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BIS Document Topics
* [[:Category:BCBS Supervision | Supervision]] * [[:Category:BCBS Liquidity Risk | Liquidity Risk]]

2 KB (198 words) - 16:07, 11 February 2024
SREP
...arrangements, strategies, processes and mechanisms as well as capital and liquidity to ensure a sound management and coverage of their risks. ...scribed as the supervisory review process. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2

8 KB (1,117 words) - 15:00, 5 February 2020
CAMELS Rating Model
* [[Liquidity Risk | Adequacy of '''L'''iquidity]] ...y, and risk profile. These financial institutions require more than normal supervision, which may include formal or informal enforcement actions. Failure of the i

7 KB (1,016 words) - 19:14, 21 December 2020
Non-Performing Loan Valuation
NPL assets are [[Liquidity Risk | illiquid assets]] held by banks or other credit granting institution ...pervision.europa.eu/ecb/pub/pdf/ssm.npl_addendum_201803.en.pdf ECB Banking Supervision Site]

16 KB (2,148 words) - 11:27, 18 October 2020
Business Model Analysis
...(BMA) in the banking sector aims to assess<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2 ...ding structure, assets and liabilities, and the trends in its solvency and liquidity positions. Furthermore, supervisors should consider the risk appetite of th

4 KB (541 words) - 14:11, 5 February 2020
BCBS 258
'''BCBS 258''' is a document published by the [[Basel Committee on Banking Supervision]] on July 2013 in the [[:Category:BCBS Basel III | Basel III]] category. ...posed framework for measuring and controlling large exposures, and minimum liquidity and funding standards. The Committee has also introduced a comprehensive re

5 KB (796 words) - 11:45, 26 March 2021
BCBS WP25
...ing Supervision]] on October 2013 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Literature review of factors relating to liquidity stress - extended version''.

2 KB (266 words) - 11:50, 26 March 2021
BCBS JOINT29
...CBS JOINT29''' is a document published by the [[Basel Committee on Banking Supervision]] on September 2012 in the [[:Category:BCBS Financial Conglomerates | Finan ''Principles for the supervision of financial conglomerates - Final report''.

6 KB (841 words) - 11:50, 26 March 2021
BCBS 0 E
...Banking Supervision]] on August 1980 in the [[:Category:BCBS Supervision | Supervision]] category. ''Supervision Of Banks ' Foreign Exchange Positions''.

3 KB (472 words) - 11:39, 26 March 2021
BCBS 136
...nking Supervision]] on February 2008 in the [[:Category:BCBS Supervision | Supervision]] category. ''Liquidity Risk: Management and Supervisory Challenges''.

3 KB (487 words) - 11:43, 26 March 2021
BCBS 138
...n Banking Supervision]] on June 2008 in the [[:Category:BCBS Supervision | Supervision]] category. ''Principles for Sound Liquidity Risk Management and Supervision''.

5 KB (745 words) - 11:43, 26 March 2021
BCBS 141
...n Banking Supervision]] on July 2008 in the [[:Category:BCBS Supervision | Supervision]] category. ...credit migrations combined with widening of credit spreads and the loss of liquidity, applying an incremental risk charge covering default risk only would not a

5 KB (720 words) - 11:43, 26 March 2021
BCBS 144
...king Supervision]] on September 2008 in the [[:Category:BCBS Supervision | Supervision]] category. ''Principles for Sound Liquidity Risk Management and Supervision''.

6 KB (931 words) - 11:43, 26 March 2021
BCBS 147
...anking Supervision]] on January 2009 in the [[:Category:BCBS Supervision | Supervision]] category. ''Principles for sound stress testing practices and supervision''.

3 KB (401 words) - 11:43, 26 March 2021
BCBS 149
...anking Supervision]] on January 2009 in the [[:Category:BCBS Supervision | Supervision]] category. ...-year capital horizon at a 99.9% confidence level, taking into account the liquidity horizons of individual positions or sets of positions. For securitised prod

3 KB (364 words) - 11:43, 26 March 2021
BCBS 150
...anking Supervision]] on January 2009 in the [[:Category:BCBS Supervision | Supervision]] category. ...) conduits by eliminating the distinction between short-term and long-term liquidity facilities.</p>

7 KB (993 words) - 11:43, 26 March 2021
BCBS 155
...on Banking Supervision]] on May 2009 in the [[:Category:BCBS Supervision | Supervision]] category. ''Principles for sound stress testing practices and supervision''.

2 KB (311 words) - 11:44, 26 March 2021
BCBS 159
...n Banking Supervision]] on July 2009 in the [[:Category:BCBS Supervision | Supervision]] category. ...credit migrations combined with widening of credit spreads and the loss of liquidity, applying an incremental risk charge covering default risk only would not a

7 KB (1,041 words) - 12:46, 26 March 2021
BCBS 164
'''BCBS 164''' is a document published by the [[Basel Committee on Banking Supervision]] on December 2009 in the [[:Category:BCBS Macroprudential | Macroprudentia ...d for consultation a package of proposals to strengthen global capital and liquidity regulations with the goal of promoting a more resilient banking sector.</p>

11 KB (1,648 words) - 11:44, 26 March 2021
BCBS 165
...ng Supervision]] on December 2009 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''International framework for liquidity risk measurement, standards and monitoring – consultative document''.

6 KB (943 words) - 11:44, 26 March 2021