Book Cover
Book

Title Basel II implementation in the midst of turbulence : CEPS task force report / Frederik C. Musch, chairman ; Rym Ayadi, rapporteur ; with contributions from Maria Nieto, Mathias Schmit
Published Brussels : Centre for European Policy Studies, [2008]
©2008

Copies

Location Call no. Vol. Availability
 MELB  332.1 Mus/Bti  AVAILABLE
Description iii, 137 pages : illustrations ; 24 cm
Series CEPS Task Force report
CEPS Task Force report.
Contents Preface -- Executive summary & policy recommendations -- Introduction -- 1.What is behind the new Basel capital framework? -- 1.1. Capital requirements an essential regulatory tool -- 1.2. Basel I : a first step toward capital regulation -- 1.3 An integrated view of Basel II's three pillar approach -- 1.4. Conclusions -- 2. What are the likely impacts of risk-sensitive capital requirements? -- 2.1. An overall decrease of capital requirements in benign market conditions -- 2.2. How reliable are the QIS5 results -- 2.3. Conclusions -- 3. What are the building blocks of implementing Basel II in Europe? -- 3.1. A form of Basel II adapted to the European context -- 3.2. A strengthened role for the European Parliament -- 3.3. A multicephalic implementation process -- 3.4. Supervisory consistency and convergence -- 3.5. Conclusions -- 4. Will Basel II be implemented consistently around the globe? -- 4.1 A challenging role for the AIG -- 4.2. Uncertainty delaying timely implementation in the US -- 4.3. Conclusions -- Postscript -- Glossary -- References -- Appendix 1. Impact of the recent market turbulence on selected banks -- Appendix 2. Basel II : overview of strengths and remaining concerns -- Appendix 3. Fundamental differences between Basel II and the CRD -- Appendix 4. The Lamfalussy approach -- Appendix 5. Task Force member & invited guests and speakers
Notes "June 2008."
Bibliography Includes bibliographical references (pages 114-120.)
Subject Basel II
Basel II (2004 June 26)
Bank capital -- Law and legislation -- European Union countries.
Bank capital -- Law and legislation -- United States.
Banking law -- European Union countries.
Banking law -- United States.
Banks and banking, International.
Risk management -- European Union countries.
Risk management -- United States.
Author Ayadi, Rym.
Musch, Frederik C.
Nieto, María.
Schmit, Mathias.
Centre for European Policy Studies (Brussels, Belgium)
ISBN 9290796286
9789290796282