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From Open Risk Manual
  • ...s follows<ref>[http://www.bis.org/publ/bcbs118.htm Basel II: International Convergence of Capital Measurement and Capital Standards: a Revised Framework (BCBS) (N ...follows:<ref>[http://www.bis.org/publ/bcbs118.htm Basel II: International Convergence of Capital Measurement and Capital Standards: a Revised Framework (BCBS) (N
    5 KB (696 words) - 12:30, 26 March 2021
  • ...asel II]] Pillar I Capital Requirements Regulation<ref>BCBS: International Convergence of Capital Measurement and Capital Standards</ref>
    1 KB (191 words) - 13:00, 22 May 2017
  • ...y Expected Loss]] under the Basel II/III standards<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 2006</ref>
    3 KB (509 words) - 10:19, 14 May 2021
  • ...he possibility of credit losses not yet identified<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 2006</ref>
    1 KB (201 words) - 14:07, 8 October 2018
  • ...ons may include any discounts on defaulted assets.<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 2006</ref>
    2 KB (229 words) - 14:11, 8 October 2018
  • ...ric introduced by the Basel II regulatory standard<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 2006</ref>. It denotes the ra
    2 KB (266 words) - 10:18, 14 May 2021
  • ...entified in connection with specific credit assets<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 2006</ref>
    406 bytes (48 words) - 14:11, 8 October 2018
  • ...ric introduced by the Basel II regulatory standard<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 2006</ref>
    376 bytes (50 words) - 17:07, 2 June 2017
  • ...ject’s assets.<ref>Basel Committee on Banking Supervision, International Convergence of Capital Measurement and Capital Standards ("Basel II")”, November 2005
    4 KB (633 words) - 13:56, 15 June 2023
  • ''International Convergence of Capital Measurement and Capital Standards - A Revised Framework''. ...nt has been incorporated in the comprehensive version of <em>International Convergence of Capital Measurement and Capital Standards: A Revised Framework</em>, inc
    20 KB (3,034 words) - 11:39, 26 March 2021
  • ...justify">In June 2004, the Committee published the document "International Convergence of Capital Measurement and Capital Standards, a Revised Framework" (widely ...is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original
    5 KB (748 words) - 11:39, 26 March 2021
  • ...nt has been incorporated in the comprehensive version of <em>International Convergence of Capital Measurement and Capital Standards: A Revised Framework</em>, inc ...stone in the publication of an agreed text in June 2004. The International Convergence of Capital Measurement and Capital Standards: a Revised Framework describes
    7 KB (1,008 words) - 11:43, 26 March 2021
  • ...n aspects of the trading book. Indeed, in the process of revising the 1988 international solvency standards, the BCBS focused mainly on the assessment of credit and ...is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original
    6 KB (842 words) - 11:43, 26 March 2021
  • <p align="justify">Following publication of "International Convergence of Capital Measurement and Capital Standards: A Revised Framework" (the Bas ...is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original
    6 KB (813 words) - 11:43, 26 March 2021
  • ...nt has been incorporated in the comprehensive version of <em>International Convergence of Capital Measurement and Capital Standards: A Revised Framework</em>, inc ...stone in the publication of an agreed text in June 2004. The International Convergence of Capital Measurement and Capital Standards: a Revised Framework2 describe
    6 KB (932 words) - 11:43, 26 March 2021
  • ''International Convergence of Capital Measurement and Capital Standards - A Revised Framework''. <p>Note: A comprehensive version of <em>International Convergence of Capital Measurement and Capital Standards: A Revised Framework</em> is n
    19 KB (2,931 words) - 12:29, 26 March 2021
  • ...nt has been incorporated in the comprehensive version of <em>International Convergence of Capital Measurement and Capital Standards: A Revised Framework</em>, inc ...which was prepared by a joint working group of the Basel Committee and the International Organization of Securities Commissions (IOSCO), sets forth capital requirem
    3 KB (453 words) - 11:43, 26 March 2021
  • ''International Convergence of Capital Measurement and Capital Standards: A Revised Framework - Compreh ...orate Market Risks, and the November 2005 paper on Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework. No new e
    3 KB (386 words) - 14:45, 9 April 2021
  • ...banks operating in AIGOR member countries. As such, the paper provides the international community of bank supervisors a means of framing the discussion of acceptab ...geably in this paper, refer to the Basel Committee paper <em>International Convergence of Capital Measurement and Capital Standards: A Revised Framework</em> <em>
    7 KB (1,148 words) - 11:43, 26 March 2021
  • ...fective cross-border crisis management. The scope, scale and complexity of international financial transactions expanded at an unprecedented pace in the years prece <li>Recommendation 3: Convergence of national resolution measures</li>
    4 KB (549 words) - 11:44, 26 March 2021
  • ...ectations on the range of industry AMA practices while promoting increased convergence in operational risk management.</p> ...is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original
    2 KB (273 words) - 11:44, 26 March 2021
  • ...practices. These requirements should also contribute to promote a greater convergence and consistency of disclosure on remuneration.</p> ...CH-4002 Basel, Switzerland. All comments may be published on the Bank for International Settlements's website unless a commenter specifically requests confidential
    3 KB (380 words) - 11:44, 26 March 2021
  • ...practices. These requirements should also contribute to promote a greater convergence and consistency of disclosure on remuneration.</p> ...is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original
    2 KB (311 words) - 11:44, 26 March 2021
  • ...ers given in the remainder of this document refer to the <em>International convergence of capital measurement and capital standards: A revised framework</em>, com ...is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original
    3 KB (381 words) - 11:44, 26 March 2021
  • ''Consultative Document - Proposals for International Convergence of capital measurement and standards''. ...lity of the international banking system. At the same time, achieving some convergence of capital adequacy standards in national supervisory regimes has been incr
    2 KB (336 words) - 11:46, 26 March 2021
  • ''International convergence of capital measurement and capital standards''. ...is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original
    2 KB (355 words) - 11:46, 26 March 2021
  • ...isters, G-10 central bank Governors and international agencies such as the International Monetary Fund (IMF) and the World Bank have called for progress in this are ...ement practices, in both G-10 and non-G-10 countries, as well as increased convergence of such policies and practices across banks and countries.</p>
    4 KB (610 words) - 11:46, 26 March 2021
  • ...a new capital adequacy framework to replace the 1988 Accord (International Convergence of Capital Measurement and Capital Standards, July 1988) The Committee seek ...is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original
    2 KB (322 words) - 11:46, 26 March 2021
  • ...entral bank Governors and international financial institutions such as the International Monetary Fund and the World Bank have called for progress in this area.</p> ...agement practices, in both G10 and non-G10 countries, as well as increased convergence of such policies and practices across banks and countries.</p>
    4 KB (641 words) - 11:46, 26 March 2021
  • ...ns under the auspices of the Financial Stability Institute at the Bank for International Settlements, a number of countries have suggested that there is a need for ...when entering into bilateral relationships. The Basel Committee encourages convergence towards this common modality and standard, particularly for countries that
    6 KB (865 words) - 11:46, 26 March 2021
  • ''International convergence of capital measurement and capital standards''. ...nt has been incorporated in the comprehensive version of <em>International Convergence of Capital Measurement and Capital Standards: A Revised Framework</em>, inc
    3 KB (378 words) - 11:47, 26 March 2021
  • ...ties' responses to previous international surveys and on exchanges between international experts, the report gains insight into the effective practices and expectat <p style="padding-left: 30px;"><span style="font-size: 1rem;">Despite convergence in high level expectations, the technical specifications and supervisory pr
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  • ...ew was expressed that better information was needed in order to inform the international debate on this topic. Such information would be valuable in enhancing the u ...ndate was to identify and explain regulatory differences in the context of convergence in market practices. Where such differences were found to exist, the workin
    3 KB (442 words) - 11:50, 26 March 2021
  • ...gement and capital, while remaining neutral as to the extent to which such convergence would increase in the future. The Joint Forum's August 2003 publication, <e ...is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original
    4 KB (656 words) - 11:50, 26 March 2021
  • ...ot gather pace in the foreseeable future. To the extent that the degree of convergence increases, supervisors will increasingly need to re-evaluate their sectoral ...is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original
    3 KB (514 words) - 11:50, 26 March 2021
  • ...ticularly with respect to the meaning of paragraph 669(b) of International Convergence of Capital Measurement and Capital Standards: A Revised Framework (Basel II ...is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original
    2 KB (259 words) - 11:50, 26 March 2021
  • ...mmittee on Banking Supervision issued a revised framework on International Convergence of Capital Measurement and Capital Standards (hereafter "Basel II" or the " ...is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original
    4 KB (671 words) - 11:50, 26 March 2021