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BCBS 173
...increase in bank's actual ratio of tangible common equity to risk-weighted assets will lead to a decline in the level of GDP relative to its baseline path by ...y Risk]], [[Credit Risk]], [[Economic Cost]], [[Banking Crises]], [[Market Risk]]

4 KB (626 words) - 11:44, 26 March 2021
BCBS 180
...atio, as well as the regulatory buffers above the common equity and Tier 1 risk-based ratios. This top-down exercise was one of the inputs to the Committee ...I]], [[Bank Capital]], [[Calibration]], [[Minimum Requirements]], [[Market Risk]]

3 KB (355 words) - 11:44, 26 March 2021
BCBS 186
...sion]] on December 2010 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ...r risk coverage, the introduction of a leverage ratio as a backstop to the risk-based requirement, measures to promote the build up of capital that can be

9 KB (1,436 words) - 11:44, 26 March 2021
BCBS 187
...r risk coverage, the introduction of a leverage ratio as a backstop to the risk-based requirement, measures to promote the build up of capital that can be ...g the effect of all changes to the definition of capital and risk-weighted assets, as well as assuming full implementation as of 31 December 2009, the averag

9 KB (1,415 words) - 11:44, 26 March 2021
BCBS 188
...sion]] on December 2010 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Basel III: International framework for liquidity risk measurement, standards and monitoring''.

9 KB (1,428 words) - 11:44, 26 March 2021
BCBS 203
...concerns. The framework will also review the measurement of risk-weighted assets in both the banking book and the trading book to ensure consistency in prac The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all interne

3 KB (427 words) - 11:44, 26 March 2021
BCBS 217
...rvision]] on April 2012 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ...11 and applying the changes to the definition of capital and risk-weighted assets, the average common equity Tier 1 capital ratio (CET1) of Group 1 banks was

3 KB (531 words) - 11:44, 26 March 2021
BCBS 220
...: ensuring the consistency of outcomes initially focusing on risk-weighted assets</li> ...round the end September 2012. The two Level 3 assessments of risk-weighted assets in the banking book and trading book will deliver initial findings to the B

3 KB (360 words) - 11:44, 26 March 2021
BCBS 231
...ion]] on September 2012 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ...11 and applying the changes to the definition of capital and risk-weighted assets, the average common equity Tier 1 capital ratio (CET1) of Group 1 banks was

4 KB (566 words) - 11:45, 26 March 2021
BCBS 234
...finalise their rules.The evaluation of banks' calculation of risk-weighted assets for banking and trading book exposures relevant for the implementation of t The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all interne

3 KB (368 words) - 11:45, 26 March 2021
BCBS 243
...rvision]] on March 2013 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ...12 and applying the changes to the definition of capital and risk-weighted assets, the average Common Equity Tier 1 capital ratio (CET1) of Group 1 banks was

4 KB (575 words) - 11:45, 26 March 2021
BCBS 260
...he findings of the Committee's work on banks' calculation of risk-weighted assets.</p> The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all interne

2 KB (290 words) - 11:45, 26 March 2021
BCBS 265
...ng Supervision]] on October 2013 in the [[:Category:BCBS Risk Management | Risk Management]] category. ''Fundamental review of the trading book: A revised market risk framework – consultative document''.

5 KB (782 words) - 13:07, 16 April 2021
BCBS 267
...ssment Programme (RCAP) - Second report on risk-weighted assets for market risk in the trading book''. ...rt on the regulatory consistency of risk-weighted assets (RWAs) for market risk in the trading book. This study is a part of its wider Regulatory Consisten

3 KB (415 words) - 11:45, 26 March 2021
BCBS 286
...ar 3 disclosure requirements, in particular those related to risk-weighted assets (RWA), have proven to be inadequate in a number of respects. A key shortcom ...stency in the way banks disclose information about risks, as well as their risk measurement and management. The aim of the revisions is to enable market pa

3 KB (483 words) - 11:45, 26 March 2021
BCBS D297
...dictions and has been found to be a driver of variability in risk-weighted assets. The Committee is therefore reviewing the use of national discretions with ...[[Variability]], [[Capital Framework]], [[National Discretions]], [[Credit Risk]]

2 KB (298 words) - 11:47, 26 March 2021
BCBS D298
...]] on November 2014 in the [[:Category:BCBS Operational Risk | Operational Risk]] category. ...rnal-model based estimates of credit, market and operational risk-weighted assets. The report also discusses the role of disclosure, implementation monitorin

2 KB (276 words) - 11:47, 26 March 2021
BCBS D309
...Supervision]] on January 2015 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...market participants to better compare banks' disclosures of risk-weighted assets. They form part of the Committee's broader agenda to reform regulatory stan

3 KB (455 words) - 11:47, 26 March 2021
BCBS D344
<li>enhancing risk capture;</li> <li>addressing liquidity risk; and</li>

2 KB (311 words) - 11:47, 26 March 2021
BCBS D346
...upervision]] on November 2015 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...blished in October 2013 and December 2014. Further revisions to the market risk rules have since been made, and the Committee expects to finalise the stand

3 KB (474 words) - 11:47, 26 March 2021