Handbook Of Basel Iii Capital - Enhancing Bank Capital In Practice

This book tries to fill a gap in the financial literature on regulatory bank capital. There are a substantial number of excellent books written by developers of quantitative models on the estimation of credit risk parameters (exposures, probabilities of default, etc.). There are also several good books providing a general overview of Basel III. While generally very expensive, they are useful to the practitioner interested in gaining a rudimentary understanding of the regulation. However, these books are far too elementary for the regulatory capital professional, auditor or consultant. The book is written from a European perspective, tackling the CRD IV directive and the associated guidance, but much of it will be applicable across all jurisdictions, and will be of particular interest to practitioners in the United States where regulatory and supervisory guidance on Basel III implementation is either very sparse or non-existent.

JUAN RAMIREZ is a senior professional at Deloitte in London, assessing the regulatory capital impact, accounting treatment, and risk management of complex transactions. He has a strong expertise in providing advice on the design of specific complex financial instruments and transactions to enhance regulatory capital. During his career mostly in London, he has worked for BNP Paribas, JP Morgan, Lehman Brothers, Barclays Capital, and Banco Santander. He has devoted more than twenty years to marketing structured derivatives solutions, including commodity, credit, equity, fixed income, and FX. He is the author of Accounting for Derivatives and Handbook of Corporate Derivatives and Equity Capital Markets, both published by Wiley. Juan holds a BSc in Electrical Engineering from ICAI in Spain and an MBA from University of Chicago.