
CRR III
The EU Implementation of Basel IV - the Next Generation of Risk Weighted Assets
- English
- ePUB (mobile friendly)
- Available on iOS & Android
CRR III
The EU Implementation of Basel IV - the Next Generation of Risk Weighted Assets
About this book
The revised banking package of CRD VI and CRR III contains a large number of new requirements, the implementation of which will pose major challenges for the banking industry. In addition to the adoption of the final Basel IV regulations, other topics such as crypto assets or the consideration of ESG in banking supervisory law will be addressed.
The current proposals of the EU Commission for the implementation of the Basel reform proposals are presented in the edited volume by Martin Neisen and Stefan Röth. The aim is to give the reader a comprehensive but easily understandable overview of the proposals and to work out implementation challenges in a practical way.
With the help of an international team of experts, the complexity of the topic is reduced and important assistance is offered.
Compared to the second edition of the Basel IV book, the topics already implemented in the EU as part of the CRR II have been removed and a comprehensive presentation of all content of CRD VI and CRR III has been added.
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Information
Table of contents
- Cover
- Title Page
- Copyright
- Table of Contents
- Foreword
- Preface
- 1 Introduction
- 2 Revision of the Standardised Approach for Credit Risk (SA-CR)
- 3 The future of the IRB Approach
- 4 Supervisory treatment of market risks
- 5 The CVA risk capital charge framework
- 6 Operational risks
- 7 The output floor
- 8 Disclosure
- 9 MREL and TLAC as part of the resolution regime
- 10 ESG: Regulatory overview for dealing with sustainability risks
- 11 Cryptoassets
- 12 Further requirements of CRD 6
- End User License Agreement