Search results

From Open Risk Manual
  • ...he [[Lessons Learned from the Great Financial Crisis]] replaced by [[Basel III]] [[category:BCBS Basel II]]
    425 bytes (52 words) - 12:14, 31 March 2021
  • == BCBS Publication Topics == The following is the list of [https://www.bis.org/bcbs/publications.htm BIS document classification] by topics:
    2 KB (198 words) - 16:07, 11 February 2024
  • ...e number of different types of obligors, contracts and jurisdictions. <ref>BCBS D403, Prudential treatment of problem assets - definitions of non-performin ...financial intermediaries in the regulatory context of [[Basel II]]/[[Basel III]] and the accounting context of [[IFRS 9]].
    8 KB (1,109 words) - 16:07, 22 February 2021
  • ...it refers to a set of credit risk measurement techniques proposed under [[Basel II]] [[capital adequacy]] rules for banking institutions. The IRB risk-weight functions of Basel II/III were developed with the idea that they would be portfolio invariant, i.e.,
    7 KB (1,023 words) - 12:30, 26 March 2021
  • ...model) is a simplified [[Credit Portfolio]] risk model that underpins the Basel II capital requirements ...ergence of Capital Measurement and Capital Standards: a Revised Framework (BCBS) (November 2005 Revision)], Paragraph 272</ref>
    5 KB (696 words) - 12:30, 26 March 2021
  • ...et, Operational and Liquidity Risk mentioned above is also embedded in the Basel Standards * The Basel II [[:Category:Operational Risk | Operational Risk Taxonomy]]<ref>BCBS, Principles for the Sound Management of Operational Risk</ref>
    8 KB (1,110 words) - 16:01, 16 January 2023
  • * [[Regulatory Expected Loss]] under the Basel II/III standards<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 20
    3 KB (509 words) - 10:19, 14 May 2021
  • ...es created against the possibility of credit losses not yet identified<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 20 == Capital Treatment under Basel II/III ==
    1 KB (201 words) - 14:07, 8 October 2018
  • ...tal eligible provisions may include any discounts on defaulted assets.<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 20 == Capital Treatment under Basel II/III ==
    2 KB (229 words) - 14:11, 8 October 2018
  • * As [[Risk Parameters]] for [[Basel III]]/[[CRD IV Regulation]] calculations of [[Regulatory Capital]] requirements ...inty, which led to the introduction of [[LGD Input Floors]]<ref>EBA, Basel III Reforms, Impact Study and Key Recommendations, 2016</ref>
    7 KB (1,048 words) - 12:27, 16 September 2021
  • ...]]. The Basel III standard aims to strengthen the requirements from the [[Basel II]] standard, taking into account the experience of the financial crisis. It is a comprehensive set of reform measures, developed by the Basel Committee on the supervision of the financial institutions to strengthen th
    666 bytes (94 words) - 12:15, 31 March 2021
  • '''Pillar I''' is the first pillar of the Basel II/III regulatory framework. * [[Pillar III]]
    220 bytes (31 words) - 12:32, 26 March 2021
  • ...nking Supervision]] on July 2013 in the [[:Category:BCBS Basel III | Basel III]] category. ...sment programme with a view to ensuring consistent implementation of Basel III across banks and jurisdictions.</p>
    5 KB (796 words) - 11:45, 26 March 2021
  • ...Basel I]], [[Basel II]] or [[Basel III]] issued by the [[:Category:BCBS | Basel Committee on Banking Supervision]]
    236 bytes (31 words) - 15:30, 4 September 2020
  • '''Basel Committee on Banking Supervision''' (BCBS) is a Committee of the Bank for International Settlements which provides a ...ks and supervisory authorities from different countries are members of the BCBS.
    603 bytes (83 words) - 12:17, 25 September 2020
  • ...sel Committee on Banking Supervision]] on December 2019 in the [[:Category:BCBS Quantitative Impact Study | Quantitative Impact Study]] category. ''Basel III monitoring data for external research: usage policy''.
    2 KB (230 words) - 11:49, 26 March 2021
  • ...Basel Committee on Banking Supervision]] on August 2003 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...solidated know-your-customer (KYC) risk management' is a supplement to the Basel Committee's 'Customer due diligence for banks' issued in October 2001. It e
    4 KB (551 words) - 11:39, 26 March 2021
  • ...asel Committee on Banking Supervision]] on October 2004 in the [[:Category:BCBS Risk Management | Risk Management]] category. <p><strong>Note:</strong> The BCBS revised and merged this document within the February 2016 publication: <em>
    5 KB (792 words) - 11:43, 26 March 2021
  • ...[[Basel Committee on Banking Supervision]] on July 2005 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...parties including industry associations and national supervisors asked the Basel Committee on Banking Supervision (the Committee) to provide further clarifi
    6 KB (813 words) - 11:43, 26 March 2021
  • ...asel Committee on Banking Supervision]] on October 2006 in the [[:Category:BCBS Operational Risk | Operational Risk]] category. ...ce of an operational risk management framework meeting the requirements of Basel II<sup>1</sup> , particularly as they relate to the Advanced Measurement Ap
    7 KB (1,148 words) - 11:43, 26 March 2021

View (previous 20 | next 20) (20 | 50 | 100 | 250 | 500)