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Exposure
In the context of prudential regulation (e.g. [[CRD IV Regulation]]), exposure means an asset or off-balance sheet item<ref>EU Dir ...ey [[Risk Parameters]] 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
Risk Capital
* E.g., [[Basel II]]/[[Basel III]]/[[CRD IV Regulation]] frameworks (and amendments) for banking

1 KB (213 words) - 12:53, 5 February 2020
IRB Asset Classes
...ased assets classes recognized in the [[Basel II]]/[[Basel III]] and [[CRD IV Regulation]] frameworks.

4 KB (455 words) - 17:14, 4 November 2019
EU Financial Regulation
| [http://eur-lex.europa.eu/legal-content/EN/TXT/?uri=celex:32013L0036 CRD IV] | The applicable capital requirements framework for banking institutions (Basel inspired)

11 KB (1,404 words) - 20:56, 27 September 2021
Loss Given Default Models
* As [[Risk Parameters]] for [[Basel III]]/[[CRD IV Regulation]] calculations of [[Regulatory Capital]] requirements ...ncertainty, 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
Basel III
...]]. 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
CRD IV Regulation
...s into European law the [[Basel III]] recommendations (which superseded [[Basel II]]).

1 KB (136 words) - 11:30, 1 November 2019
LGD Input Floors
The December 2017 Basel agreement constrains the use of the IRB for credit risk along several dimen [[Category:Basel IV]]

783 bytes (113 words) - 15:09, 22 December 2020
BCBS 101
'''BCBS 101''' is a document published by the [[Basel Committee on Banking Supervision]] on August 2003 in the [[:Category:BCBS R ...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
BCBS 110
'''BCBS 110''' is a document published by the [[Basel Committee on Banking Supervision]] on October 2004 in the [[:Category:BCBS ...er identification; (iii) on-going monitoring of higher risk accounts; and (iv) risk management. The principles laid down have been accepted and widely ad

5 KB (792 words) - 11:43, 26 March 2021
BCBS 115
'''BCBS 115''' is a document published by the [[Basel Committee on Banking Supervision]] on July 2005 in the [[:Category:BCBS Mar ...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
BCBS 132
'''BCBS 132''' is a document published by the [[Basel Committee on Banking Supervision]] on September 2006 in the [[:Category:BCB ...tional developments in banking supervision prepared and distributed by the Basel Committee on Banking Supervision in cooperation with other international gr

3 KB (393 words) - 11:43, 26 March 2021
BCBS 159
'''BCBS 159''' is a document published by the [[Basel Committee on Banking Supervision]] on July 2009 in the [[:Category:BCBS Sup <h3>Note: This standard has been integrated into the consolidated Basel Framework.</h3>

7 KB (1,041 words) - 12:46, 26 March 2021
BCBS 165
'''BCBS 165''' is a document published by the [[Basel Committee on Banking Supervision]] on December 2009 in the [[:Category:BCBS <p>The Basel Committee on Banking Supervision has issued for consultation a package of p

6 KB (943 words) - 11:44, 26 March 2021
BCBS 292
'''BCBS 292''' is a document published by the [[Basel Committee on Banking Supervision]] on October 2014 in the [[:Category:BCBS ...ii) change management; (iii) operational risk appetite and tolerance; and (iv) disclosure.</p>

3 KB (378 words) - 09:54, 29 September 2021
BCBS 31
'''BCBS 31''' is a document published by the [[Basel Committee on Banking Supervision]] on October 1997 in the [[:Category:BCBS ...issues that need to be addressed to resolve the problem successfully; and (iv) identify how bank supervisors can help assure success. A more technical an

3 KB (375 words) - 11:46, 26 March 2021
BCBS 54
'''BCBS 54''' is a document published by the [[Basel Committee on Banking Supervision]] on July 1999 in the [[:Category:BCBS Ris ...ese risks and that they are adequately compensated for risks incurred. The Basel Committee is issuing this document in order to encourage banking supervisor

7 KB (1,075 words) - 11:46, 26 March 2021
BCBS 75
'''BCBS 75''' is a document published by the [[Basel Committee on Banking Supervision]] on September 2000 in the [[:Category:BCB ...ese risks and that they are adequately compensated for risks incurred. The Basel Committee is issuing this document in order to encourage banking supervisor

7 KB (1,103 words) - 11:46, 26 March 2021
BCBS C122
'''BCBS C122''' is a document published by the [[Basel Committee on Banking Supervision]] on March 1982 in the [[:Category:BCBS Su ...y exposure; and Part III with the control of banks' country exposure. Part IV sets out the Committee's views about the role of supervisors in monitoring

3 KB (381 words) - 11:47, 26 March 2021
BCBS D327
'''BCBS D327''' is a document published by the [[Basel Committee on Banking Supervision]] on July 2015 in the [[:Category:BCBS Lev ''Frequently asked questions on the Basel III leverage ratio framework''.

3 KB (378 words) - 11:47, 26 March 2021