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• Large Exposures Framework
  The Large Exposures Framework is a BIS [[Limit framework]] for measuring and controlling large credit exposures proposed in March 20 The Basel Committee issued its first guidance on credit exposures in 1991.
  4 KB (660 words) - 14:25, 27 May 2019
• Exposure
  ...s for the assets, off-balance sheet items or other financial positions the framework seeks to limit or manage. The precise definition of the exposure relevant t ...arameters]] identified and required for implementation of the [[Basel II]] framework. This key metric is the so called [[Exposure At Default]].
  4 KB (535 words) - 17:54, 10 August 2021
• Basel II
  ...wing the [[Lessons Learned from the Great Financial Crisis]] replaced by [[Basel III]] [[category:BCBS Basel II]]
  425 bytes (52 words) - 12:14, 31 March 2021
• AMA Models
  ...surement Approach]] (AMA), one of the possible options under the Basel<ref>Basel II Accord, 2006</ref> regulatory standard for the measurement and capitalis Under Basel II, regulated financial services firms are allowed (subject to approval) to
  2 KB (238 words) - 14:34, 19 November 2019
• Basel II Models
  ...Capital]] (Pillar I) calculations, first introduced under the [[Basel II]] framework. * [[Basel II Advanced IRB Capital Model]]
  678 bytes (92 words) - 12:15, 31 March 2021
• Low Default Portfolios
  ...BCBS Newsletter 6, WP Validation of low-default portfolios in the Basel II Framework, September 2005 </ref>
  1 KB (185 words) - 17:22, 3 November 2019
• Basel II Advanced IRB Capital Model
  ...it refers to a set of credit risk measurement techniques proposed under [[Basel II]] [[capital adequacy]] rules for banking institutions. ...to. This characteristic has been deemed vital in order to make the new IRB framework applicable to a wider range of countries and institutions (as it considerab
  7 KB (1,023 words) - 12:30, 26 March 2021
• Risk Appetite
  == Risk Appetite Framework == ...re "risk appetite" are usually denoted collectively as the [[Risk Appetite Framework]] (RAF).
  3 KB (475 words) - 11:13, 16 November 2021
• ICAAP
  ...egulated financial institutions in compliance with the Basel II regulatory framework. ...nd process was introduced through the set of regulatory reforms denoted as Basel II. Under [[Pillar II]], regulated financial firms are expected to establis
  3 KB (369 words) - 12:39, 25 September 2020
• ASRF model
  ...model) is a simplified [[Credit Portfolio]] risk model that underpins the Basel II capital requirements ...tional Convergence of Capital Measurement and Capital Standards: a Revised Framework (BCBS) (November 2005 Revision)], Paragraph 272</ref>
  5 KB (696 words) - 12:30, 26 March 2021
• Risk Taxonomy
  ...completeness in the coverage of risks (informing the organizational [[Risk Framework]]) * Help risk managers with [[Risk Identification]] by providing an analytic framework
  8 KB (1,110 words) - 16:01, 16 January 2023
• Basel I
  ...[Regulatory Framework]] applicable before the 2005/2006 introduction of ([[Basel II]]). [[category:BCBS Basel I]]
  285 bytes (32 words) - 12:19, 31 March 2021
• Risk-weighted asset
  ...A) is terminology introduced by the [[Basel II]] and subsequent regulatory framework.
  158 bytes (18 words) - 11:40, 26 April 2021
• Credit Exposures
  ...arameters]] identified and required for implementation of the [[Basel II]] framework. This key metric is the so called [[Exposure At Default]].
  442 bytes (66 words) - 00:05, 28 January 2020
• Credit Portfolio Management
  * Help set and monitor [[Limit framework | Limits]] ...stment in measurement / algorithms relevant for CPM has been influenced by Basel II requirements which emphasized individual [[Risk Parameters]] over sector
  7 KB (943 words) - 14:41, 15 November 2021
• Internal Fraud
  ...egulatory frameworks worldwide ([[Basel II]]/[[Basel III]] standards). The Basel II definition states more specifically: ''Losses due to acts of a type inte == Basel Level 2 & 3 Event Type Classification ==
  3 KB (365 words) - 14:13, 4 October 2021
• Retail Deposits
  * [http://www.bis.org/publ/bcbs188.pdf Basel III Liquidity Framework]
  1 KB (167 words) - 17:09, 29 September 2021
• External Fraud
  ...al Fraud is a recognized risk category in regulatory frameworks worldwide (Basel II/III standards). The precise Basel definition of external fraud reads: ''Losses due to acts of a type intended
  3 KB (372 words) - 15:27, 8 February 2020
• Employment Practices
  ...category in regulatory frameworks worldwide (Basel standards). The precise Basel II definition is: ''Losses arising from acts inconsistent with employment, == Basel Level 2 & 3 Event Type Classification ==
  2 KB (270 words) - 11:49, 22 June 2021
• Credit Cards
  * For Basel II purposes Credit Cards classify as [[Revolving Credit]] ...ontract is a [[Natural Person]]. Correspondingly the obligations and legal framework that is applicable in such a case is determined by the laws governing the r
  2 KB (317 words) - 15:14, 24 February 2020
• Exposure At Default
  ...ric]] that has become prominent since the introduction of the [[Basel II]] framework where it plays the role of one the key [[Risk Parameters]] used to determin
  1 KB (173 words) - 19:57, 24 October 2018
• Business Execution
  ...egory in regulatory frameworks worldwide (Basel II standards). The precise Basel II definition is: "''Losses from failed transaction processing or process m == Basel Level 2 & 3 Event Type Classification ==
  3 KB (348 words) - 14:09, 29 March 2021
• Physical Damage
  It is a recognized risk category in regulatory frameworks worldwide (Basel II standards). == Basel Level 2 & 3 Event Type Classification ==
  2 KB (219 words) - 15:10, 10 August 2021
• Business Disruption
  ...uption is a recognized risk category in regulatory frameworks worldwide ([[Basel II]] standards). === Basel Level 2 & 3 Event Type Classification ===
  2 KB (294 words) - 14:44, 16 March 2020
• Legal Risk
  It is a recognized risk category in regulatory frameworks worldwide (Basel II/III standards) usually denoted as ''Clients, Products and Business Pract == Basel Level 2 & 3 Event Type Classification ==
  2 KB (268 words) - 14:14, 4 October 2021
• Fintech Risk Events
  ...y events according to the globally recognized bank regulatory framework ([[Basel II]]) as listed below: ...'' etc) as an operational risk event. This is because the operational risk framework is primarily meant to help manage / mitigate operational risks, whereas [[B
  9 KB (1,186 words) - 12:35, 11 March 2024
• IFRS 9 Modeling Resources
  | Instructions for Basel III monitoring | Adapting Basel's A-IRB Models for IFRS 9 Purposes
  24 KB (3,113 words) - 16:52, 1 September 2020
• Non-Performing Exposure
  ...counting purpose''s, or as ''defaulted'' in accordance with the regulatory framework. ...defaulted'' under the Basel framework (eg paragraphs 452 and following the Basel II rules text and their subsequent amendments), where applicable
  3 KB (365 words) - 12:30, 16 September 2021
• Delinquency
  * 180 days past due is the threshold used in the Basel II regulatory framework for retail and public sector exposures
  4 KB (582 words) - 15:14, 15 June 2019
• Open Source Risk Management Software
  | Public Sector Credit Framework | A transparent peer-reviewed framework for pricing and risk analysis
  4 KB (551 words) - 13:27, 28 June 2020
• Sound Management of Operational Risk
  ...s a collection of principles that has been developed over the years by the Basel Committee on Banking Supervision<ref>BCBS, Principles for the Sound Managem ...fully integrated into the firms’s overall risk management processes. The Framework for operational risk management chosen by an individual firm will depend on
  4 KB (506 words) - 13:06, 2 April 2019
• Scenario Analysis
  ...tion with external data to evaluate exposures to high-severity events.<ref>Basel II Standard</ref>. Some design elements ...relation assumptions embedded in the bank’s operational risk measurement framework, in particular, to evaluate potential losses arising from multiple simultan
  3 KB (372 words) - 16:16, 11 May 2023
• ICAAP versus SREP
  In the context the Basel II regulatory framework [[ICAAP]] denotes the set of activities and processes that must be undertak In addition, Pillar 2 of the framework introduced the ''Supervisory Review and Evaluation Processes'' ([[SREP]]) d
  825 bytes (122 words) - 11:58, 27 March 2019
• Risk Aggregation
  ...quacy Assessment Process ([[ICAAP]]) required for Pillar 2 of the Basel II framework
  1 KB (164 words) - 19:25, 5 October 2019
• Risk Parameters
  ...ements for [[Credit Risk]] in the [[Basel II]] (and subsequent) regulatory framework (specifically [[Pillar I]]) == List of Basel Risk Parameters ==
  686 bytes (85 words) - 16:53, 1 September 2020
• SREP
  ...cess undertaken by a supervisory authority operating in alignment with the Basel regulatory standards in order to ensure that institutions have adequate arr ...reason, Pillar 2 is also described as the supervisory review process. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review
  8 KB (1,117 words) - 15:00, 5 February 2020
• Concentration Risk
  ...veloped approaches or methodologies for assessing concentration risk. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review ...lan to incorporate concepts from the Basel Committee’s [[Large Exposures Framework]] into the assessment of credit risk concentration. Among supervisors that
  4 KB (601 words) - 11:01, 24 September 2020
• Total Eligibile Provisions
  ...Eligible Provisions''' (TEP) in the context of the Basel II/III regulatory framework are defined as the sum of all provisions (e.g. [[Specific Provisions]], par == Capital Treatment under Basel II/III ==
  2 KB (229 words) - 14:11, 8 October 2018
• EBA 2018 EU-Wide Stress Test
  ...supervisors, banks and other market participants with a common analytical framework to consistently compare and assess the resilience of EU banks and the EU ba * In addition to the [[Basel II Capitalized Risks]] listed above, banks are requested to project the eff
  4 KB (678 words) - 14:10, 17 February 2021
• Unexpected Loss
  ...ted Loss is a formal [[Risk Measure]] that was introduced as part of the [[Basel II]] regulatory reforms. It is used primarily in the context of estimating ...re computed is not consistent (or even explicit) throughout the regulatory framework
  2 KB (232 words) - 13:20, 30 September 2021
• Margin of Conservatism
  ...in the context of the [[Internal Ratings-Based Approach]] option of the [[Basel III]] accord for the calculation of [[Pillar I]] capital requirements. It d ...tments and margin of conservatism. Comprehensive guidance on setting up a framework for assessing Margin of Conservatism in given in <ref>EBA, Guidelines on PD
  9 KB (1,337 words) - 00:44, 14 November 2019
• EU Financial Regulation
  | The applicable capital requirements framework for banking institutions (Basel inspired) ...tps://ec.europa.eu/digital-single-market/en/eu-cybersecurity-certification-framework ENISA]
  11 KB (1,404 words) - 20:56, 27 September 2021
• Downturn LGD
  ...efault]] that is used as [[Risk Parameter]] in the Basel II/III regulatory framework for banks
  6 KB (861 words) - 18:45, 7 November 2019
• FX Lending Risk
  ...sitive credit parameters with one of the capitalization options offered by Basel II will capture the tail risks inherent in an FX lending portfolio. This is
  3 KB (512 words) - 13:04, 16 April 2021
• Risk Horizon
  ...is of residual liability risk expectations at the risk horizon enables the framework to support [[Going Concern Valuation | Going Concern]] Risk Capital analyse ...the 1yr risk horizon embedded in advanced internal rating based models for Basel II/III Regulatory Capital. This choice requires that loss allowance and ECL
  3 KB (467 words) - 19:42, 24 October 2018
• Probability of Default Model
  A '''Probability of Default Model''' (PD Model) is any formal quantification framework that enables the calculation of a [[Probability of Default]] risk measure o ...firms as they are used for the calculation of own funds requirements under Basel III regulation
  6 KB (863 words) - 17:49, 11 October 2019
• Risk Distribution
  ...les are cases where a distribution is used as part of an overall modelling framework (which is multi-dimensional and/or involves time-dependent processes) ...|| Used as a simple model of portfolio loss (also in Basel II as the [[ASRF model]]) ||
  10 KB (1,033 words) - 13:56, 18 October 2021
• Equity Correlation Matrix
  * The selection of a modelling framework: ** A minimal framework focusing on the empirical estimation of correlation via a number of possibl
  11 KB (1,744 words) - 12:13, 10 June 2021
• Economic versus Regulatory Capital
  ...irement under prevailing prudential rules and laws (such as [[Basel II]]/[[Basel III]]) regulations. While the two should in principle converge, a variety o * Simplifications inherent in the regulatory framework
  602 bytes (82 words) - 12:29, 5 February 2020
• BCBS 240
  '''BCBS 240''' is a document published by the [[Basel Committee on Banking Supervision]] on January 2013 in the [[:Category:BCBS ...book. The programme aims to ensure consistent implementation of the Basel framework, which will help strengthen the resilience of the global banking system, ma
  3 KB (400 words) - 11:45, 26 March 2021
• Basel III
  ...]]. The Basel III standard aims to strengthen the requirements from the [[Basel II]] standard, taking into account the experience of the financial crisis. It is a comprehensive set of reform measures, developed by the Basel Committee on the supervision of the financial institutions to strengthen th
  666 bytes (94 words) - 12:15, 31 March 2021
• Pillar I
  '''Pillar I''' is the first pillar of the Basel II/III regulatory framework. [[Category:BCBS Basel II]]
  220 bytes (31 words) - 12:32, 26 March 2021
• Pillar II
  ...[Risk Management]] techniques in monitoring and managing these risks. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review
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• IRRBB
  ...pervisors when evaluating banks ́ capital adequacy under the [[SREP]]<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review ...-based measures, some supervisors require banks to follow the standardised framework set out in the Committee’s standard; however, some supervisors require ba
  3 KB (359 words) - 14:21, 5 February 2020
• Prompt Corrective Action Framework
  ...restore their financial health and make their balance sheets stronger<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review ...s ([[SREP]]). Key indicators used for evaluation and invocation of the PCA framework are
  2 KB (286 words) - 15:05, 5 February 2020
• Pillar II Glossary
  ...exibility. As a result different Pillar II practices have developed. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review ...n Pillar 2 capital expectations, Pillar 1 minimum capital requirements and Basel III buffers. This often has important implications for how automatic constr
  3 KB (460 words) - 15:13, 5 February 2020
• BCBS 34
  '''BCBS 34''' is a document published by the [[Basel Committee on Banking Supervision]] on February 1998 in the [[:Category:BCBS <p>D. Framework for Supervisory Information Sharing paper</p>
  7 KB (1,036 words) - 11:46, 26 March 2021
• BCBS 258
  ...on Banking Supervision]] on July 2013 in the [[:Category:BCBS Basel III | Basel III]] category. ''The regulatory framework: balancing risk sensitivity''.
  5 KB (796 words) - 11:45, 26 March 2021
• Business Continuity versus Business Model Risk
  ...he mitigation of business model risk is much less developed as a practical framework. ...uption is a recognized risk category in regulatory frameworks worldwide ([[Basel II]] standards), with a further subclassification as hardware, software, te
  5 KB (690 words) - 14:30, 4 November 2020
• BCBS 162
  '''BCBS 162''' is a document published by the [[Basel Committee on Banking Supervision]] on September 2009 in the [[:Category:BCB <p>The report prepared by the Cross-border Bank Resolution Group of the Basel Committee sets out ten recommendations that reflect the lessons from the re
  3 KB (416 words) - 11:44, 26 March 2021
• BCBS JOINT29
  '''BCBS JOINT29''' is a document published by the [[Basel Committee on Banking Supervision]] on September 2012 in the [[:Category:BCB ...both policy makers and supervisors highlighting the need for a clear legal framework that provides supervisors with the necessary powers, authority and resource
  6 KB (841 words) - 11:50, 26 March 2021
• BCBS D337
  '''BCBS D337''' is a document published by the [[Basel Committee on Banking Supervision]] on October 2015 in the [[:Category:BCBS ...(RCAP), which is intended to ensure consistent implementation of the Basel framework. This exercise completes the Committee's review of trading-related internal
  3 KB (398 words) - 11:47, 26 March 2021
• BCBS 101
  '''BCBS 101''' is a document published by the [[Basel Committee on Banking Supervision]] on August 2003 in the [[:Category:BCBS R ...solidated know-your-customer (KYC) risk management' is a supplement to the Basel Committee's 'Customer due diligence for banks' issued in October 2001. It e
  4 KB (551 words) - 11:39, 26 March 2021
• BCBS 104
  '''BCBS 104''' is a document published by the [[Basel Committee on Banking Supervision]] on January 2004 in the [[:Category:BCBS ...the capital treatment for expected and unexpected credit losses in the New Basel Accord''.
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• BCBS 105
  '''BCBS 105''' is a document published by the [[Basel Committee on Banking Supervision]] on January 2004 in the [[:Category:BCBS ''Changes to the Securitisation Framework''.
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• BCBS 107
  '''BCBS 107''' is a document published by the [[Basel Committee on Banking Supervision]] on June 2004 in the [[:Category:BCBS Sup ...ional Convergence of Capital Measurement and Capital Standards - A Revised Framework''.
  20 KB (3,034 words) - 11:39, 26 March 2021
• BCBS 108
  '''BCBS 108''' is a document published by the [[Basel Committee on Banking Supervision]] on July 2004 in the [[:Category:BCBS Sup ...its ongoing efforts to address international bank supervisory issues, the Basel Committee on Banking Supervision (the Committee) issued a paper on principl
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• BCBS 109
  '''BCBS 109''' is a document published by the [[Basel Committee on Banking Supervision]] on July 2004 in the [[:Category:BCBS Sup ''Implementation of Basel II: Practical Considerations''.
  5 KB (748 words) - 11:39, 26 March 2021
• BCBS 110
  '''BCBS 110''' is a document published by the [[Basel Committee on Banking Supervision]] on October 2004 in the [[:Category:BCBS <p align="justify">In October 2001, the Basel Committee on Banking Supervision (BCBS) issued Customer due diligence for b
  5 KB (792 words) - 11:43, 26 March 2021
• BCBS 111
  '''BCBS 111''' is a document published by the [[Basel Committee on Banking Supervision]] on April 2005 in the [[:Category:BCBS Ma ''The Application of Basel II to Trading Activities and the Treatment of Double Default Effects''.
  7 KB (1,008 words) - 11:43, 26 March 2021
• BCBS 112
  '''BCBS 112''' is a document published by the [[Basel Committee on Banking Supervision]] on April 2005 in the [[:Category:BCBS Ma ...of issues that needed to be addressed before implementation of the Revised Framework, in order to avoid such distortions and create a level playing field betwee
  6 KB (842 words) - 11:43, 26 March 2021
• BCBS 113
  '''BCBS 113''' is a document published by the [[Basel Committee on Banking Supervision]] on April 2005 in the [[:Category:BCBS Ac ...pervisory issues and enhance sound practices in banking organisations, the Basel Committee on Banking Supervision is issuing this high level paper on compli
  3 KB (376 words) - 14:34, 4 October 2021
• BCBS 115
  '''BCBS 115''' is a document published by the [[Basel Committee on Banking Supervision]] on July 2005 in the [[:Category:BCBS Mar ''Guidance on the estimation of loss given default (Paragraph 468 of the Framework Document)''.
  6 KB (813 words) - 11:43, 26 March 2021
• BCBS 116
  '''BCBS 116''' is a document published by the [[Basel Committee on Banking Supervision]] on July 2005 in the [[:Category:BCBS Ris ''The Application of Basel II to Trading Activities and the Treatment of Double Default Effects''.
  6 KB (932 words) - 11:43, 26 March 2021
• BCBS 118
  ...Banking Supervision]] on November 2005 in the [[:Category:BCBS Basel II | Basel II]] category. ...ional Convergence of Capital Measurement and Capital Standards - A Revised Framework''.
  19 KB (2,931 words) - 12:29, 26 March 2021
• BCBS 119
  '''BCBS 119''' is a document published by the [[Basel Committee on Banking Supervision]] on November 2005 in the [[:Category:BCBS ...vised during the Basel II process and the 2005 paper on The Application of Basel II to Trading Activities and the Treatment of Double Default Effects.</p>
  3 KB (453 words) - 11:43, 26 March 2021
• BCBS 120
  '''BCBS 120''' is a document published by the [[Basel Committee on Banking Supervision]] on November 2005 in the [[:Category:BCBS ''Home-host information sharing for effective Basel II implementation - consultative document''.
  5 KB (700 words) - 11:43, 26 March 2021
• BCBS 121
  '''BCBS 121''' is a document published by the [[Basel Committee on Banking Supervision]] on November 2005 in the [[:Category:BCBS ...nting frameworks. This guidance focuses on policies and practices that the Basel Committee on Banking Supervision believes will promote sound credit risk as
  7 KB (1,077 words) - 11:43, 26 March 2021
• BCBS 122
  '''BCBS 122''' is a document published by the [[Basel Committee on Banking Supervision]] on February 2006 in the [[:Category:BCBS ...ternational financial system and merits targeted supervisory guidance. The Basel Committee on Banking Supervision (the Committee) published guidance in 1999
  4 KB (605 words) - 11:43, 26 March 2021
• BCBS 125
  '''BCBS 125''' is a document published by the [[Basel Committee on Banking Supervision]] on June 2006 in the [[:Category:BCBS Cro ''Home host information sharing for effective Basel II implementation''.
  5 KB (695 words) - 11:43, 26 March 2021
• BCBS 126
  '''BCBS 126''' is a document published by the [[Basel Committee on Banking Supervision]] on June 2006 in the [[:Category:BCBS Sup <p>This paper is being issued by the Basel Committee on Banking Supervision to address how common data and processes r
  4 KB (589 words) - 11:43, 26 March 2021
• BCBS 128
  ...e on Banking Supervision]] on June 2006 in the [[:Category:BCBS Basel II | Basel II]] category. ...tional Convergence of Capital Measurement and Capital Standards: A Revised Framework - Comprehensive Version''.
  3 KB (386 words) - 14:45, 9 April 2021
• BCBS 131
  '''BCBS 131''' is a document published by the [[Basel Committee on Banking Supervision]] on October 2006 in the [[:Category:BCBS ...ce of an operational risk management framework meeting the requirements of Basel II¹ , particularly as they relate to the Advanced Measurement Ap
  7 KB (1,148 words) - 11:43, 26 March 2021
• BCBS 132
  '''BCBS 132''' is a document published by the [[Basel Committee on Banking Supervision]] on September 2006 in the [[:Category:BCB ...tional developments in banking supervision prepared and distributed by the Basel Committee on Banking Supervision in cooperation with other international gr
  3 KB (393 words) - 11:43, 26 March 2021
• BCBS 133
  '''BCBS 133''' is a document published by the [[Basel Committee on Banking Supervision]] on February 2007 in the [[:Category:BCBS ...a supplement to the paper <em>Home-host information sharing for effective Basel II implementation</em> (Home-host paper) as the principles focus specifical
  4 KB (601 words) - 11:43, 26 March 2021
• BCBS 134
  '''BCBS 134''' is a document published by the [[Basel Committee on Banking Supervision]] on October 2007 in the [[:Category:BCBS ...igh-level standards in paragraphs 718(xcii) and 718(xciii) of the Basel II Framework.</p>
  4 KB (627 words) - 11:43, 26 March 2021
• BCBS 135
  '''BCBS 135''' is a document published by the [[Basel Committee on Banking Supervision]] on November 2007 in the [[:Category:BCBS ...a supplement to the paper <em>Home-host information sharing for effective Basel II implementation</em> (Home-host paper) as the principles focus specifical
  4 KB (525 words) - 11:43, 26 March 2021
• BCBS 138
  '''BCBS 138''' is a document published by the [[Basel Committee on Banking Supervision]] on June 2008 in the [[:Category:BCBS Sup <p class="Paragraph"><span>The Basel Committee has published for public comment </span><em><span>Principles for
  5 KB (745 words) - 11:43, 26 March 2021
• BCBS 140
  '''BCBS 140''' is a document published by the [[Basel Committee on Banking Supervision]] on July 2008 in the [[:Category:BCBS Mar ''Proposed revisions to the Basel II market risk framework''.
  5 KB (717 words) - 11:43, 26 March 2021
• BCBS 141
  '''BCBS 141''' is a document published by the [[Basel Committee on Banking Supervision]] on July 2008 in the [[:Category:BCBS Sup ...illiquid products whose risk is not reflected in VaR. In October 2007, the Basel Committee on Banking Supervision (the Committee) released guidelines for co
  5 KB (720 words) - 11:43, 26 March 2021
• BCBS 143
  '''BCBS 143''' is a document published by the [[Basel Committee on Banking Supervision]] on August 2008 in the [[:Category:BCBS R ...o are required under Pillar 2 (supervisory review process) of the Basel II Framework, to review and evaluate banks' internal capital adequacy assessments.</p>
  3 KB (392 words) - 11:43, 26 March 2021
• BCBS 144
  '''BCBS 144''' is a document published by the [[Basel Committee on Banking Supervision]] on September 2008 in the [[:Category:BCB ...ity was plentiful. Many of the most exposed banks did not have an adequate framework that satisfactorily accounted for the liquidity risks posed by individual p
  6 KB (931 words) - 11:43, 26 March 2021
• BCBS 145
  '''BCBS 145''' is a document published by the [[Basel Committee on Banking Supervision]] on November 2008 in the [[:Category:BCBS ...actices through the Pillar 2 supervisory review process under the Basel II Framework.</p>
  3 KB (344 words) - 11:43, 26 March 2021
• BCBS 148
  '''BCBS 148''' is a document published by the [[Basel Committee on Banking Supervision]] on January 2009 in the [[:Category:BCBS ''Revisions to the Basel II market risk framework''.
  3 KB (471 words) - 11:43, 26 March 2021
• BCBS 149
  '''BCBS 149''' is a document published by the [[Basel Committee on Banking Supervision]] on January 2009 in the [[:Category:BCBS ...proposes to supplement the current value-at-risk (VaR) regulatory capital framework for trading exposures with an incremental risk capital charge (IRC). Since
  3 KB (364 words) - 11:43, 26 March 2021
• BCBS 150
  '''BCBS 150''' is a document published by the [[Basel Committee on Banking Supervision]] on January 2009 in the [[:Category:BCBS ''Proposed enhancements to the Basel II framework''.
  7 KB (993 words) - 11:43, 26 March 2021
• BCBS 152
  '''BCBS 152''' is a document published by the [[Basel Committee on Banking Supervision]] on March 2009 in the [[:Category:BCBS Ri ...o are required under Pillar 2 (supervisory review process) of the Basel II Framework, to review and evaluate banks' internal capital adequacy assessments.</p>
  3 KB (397 words) - 11:43, 26 March 2021
• BCBS 153
  '''BCBS 153''' is a document published by the [[Basel Committee on Banking Supervision]] on April 2009 in the [[:Category:BCBS Su ...actices through the Pillar 2 supervisory review process under the Basel II Framework.</p>
  3 KB (344 words) - 11:44, 26 March 2021
• BCBS 156
  '''BCBS 156''' is a document published by the [[Basel Committee on Banking Supervision]] on June 2009 in the [[:Category:BCBS Cor Basel Framework.
  2 KB (345 words) - 11:44, 26 March 2021
• BCBS 157
  '''BCBS 157''' is a document published by the [[Basel Committee on Banking Supervision]] on July 2009 in the [[:Category:BCBS Sup ''Enhancements to the Basel II framework''.
  4 KB (539 words) - 11:44, 26 March 2021

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