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ASRF model
...s follows<ref>[http://www.bis.org/publ/bcbs118.htm Basel II: International Convergence of Capital Measurement and Capital Standards: a Revised Framework (BCBS) (N ...follows:<ref>[http://www.bis.org/publ/bcbs118.htm Basel II: International Convergence of Capital Measurement and Capital Standards: a Revised Framework (BCBS) (N

5 KB (696 words) - 12:30, 26 March 2021
Effective Maturity
...asel II]] Pillar I Capital Requirements Regulation<ref>BCBS: International Convergence of Capital Measurement and Capital Standards</ref>

1 KB (191 words) - 13:00, 22 May 2017
Expected Loss
...y Expected Loss]] under the Basel II/III standards<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 2006</ref>

3 KB (509 words) - 10:19, 14 May 2021
General Provisions
...he possibility of credit losses not yet identified<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 2006</ref>

1 KB (201 words) - 14:07, 8 October 2018
Total Eligibile Provisions
...ons may include any discounts on defaulted assets.<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 2006</ref>

2 KB (229 words) - 14:11, 8 October 2018
Regulatory Expected Loss
...ric introduced by the Basel II regulatory standard<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 2006</ref>. It denotes the ra

2 KB (266 words) - 10:18, 14 May 2021
Specific Provisions
...entified in connection with specific credit assets<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 2006</ref>

406 bytes (48 words) - 14:11, 8 October 2018
1-year Probability of Default
...ric introduced by the Basel II regulatory standard<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 2006</ref>

376 bytes (50 words) - 17:07, 2 June 2017
Project Finance
...ject’s assets.<ref>Basel Committee on Banking Supervision, International Convergence of Capital Measurement and Capital Standards ("Basel II")”, November 2005

4 KB (633 words) - 13:56, 15 June 2023
BCBS 107
''International Convergence of Capital Measurement and Capital Standards - A Revised Framework''. ...nt has been incorporated in the comprehensive version of International Convergence of Capital Measurement and Capital Standards: A Revised Framework, inc

20 KB (3,034 words) - 11:39, 26 March 2021
BCBS 109
...justify">In June 2004, the Committee published the document "International Convergence of Capital Measurement and Capital Standards, a Revised Framework" (widely ...is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original

5 KB (748 words) - 11:39, 26 March 2021
BCBS 111
...nt has been incorporated in the comprehensive version of International Convergence of Capital Measurement and Capital Standards: A Revised Framework, inc ...stone in the publication of an agreed text in June 2004. The International Convergence of Capital Measurement and Capital Standards: a Revised Framework describes

7 KB (1,008 words) - 11:43, 26 March 2021
BCBS 112
...n aspects of the trading book. Indeed, in the process of revising the 1988 international solvency standards, the BCBS focused mainly on the assessment of credit and ...is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original

6 KB (842 words) - 11:43, 26 March 2021
BCBS 115
Following publication of "International Convergence of Capital Measurement and Capital Standards: A Revised Framework" (the Bas ...is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original

6 KB (813 words) - 11:43, 26 March 2021
BCBS 116
...nt has been incorporated in the comprehensive version of International Convergence of Capital Measurement and Capital Standards: A Revised Framework, inc ...stone in the publication of an agreed text in June 2004. The International Convergence of Capital Measurement and Capital Standards: a Revised Framework2 describe

6 KB (932 words) - 11:43, 26 March 2021
BCBS 118
''International Convergence of Capital Measurement and Capital Standards - A Revised Framework''. Note: A comprehensive version of International Convergence of Capital Measurement and Capital Standards: A Revised Framework is n

19 KB (2,931 words) - 12:29, 26 March 2021
BCBS 119
...nt has been incorporated in the comprehensive version of International Convergence of Capital Measurement and Capital Standards: A Revised Framework, inc ...which was prepared by a joint working group of the Basel Committee and the International Organization of Securities Commissions (IOSCO), sets forth capital requirem

3 KB (453 words) - 11:43, 26 March 2021
BCBS 128
''International Convergence of Capital Measurement and Capital Standards: A Revised Framework - Compreh ...orate Market Risks, and the November 2005 paper on Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework. No new e

3 KB (386 words) - 14:45, 9 April 2021
BCBS 131
...banks operating in AIGOR member countries. As such, the paper provides the international community of bank supervisors a means of framing the discussion of acceptab ...geably in this paper, refer to the Basel Committee paper International Convergence of Capital Measurement and Capital Standards: A Revised Framework 

7 KB (1,148 words) - 11:43, 26 March 2021
BCBS 169
...fective cross-border crisis management. The scope, scale and complexity of international financial transactions expanded at an unprecedented pace in the years prece <li>Recommendation 3: Convergence of national resolution measures</li>

4 KB (549 words) - 11:44, 26 March 2021