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BCBS 24
''Amendment to the Capital Accord to incorporate market risks''. ...three-part package of documents issued by the Basle Committee to amend the Capital Accord of July 1988 to take account of market risks.

2 KB (276 words) - 11:45, 26 March 2021
Project Finance
...ne or more sponsoring firms) for the purpose of financing a single purpose capital asset, usually with a limited life. ...sectors (see list) that might be hard to finance in traditional Banking or Capital Markets

4 KB (633 words) - 13:56, 15 June 2023
IRRBB
...are key factors taken into account by supervisors when evaluating banks ́ capital adequacy under the [[SREP]]<ref>Basel Committee on Banking Supervision, "Ov ...osure and outlier identification purposes, while insisting on the internal measurement systems for risk management and the [[ICAAP]].

3 KB (359 words) - 14:21, 5 February 2020
BCBS 34
A. Capital Adequacy Principles paper B. Supplement to the Capital Adequacy Principles paper

7 KB (1,036 words) - 11:46, 26 March 2021
BCBS 258
...These measures include the introduction of a leverage ratio, an additional capital surcharge for global systemically important banks (G-SIBs), a proposed fram ...n over time as risk coverage has been expanded and more sophisticated risk measurement methodologies have been introduced.

5 KB (796 words) - 11:45, 26 March 2021
BCBS 106
''Principles for the home-host recognition of AMA operational risk capital''. ...a group-wide AMA capital requirement might calculate the operational risk capital requirements of its subsidiaries.

5 KB (657 words) - 11:39, 26 March 2021
BCBS 107
''International Convergence of Capital Measurement and Capital Standards - A Revised Framework''. ...at were not revised during the Basel II process, the 1996 Amendment to the Capital Accord to Incorporate Market Risks, and the 2005 paper on The Application o

20 KB (3,034 words) - 11:39, 26 March 2021
BCBS 109
...blished the document "International Convergence of Capital Measurement and Capital Standards, a Revised Framework" (widely known as Basel II). While this revi ...so ensure that banks that do not implement Basel II are subject to prudent capital regulation and sound accounting and provisioning policies.

5 KB (748 words) - 11:39, 26 March 2021
BCBS 11 B
...rest rate risk do not involve capital charges because they adress only teh measurement of interst rate risk.

2 KB (289 words) - 11:39, 26 March 2021
BCBS 111
...em>, including the June 2004 Basel II Framework, the 1996 Amendment to the Capital Accord to Incorporate Market Risks, and the 2005 paper on The Application o ...Framework describes a more comprehensive measure and minimum standard for capital adequacy that national supervisory authorities represented on the BCBS are

7 KB (1,008 words) - 11:43, 26 March 2021
BCBS 112
...implementation of the International Convergence of Capital Measurement and Capital Standards: A Revised Framework (hereafter the Revised Framework), especiall ...nt Group deemed it appropriate to review the risk-sensitivity and level of capital required under the current trading book regime. In this survey, special emp

6 KB (842 words) - 11:43, 26 March 2021
BCBS 114
...ound risk management and controls and maintain the integrity of regulatory capital measures. ...option when assessing the adequacy of bank risk management and regulatory capital.</li>

3 KB (504 words) - 11:43, 26 March 2021
BCBS 115
...he quantification of loss-given-default (LGD) parameters used for Pillar 1 capital calculations. In particular, the Committee was asked to further elaborate o ...etween default rates and recovery rates are reflected in internal economic capital models varies considerably across institutions.

6 KB (813 words) - 11:43, 26 March 2021
BCBS 116
...were not revised during the Basel II process and the 1996 Amendment to the Capital Accord to Incorporate Market Risks. ...Framework2 describes a more comprehensive measure and minimum standard for capital adequacy that national supervisory authorities represented on the BCBS are

6 KB (932 words) - 11:43, 26 March 2021
BCBS 118
''International Convergence of Capital Measurement and Capital Standards - A Revised Framework''. ...at were not revised during the Basel II process, the 1996 Amendment to the Capital Accord to Incorporate Market Risks, and the 2005 paper on the Application o

19 KB (2,931 words) - 12:29, 26 March 2021
BCBS 119
''Amendment to the Capital Accord to incorporate market risks''. ...ensive version of International Convergence of Capital Measurement and Capital Standards: A Revised Framework, including the June 2004 Basel II Frame

3 KB (453 words) - 11:43, 26 March 2021
BCBS 121
...data and processes may be used for credit risk assessment, accounting and capital adequacy purposes and highlights provisioning concepts that are consistent ...n assessing the adequacy of a bank's credit risk assessment and regulatory capital. </li>

7 KB (1,077 words) - 11:43, 26 March 2021
BCBS 126
...ing credit risk, accounting for loan impairment and determining regulatory capital requirements. The guidance supersedes Sound practices for loan accounting a ...ment and reasonable estimates are an essential part of the recognition and measurement of loan losses.</li>

4 KB (589 words) - 11:43, 26 March 2021
BCBS 128
''International Convergence of Capital Measurement and Capital Standards: A Revised Framework - Comprehensive Version''. ...05 paper on Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework. No new elements have been introduced in thi

3 KB (386 words) - 14:45, 9 April 2021
BCBS 131
''Observed range of practice in key elements of Advanced Measurement Approaches (AMA)''. ...ents of Basel II1 , particularly as they relate to the Advanced Measurement Approaches (AMA). The AIGOR has been specifically mandated to, among other

7 KB (1,148 words) - 11:43, 26 March 2021