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• BCBS D325
  ...tory capital standard; (ii) align the capital standard with the fair value measurement of CVA employed under various accounting regimes; and (iii) ensure consiste ...y a bank from the deterioration in a counterparty's creditworthiness. This capital treatment addresses any variability in CVA that arises due to changes in cr
  4 KB (561 words) - 11:47, 26 March 2021
• BCBS D350
  ...ulatory capital requirements on expected loss provisioning under the Basel capital framework.</p> ...ure. The bank risk management function's involvement in the assessment and measurement of accounting ECL is essential to ensuring adequate allowances in accordanc
  3 KB (471 words) - 11:47, 26 March 2021
• BCBS D355
  ''Standardised Measurement Approach for operational risk - consultative document''. ...s to the framework, which emerged from the Committee's broad review of the capital framework.</p>
  3 KB (412 words) - 11:48, 26 March 2021
• BCBS D365
  ...e leverage ratio framework is critical and complementary to the risk-based capital framework and that a credible leverage ratio is one that ensures broad and <li> <p>measurement of derivative exposures;</p> </li>
  3 KB (503 words) - 11:48, 26 March 2021
• BCBS D368
  ...sk</em>, which set out supervisory expectations for banks' identification, measurement, monitoring and control of IRRBB as well as its supervision. The key enhanc ...y behavioural and modelling assumptions to be considered by banks in their measurement of IRRBB;</li>
  3 KB (450 words) - 12:21, 16 September 2021
• BCBS D436
  ''Revisions to the minimum capital requirements for market risk - consultative document, March 2018''. ...the Basel Committee on Banking Supervision published the standard Minimum capital requirements for market risk.</p>
  3 KB (440 words) - 11:49, 26 March 2021
• BCBS D451
  ...ng gaming and model risk across both internal models and standardised risk measurement approaches. By design, the leverage ratio does not differentiate risk acros ...both to prevent excessive leverage and improve the quality and quantity of capital in the banking system and to promote central clearing of standardised deriv
  4 KB (536 words) - 11:49, 26 March 2021
• BCBS D467
  ...asuring counterparty credit risk exposures (SA-CCR) as used for risk-based capital requirements. This treatment will permit both cash and non-cash forms of se ...version of the leverage ratio standard that serves as the Pillar 1 minimum capital requirement as of 1 January 2022.</p>
  3 KB (479 words) - 11:49, 26 March 2021
• BCBS D502
  ...erwhelmingly large share of members have conducted research related to the measurement of climate-related financial risks, while a number of members identified op ...yet considered factoring, the mitigation of such risks into the prudential capital framework.</li>
  2 KB (350 words) - 11:49, 26 March 2021
• BCBS JOINT2
  <p><strong>Capital Adequacy Principles:</strong><br/>Compendium (PDF): Pages 9-28 | PDF Feb 19 ...ines measurement techniques and principles to facilitate the assessment of capital adequacy on a group-wide basis for financial conglomerates. This paper was
  7 KB (956 words) - 11:50, 26 March 2021
• BCBS JOINT31
  ...tely high qualitative and quantitative standards, including provisions and capital requirements for expected and unexpected increases in life expectancy.</li>
  5 KB (643 words) - 13:09, 16 April 2021
• BCBS JOINT34
  ...tely high qualitative and quantitative standards, including provisions and capital requirements for expected and unexpected increases in life expectancy.</li>
  5 KB (691 words) - 13:10, 16 April 2021
• BCBS JOINT6
  ...er 2001 Joint Forum paper) that compared approaches to risk management and capital regulation across the sectors.</p> ...rive operational risk management, including regulatory requirements (e.g., capital), the trade-off between risk and return, and the importance of mitigating t
  6 KB (929 words) - 11:50, 26 March 2021
• BCBS NL7
  ...f paragraph 669(b) of International Convergence of Capital Measurement and Capital Standards: A Revised Framework (Basel II Framework).</p>
  2 KB (259 words) - 11:50, 26 March 2021
• BCBS WP14
  ...r key drivers of credit risk as primary inputs to their minimum regulatory capital calculation, subject to meeting certain conditions and to explicit supervis ...visors to assess the soundness and appropriateness of internal credit risk measurement and management systems, the development of methodologies for validating ext
  4 KB (671 words) - 11:50, 26 March 2021
• BCBS WP16
  * Keywords: [[Credit Risk Measurement]], [[Economic Capital]], [[Credit Risk]], [[Market Risk]]
  2 KB (292 words) - 11:50, 26 March 2021
• BCBS WP19
  ''Messages from the academic literature on risk measurement for the trading book''. * Keywords: [[Trading Book]], [[Value At Risk]], [[Bank Capital]], [[Stress Testing]], [[Market Risk]], [[VAR]]
  2 KB (297 words) - 11:50, 26 March 2021
• BCBS WP2
  ...ice of supervisors, banks and ratings agencies in the area of country risk measurement and management that have already taken place in reaction to the crisis. How
  3 KB (372 words) - 11:50, 26 March 2021
• Riskwashing
  ...es<ref>Sustainability Improvement Loans: a risk-based approach to changing capital requirements in favour of sustainability outcomes, Jakob Thomä, Ben Caldec * In [[Risk Measurement]], avoid the unbiased quantification for the risks to an organization is f
  1 KB (204 words) - 11:49, 11 May 2021
• List of ESG Factors
  ! Measurement ! Measurement
  18 KB (2,504 words) - 12:08, 11 March 2024

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