full call number Barcode Date last seen Date last borrowed Cost, replacement price Koha item type
          Non-fiction Vikram Sarabhai Library Vikram Sarabhai Library General Stacks 25/03/2019 5 6.00 Slot 628 (0 Floor, West Wing) 1 332.10681 N3B2 198794 20/05/2019 05/05/2019 8228.00 Books

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