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Large Exposures Framework
The Large Exposures Framework is a BIS [[Limit framework]] for measuring and controlling large credit exposures proposed in March 20 The Basel Committee issued its first guidance on credit exposures in 1991.

4 KB (660 words) - 14:25, 27 May 2019
Exposure
...s for the assets, off-balance sheet items or other financial positions the framework seeks to limit or manage. The precise definition of the exposure relevant t ...arameters]] identified and required for implementation of the [[Basel II]] framework. This key metric is the so called [[Exposure At Default]].

4 KB (535 words) - 17:54, 10 August 2021
Basel II
...wing the [[Lessons Learned from the Great Financial Crisis]] replaced by [[Basel III]] [[category:BCBS Basel II]]

425 bytes (52 words) - 12:14, 31 March 2021
AMA Models
...surement Approach]] (AMA), one of the possible options under the Basel<ref>Basel II Accord, 2006</ref> regulatory standard for the measurement and capitalis Under Basel II, regulated financial services firms are allowed (subject to approval) to

2 KB (238 words) - 14:34, 19 November 2019
Basel II Models
...Capital]] (Pillar I) calculations, first introduced under the [[Basel II]] framework. * [[Basel II Advanced IRB Capital Model]]

678 bytes (92 words) - 12:15, 31 March 2021
Low Default Portfolios
...BCBS Newsletter 6, WP Validation of low-default portfolios in the Basel II Framework, September 2005 </ref>

1 KB (185 words) - 17:22, 3 November 2019
Basel II Advanced IRB Capital Model
...it refers to a set of credit risk measurement techniques proposed under [[Basel II]] [[capital adequacy]] rules for banking institutions. ...to. This characteristic has been deemed vital in order to make the new IRB framework applicable to a wider range of countries and institutions (as it considerab

7 KB (1,023 words) - 12:30, 26 March 2021
Risk Appetite
== Risk Appetite Framework == ...re "risk appetite" are usually denoted collectively as the [[Risk Appetite Framework]] (RAF).

3 KB (475 words) - 11:13, 16 November 2021
ICAAP
...egulated financial institutions in compliance with the Basel II regulatory framework. ...nd process was introduced through the set of regulatory reforms denoted as Basel II. Under [[Pillar II]], regulated financial firms are expected to establis

3 KB (369 words) - 12:39, 25 September 2020
ASRF model
...model) is a simplified [[Credit Portfolio]] risk model that underpins the Basel II capital requirements ...tional Convergence 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
Risk Taxonomy
...completeness in the coverage of risks (informing the organizational [[Risk Framework]]) * Help risk managers with [[Risk Identification]] by providing an analytic framework

8 KB (1,110 words) - 16:01, 16 January 2023
Basel I
...[Regulatory Framework]] applicable before the 2005/2006 introduction of ([[Basel II]]). [[category:BCBS Basel I]]

285 bytes (32 words) - 12:19, 31 March 2021
Risk-weighted asset
...A) is terminology introduced by the [[Basel II]] and subsequent regulatory framework.

158 bytes (18 words) - 11:40, 26 April 2021
Credit Exposures
...arameters]] identified and required for implementation of the [[Basel II]] framework. This key metric is the so called [[Exposure At Default]].

442 bytes (66 words) - 00:05, 28 January 2020
Credit Portfolio Management
* Help set and monitor [[Limit framework | Limits]] ...stment in measurement / algorithms relevant for CPM has been influenced by Basel II requirements which emphasized individual [[Risk Parameters]] over sector

7 KB (943 words) - 14:41, 15 November 2021
Internal Fraud
...egulatory frameworks worldwide ([[Basel II]]/[[Basel III]] standards). The Basel II definition states more specifically: ''Losses due to acts of a type inte == Basel Level 2 & 3 Event Type Classification ==

3 KB (365 words) - 14:13, 4 October 2021
Retail Deposits
* [http://www.bis.org/publ/bcbs188.pdf Basel III Liquidity Framework]

1 KB (167 words) - 17:09, 29 September 2021
External Fraud
...al Fraud is a recognized risk category in regulatory frameworks worldwide (Basel II/III standards). The precise Basel definition of external fraud reads: ''Losses due to acts of a type intended

3 KB (372 words) - 15:27, 8 February 2020
Employment Practices
...category in regulatory frameworks worldwide (Basel standards). The precise Basel II definition is: ''Losses arising from acts inconsistent with employment, == Basel Level 2 & 3 Event Type Classification ==

2 KB (270 words) - 11:49, 22 June 2021
Credit Cards
* For Basel II purposes Credit Cards classify as [[Revolving Credit]] ...ontract is a [[Natural Person]]. Correspondingly the obligations and legal framework that is applicable in such a case is determined by the laws governing the r

2 KB (317 words) - 15:14, 24 February 2020