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BCBS 184
''Operational Risk - Supervisory Guidelines for the Advanced Measurement Approaches - consultative document''. ...sk and Operational Risk - Supervisory Guidelines for the Advanced Measurement Approaches.

3 KB (385 words) - 11:44, 26 March 2021
BCBS 188
''Basel III: International framework for liquidity risk measurement, standards and monitoring''. ...es text, which presents the details of global regulatory standards on bank capital adequacy and liquidity agreed by the Governors and Heads of Supervision, an

9 KB (1,428 words) - 11:44, 26 March 2021
BCBS 193
...banks may be allowed by their supervisor to calculate a comprehensive risk capital charge subject to strict qualitative minimum requirements as well as stress ...t-risk requirement will also help reduce the procyclicality of the minimum capital requirements for market risk.

4 KB (631 words) - 11:44, 26 March 2021
BCBS 196
''Operational Risk - Supervisory Guidelines for the Advanced measurement Approaches''. ...l Risk and Operational Risk - Supervisory Guidelines for the Advanced Measurement Approaches.

2 KB (317 words) - 11:44, 26 March 2021
BCBS 203
...he status of domestic rule-making processes to ensure that the Committee's capital standards are transformed into national law or regulation according to the ...ential or level playing field concerns. The framework will also review the measurement of risk-weighted assets in both the banking book and the trading book to en

3 KB (427 words) - 11:44, 26 March 2021
BCBS 208
...risk framework ("the Revisions") and the Guidelines for computing capital for incremental risk in the trading book ("the IRC Guidelines"). Updat ...ment refer to the International convergence of capital measurement and capital standards: A revised framework, comprehensive version, June 2006, as a

3 KB (381 words) - 11:44, 26 March 2021
BCBS 253
''Capital treatment of bank exposures to central counterparties - consultative docume ...exposures to CCPs, exposures which had previously attracted no regulatory capital charge.

4 KB (586 words) - 11:45, 26 March 2021
BCBS 265
...has today issued a second consultative paper on the fundamental review of capital requirements for the trading book. The paper comprises a detailed set of pr ...of designing a new regulatory framework that addresses weaknesses in risk measurement under the current internal models-based and standardised approaches, with a

5 KB (782 words) - 13:07, 16 April 2021
BCBS 286
...tio's denominator (ie RWA) and to assess more effectively a bank's overall capital adequacy. The disclosures are also a particular response to concerns about

3 KB (483 words) - 11:45, 26 March 2021
BCBS 3 A
...Supervision]] on December 1987 in the [[:Category:BCBS Bank Capital | Bank Capital]] category. ''Consultative Document - Proposals for International Convergence of capital measurement and standards''.

2 KB (336 words) - 11:46, 26 March 2021
BCBS 4 A
...ing Supervision]] on July 1988 in the [[:Category:BCBS Bank Capital | Bank Capital]] category. ''International convergence of capital measurement and capital standards''.

2 KB (355 words) - 11:46, 26 March 2021
BCBS 43
...ks, banking supervisors and accounting standard-setters on recognition and measurement of loans, establishment of loan loss allowances, credit risk disclosure and ...tly affect the accuracy of financial and supervisory reporting and related capital calculations. Moreover, sound accounting and disclosure practices are essen

4 KB (610 words) - 11:46, 26 March 2021
BCBS 47
...cess, the Joint Forum conducted practical testing exercises on its work on capital adequacy and considered further the practical issues involved in the identi A. Capital Adequacy Principles

10 KB (1,422 words) - 11:46, 26 March 2021
BCBS 49
...es in overcoming these hurdles in the timescale envisaged for amending the Capital Accord.

3 KB (428 words) - 11:46, 26 March 2021
BCBS 50
''A New Capital Adequacy Framework''. ...lace the 1988 Accord (International Convergence of Capital Measurement and Capital Standards, July 1988) The Committee seeks views on its proposed approaches

2 KB (322 words) - 11:46, 26 March 2021
BCBS 52
...me cases, exposures to a single counterparty in excess of an institution's capital. ...te policies, procedures and settlement exposure limits. FX settlement risk measurement systems should provide appropriate and realistic estimates of settlement ex

4 KB (546 words) - 12:16, 7 September 2021
BCBS 54
...or and control credit risk as well as to determine that they hold adequate capital against these risks and that they are adequately compensated for risks incu ...-granting process; (iii) maintaining an appropriate credit administration, measurement and monitoring process; and (iv) ensuring adequate controls over credit ris

7 KB (1,075 words) - 11:46, 26 March 2021
BCBS 55
...ment provides guidance to banks and banking supervisors on recognition and measurement of loans, establishment of loan loss allowances, credit risk disclosure and ...tly affect the accuracy of financial and supervisory reporting and related capital calculations. Moreover, sound accounting and disclosure practices are essen

4 KB (641 words) - 11:46, 26 March 2021
BCBS 57
''Performance of Models-Based Capital Charges for Market Risk: 1 July-31 December 1998''. ...ng the robustness of the models. Nevertheless, it should be noted that the capital charge under the internal models approach provided an adequate buffer again

3 KB (382 words) - 11:46, 26 March 2021
BCBS 66
...e hopes that banks will further refine internal credit risk management and measurement techniques. ...ing an evolutionary structure that moves rapidly toward basing credit risk capital requirements on a bank's internal ratings to the extent that current bank a

6 KB (885 words) - 11:46, 26 March 2021