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...course/view.php?id=67 Processing Mortgage Data Using Awk and Pandas - Part 2, Performing Book] ...w.openriskacademy.com/course/view.php?id=28 Credit Concentration in the UK Pillar II]

19 KB (2,486 words) - 19:41, 23 April 2024
Large Exposures Framework
In particular, the minimum capital requirements (Pillar 1) of the Basel capital framework implicitly assume that a bank holds infin ...gh through the supervisory review process (SREP) and the Basel II (Pillar 2) concentration risk adjustments could be made to mitigate this risk, these

4 KB (660 words) - 14:25, 27 May 2019
Risk Appetite
...appetite.<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> This is in pa [[Category:Pillar II]]

3 KB (475 words) - 11:13, 16 November 2021
ICAAP
...roduced through the set of regulatory reforms denoted as Basel II. Under [[Pillar II]], regulated financial firms are expected to establish sound, effective ...he Banks’ ICAAPs are often the starting point for developing supervisory Pillar II expectations.

3 KB (369 words) - 12:39, 25 September 2020
Risk Measurement
...versight. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> [[Category:Pillar II]]

1 KB (169 words) - 14:04, 11 March 2024
ICAAP versus SREP
In addition, Pillar 2 of the framework introduced the ''Supervisory Review and Evaluation Process [[Category:Pillar II]]

825 bytes (122 words) - 11:58, 27 March 2019
Risk Aggregation
...ternal Capital Adequacy Assessment Process ([[ICAAP]]) required for Pillar 2 of the Basel II framework

1 KB (164 words) - 19:25, 5 October 2019
SREP
...process. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> Some jurisdictions have a concept of binding and non-binding Pillar II expectations:

8 KB (1,117 words) - 15:00, 5 February 2020
Concentration Risk
...ion risk. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> ...quantitative method, which is applied automatically and translated into a Pillar II capital expectation

4 KB (601 words) - 11:01, 24 September 2020
IFRS 9 versus IRB Models
Both [[IFRS 9]] and Regulatory [[Pillar I | Internal Rating Based]] frameworks require the use of quantitative [[Cr ...e based on a [[12-month Expected Credit Losses | 12-month horizon]]. Stage 2 and stage 3 allowances are based on lifetime expected losses.

2 KB (250 words) - 14:14, 29 March 2021
Climate-Related Risk
...rameworks.<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> Some supervis [[Category:Pillar II]]

3 KB (484 words) - 15:10, 22 March 2021
Material Risk
...rial risks<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> [[Category:Pillar II]]

1 KB (167 words) - 22:28, 6 September 2021
Pillar II
...se risks. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> By construction, Pillar II is intended to be flexible and to accommodate each jurisdiction’s spec

717 bytes (95 words) - 12:02, 5 February 2020
Business Model Analysis
...to assess<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref>: [[Category:Pillar II]]

4 KB (541 words) - 14:11, 5 February 2020
Bank Profitability
...to peers.<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> [[Category:Pillar II]]

847 bytes (113 words) - 14:07, 5 February 2020
IRRBB
...e [[SREP]]<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> [[Category:Pillar II]]

3 KB (359 words) - 14:21, 5 February 2020
Prompt Corrective Action Framework
...s stronger<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref>. [[Category:Pillar II]]

2 KB (286 words) - 15:05, 5 February 2020
Pillar II Glossary
== Pillar II Glossary == ...eveloped. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref>

3 KB (460 words) - 15:13, 5 February 2020
BCBS 100
...assessment. In addition, there may need to be some coordination regarding Pillar 3 requirements. Consequently, the Basel Committee encourages supervisors to ...IRB, AMA) under Pillar 1; (2) the supervisory review process under Pillar 2; and (3) ongoing assessments to verify that banking groups are applying the

4 KB (603 words) - 11:39, 26 March 2021
BCBS 107
<p align="justify">2. The Committee expects its members to move forward with the appropriate ado ...upplementary measure may be more binding. More generally, under the second pillar, supervisors should expect banks to operate above minimum regulatory capita

20 KB (3,034 words) - 11:39, 26 March 2021