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• Main Page
  ...course/view.php?id=67 Processing Mortgage Data Using Awk and Pandas - Part 2, Performing Book] ...w.openriskacademy.com/course/view.php?id=28 Credit Concentration in the UK Pillar II]
  19 KB (2,522 words) - 14:31, 9 May 2024
• Large Exposures Framework
  In particular, the minimum capital requirements (Pillar 1) of the Basel capital framework implicitly assume that a bank holds infin ...gh through the supervisory review process (SREP) and the Basel II (Pillar 2) concentration risk adjustments could be made to mitigate this risk, these
  4 KB (660 words) - 14:25, 27 May 2019
• Risk Appetite
  ...appetite.<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> This is in pa [[Category:Pillar II]]
  3 KB (475 words) - 11:13, 16 November 2021
• ICAAP
  ...roduced through the set of regulatory reforms denoted as Basel II. Under [[Pillar II]], regulated financial firms are expected to establish sound, effective ...he Banks’ ICAAPs are often the starting point for developing supervisory Pillar II expectations.
  3 KB (369 words) - 12:39, 25 September 2020
• Risk Measurement
  ...versight. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> [[Category:Pillar II]]
  1 KB (169 words) - 14:04, 11 March 2024
• ICAAP versus SREP
  In addition, Pillar 2 of the framework introduced the ''Supervisory Review and Evaluation Process [[Category:Pillar II]]
  825 bytes (122 words) - 11:58, 27 March 2019
• Risk Aggregation
  ...ternal Capital Adequacy Assessment Process ([[ICAAP]]) required for Pillar 2 of the Basel II framework
  1 KB (164 words) - 19:25, 5 October 2019
• SREP
  ...process. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> Some jurisdictions have a concept of binding and non-binding Pillar II expectations:
  8 KB (1,117 words) - 15:00, 5 February 2020
• Concentration Risk
  ...ion risk. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> ...quantitative method, which is applied automatically and translated into a Pillar II capital expectation
  4 KB (601 words) - 11:01, 24 September 2020
• IFRS 9 versus IRB Models
  Both [[IFRS 9]] and Regulatory [[Pillar I | Internal Rating Based]] frameworks require the use of quantitative [[Cr ...e based on a [[12-month Expected Credit Losses | 12-month horizon]]. Stage 2 and stage 3 allowances are based on lifetime expected losses.
  2 KB (250 words) - 14:14, 29 March 2021
• Climate-Related Risk
  ...rameworks.<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> Some supervis [[Category:Pillar II]]
  3 KB (484 words) - 15:10, 22 March 2021
• Material Risk
  ...rial risks<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> [[Category:Pillar II]]
  1 KB (167 words) - 22:28, 6 September 2021
• Pillar II
  ...se risks. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> By construction, Pillar II is intended to be flexible and to accommodate each jurisdiction’s spec
  717 bytes (95 words) - 12:02, 5 February 2020
• Business Model Analysis
  ...to assess<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref>: [[Category:Pillar II]]
  4 KB (541 words) - 14:11, 5 February 2020
• Bank Profitability
  ...to peers.<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> [[Category:Pillar II]]
  847 bytes (113 words) - 14:07, 5 February 2020
• IRRBB
  ...e [[SREP]]<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> [[Category:Pillar II]]
  3 KB (359 words) - 14:21, 5 February 2020
• Prompt Corrective Action Framework
  ...s stronger<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref>. [[Category:Pillar II]]
  2 KB (286 words) - 15:05, 5 February 2020
• Pillar II Glossary
  == Pillar II Glossary == ...eveloped. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref>
  3 KB (460 words) - 15:13, 5 February 2020
• BCBS 100
  ...assessment. In addition, there may need to be some coordination regarding Pillar 3 requirements. Consequently, the Basel Committee encourages supervisors to ...IRB, AMA) under Pillar 1; (2) the supervisory review process under Pillar 2; and (3) ongoing assessments to verify that banking groups are applying the
  4 KB (603 words) - 11:39, 26 March 2021
• BCBS 107
  <p align="justify">2. The Committee expects its members to move forward with the appropriate ado ...upplementary measure may be more binding. More generally, under the second pillar, supervisors should expect banks to operate above minimum regulatory capita
  20 KB (3,034 words) - 11:39, 26 March 2021
• BCBS 108
  ...anuary 2001 and September 2003 , and is being issued to support the Pillar 2 approach to interest rate risk in the banking book in the new capital frame
  2 KB (349 words) - 11:39, 26 March 2021
• BCBS 109
  ...he new Framework. Sections 3, 4 and 5 discuss implementation of Pillars 1, 2 and 3 more specifically. Sections 6 and 7 address potential changes to the * Keywords: [[Pillar 2]], [[Pillar 1]], [[Pillar 3]]
  5 KB (748 words) - 11:39, 26 March 2021
• BCBS 118
  <p align="justify">2. The Committee expects its members to move forward with the appropriate ado ...upplementary measure may be more binding. More generally, under the second pillar, supervisors should expect banks to operate above minimum regulatory capita
  19 KB (2,931 words) - 12:29, 26 March 2021
• BCBS 128
  <td>Part 2:</td> <td> The First Pillar - Minimum Capital Requirements</td>
  3 KB (386 words) - 14:45, 9 April 2021
• BCBS 143
  ...The paper is also addressed to supervisors, who are required under Pillar 2 (supervisory review process) of the Basel II Framework, to review and evalu
  3 KB (392 words) - 11:43, 26 March 2021
• BCBS 145
  ...sors assess the soundness of banks' valuation practices through the Pillar 2 supervisory review process under the Basel II Framework.</p>
  3 KB (344 words) - 11:43, 26 March 2021
• BCBS 150
  <h3>Enhancements to Pillar 1 (minimum capital requirements)</h3> ...other trading book proposals noted above, the Committee is proposing other Pillar 1 enhancements that focus on strengthening the risk capture of the framewor
  7 KB (993 words) - 11:43, 26 March 2021
• BCBS 152
  ...The paper is also addressed to supervisors, who are required under Pillar 2 (supervisory review process) of the Basel II Framework, to review and evalu
  3 KB (397 words) - 11:43, 26 March 2021
• BCBS 153
  ...sors assess the soundness of banks' valuation practices through the Pillar 2 supervisory review process under the Basel II Framework.</p>
  3 KB (344 words) - 11:44, 26 March 2021
• BCBS 157
  ...he Committee is strengthening the treatment for certain securitisations in Pillar 1 (minimum capital requirements). It is introducing higher risk weights for <p class="Paragraph"><span>The supplemental Pillar 2 (supervisory review process) guidance </span><span>addresses several notabl
  4 KB (539 words) - 11:44, 26 March 2021
• BCBS 164
  ...under the current Basel Committee standard, banks could hold as little as 2% common equity to risk-based assets, before the application of key regulato ...measure to the Basel II risk-based framework with a view to migrating to a Pillar 1 treatment based on appropriate review and calibration. This will help con
  11 KB (1,648 words) - 11:44, 26 March 2021
• BCBS 186
  ...uld be carried out in the first half of 2017 with a view to migrating to a Pillar 1 treatment on 1 January 2018 based on appropriate review and calibration. ...illion, are well diversified and are internationally active) and 169 Group 2 banks (ie all other banks).</p>
  9 KB (1,436 words) - 11:44, 26 March 2021
• BCBS 187
  ...uld be carried out in the first half of 2017 with a view to migrating to a Pillar 1 treatment on 1 January 2018 based on appropriate review and calibration. ...illion, are well diversified and are internationally active) and 169 Group 2 banks (ie all other banks).</p>
  9 KB (1,415 words) - 11:44, 26 March 2021
• BCBS 188
  ...uld be carried out in the first half of 2017 with a view to migrating to a Pillar 1 treatment on 1 January 2018 based on appropriate review and calibration. ...illion, are well diversified and are internationally active) and 169 Group 2 banks (ie all other banks).</p>
  9 KB (1,428 words) - 11:44, 26 March 2021
• BCBS 277
  * Keywords: [[Risk Capture]], [[Pillar 2]], [[Pillar II]], [[Governance]], [[Capital Policy]], [[Stress Testing]], [[ICCAP]]
  3 KB (464 words) - 11:45, 26 March 2021
• BCBS 80
  ...capital requirements (Pillar 1) and the supervisory review process (Pillar 2). In January 2001, the Committee issued a Second Consultative Package on th ...e practices generally coincide with those identified in the proposed third pillar of the New Basel Capital Accord. To achieve this the survey was streamlined
  6 KB (872 words) - 11:46, 26 March 2021
• BCBS D319
  ...sclosure of interest rate risk in the banking book based upon the proposed Pillar 1 approach, which would better accommodate differing market conditions and
  3 KB (437 words) - 11:47, 26 March 2021
• BCBS D338
  ...k for systemically important banks (SIBs), the leverage ratio, the revised Pillar 3 disclosure requirements and the large exposure framework.</p> ..., [[Compliance]], [[Regulatory Consistency Assessment Programme]], [[Level 2 Assessments]]
  2 KB (347 words) - 11:47, 26 March 2021
• BCBS D366
  ...the standards for global and domestic systemically important banks (SIBs), Pillar 3 disclosure requirements and the large exposure framework.</p> ..., [[Compliance]], [[Regulatory Consistency Assessment Programme]], [[Level 2 Assessments]]
  2 KB (345 words) - 11:48, 26 March 2021
• BCBS D388
  ...the standards for global and domestic systemically important banks (SIBs), Pillar 3 disclosure requirements, and the large exposure framework.</p> ..., [[Compliance]], [[Regulatory Consistency Assessment Programme]], [[Level 2 Assessments]]
  2 KB (342 words) - 11:48, 26 March 2021
• BCBS D404
  ...the standards for global and domestic systemically important banks (SIBs), Pillar 3 disclosure requirements, the large exposure framework and interest rate r ..., [[Compliance]], [[Regulatory Consistency Assessment Programme]], [[Level 2 Assessments]]
  2 KB (350 words) - 11:48, 26 March 2021
• BCBS D426
  ...ort also does not reflect any additional capital requirements under Pillar 2 of the Basel II framework, any higher loss absorbency requirements for dome
  2 KB (354 words) - 11:48, 26 March 2021
• BCBS D465
  ''Overview of Pillar 2 supervisory review practices and approaches''. ...pervisory review practices and approaches describes key concepts of Pillar 2 and supervisory review practices in use across Basel Committee member juris
  2 KB (344 words) - 11:49, 26 March 2021
• BCBS WP11
  ...ection of the Technical Guidance is attached to this paper in Annex 3.²</p> ...ommittee is also seeking input on the supervisory review component (pillar 2) of the securitisation framework, the text of which is provided in Annex 4.
  5 KB (767 words) - 11:50, 26 March 2021
• BCBS WP7
  ''Pillar 3 - Market Discipline''. ...the Committee's dialogue with the industry on the disclosure regime under Pillar 3 of the New Basel Capital Accord. Comments on the issues outlined in this
  6 KB (855 words) - 11:51, 26 March 2021