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From Open Risk Manual
  • ...he [[Lessons Learned from the Great Financial Crisis]] replaced by [[Basel III]] [[category:BCBS Basel II]]
    425 bytes (52 words) - 12:14, 31 March 2021
  • == BCBS Publication Topics == The following is the list of [https://www.bis.org/bcbs/publications.htm BIS document classification] by topics:
    2 KB (198 words) - 16:07, 11 February 2024
  • ...e number of different types of obligors, contracts and jurisdictions. <ref>BCBS D403, Prudential treatment of problem assets - definitions of non-performin ...financial intermediaries in the regulatory context of [[Basel II]]/[[Basel III]] and the accounting context of [[IFRS 9]].
    8 KB (1,109 words) - 16:07, 22 February 2021
  • ...it refers to a set of credit risk measurement techniques proposed under [[Basel II]] [[capital adequacy]] rules for banking institutions. The IRB risk-weight functions of Basel II/III were developed with the idea that they would be portfolio invariant, i.e.,
    7 KB (1,023 words) - 12:30, 26 March 2021
  • ...model) is a simplified [[Credit Portfolio]] risk model that underpins the Basel II capital requirements ...ergence 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
  • ...et, Operational and Liquidity Risk mentioned above is also embedded in the Basel Standards * The Basel II [[:Category:Operational Risk | Operational Risk Taxonomy]]<ref>BCBS, Principles for the Sound Management of Operational Risk</ref>
    8 KB (1,110 words) - 16:01, 16 January 2023
  • * [[Regulatory Expected Loss]] under the Basel II/III standards<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 20
    3 KB (509 words) - 10:19, 14 May 2021
  • ...es created against the possibility of credit losses not yet identified<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 20 == Capital Treatment under Basel II/III ==
    1 KB (201 words) - 14:07, 8 October 2018
  • ...tal eligible provisions may include any discounts on defaulted assets.<ref>BCBS, International Convergence of Capital Measurement and Capital Standards, 20 == Capital Treatment under Basel II/III ==
    2 KB (229 words) - 14:11, 8 October 2018
  • * As [[Risk Parameters]] for [[Basel III]]/[[CRD IV Regulation]] calculations of [[Regulatory Capital]] requirements ...inty, which led to the introduction of [[LGD Input Floors]]<ref>EBA, Basel III Reforms, Impact Study and Key Recommendations, 2016</ref>
    7 KB (1,048 words) - 12:27, 16 September 2021
  • ...]]. 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
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  • '''Pillar I''' is the first pillar of the Basel II/III regulatory framework. * [[Pillar III]]
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  • ...nking Supervision]] on July 2013 in the [[:Category:BCBS Basel III | Basel III]] category. ...sment programme with a view to ensuring consistent implementation of Basel III across banks and jurisdictions.</p>
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  • ...Basel I]], [[Basel II]] or [[Basel III]] issued by the [[:Category:BCBS | Basel Committee on Banking Supervision]]
    236 bytes (31 words) - 15:30, 4 September 2020
  • '''Basel Committee on Banking Supervision''' (BCBS) is a Committee of the Bank for International Settlements which provides a ...ks and supervisory authorities from different countries are members of the BCBS.
    603 bytes (83 words) - 12:17, 25 September 2020
  • ...sel Committee on Banking Supervision]] on December 2019 in the [[:Category:BCBS Quantitative Impact Study | Quantitative Impact Study]] category. ''Basel III monitoring data for external research: usage policy''.
    2 KB (230 words) - 11:49, 26 March 2021
  • ...Basel Committee on Banking Supervision]] on August 2003 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...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
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  • ...asel Committee on Banking Supervision]] on October 2004 in the [[:Category:BCBS Risk Management | Risk Management]] category. <p><strong>Note:</strong> The BCBS revised and merged this document within the February 2016 publication: <em>
    5 KB (792 words) - 11:43, 26 March 2021
  • ...[[Basel Committee on Banking Supervision]] on July 2005 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...parties including industry associations and national supervisors asked the Basel Committee on Banking Supervision (the Committee) to provide further clarifi
    6 KB (813 words) - 11:43, 26 March 2021
  • ...asel Committee on Banking Supervision]] on October 2006 in the [[:Category:BCBS Operational Risk | Operational Risk]] category. ...ce of an operational risk management framework meeting the requirements of Basel II<sup>1</sup> , particularly as they relate to the Advanced Measurement Ap
    7 KB (1,148 words) - 11:43, 26 March 2021
  • ...el Committee on Banking Supervision]] on September 2006 in the [[:Category:BCBS History | History]] category. ...tional developments in banking supervision prepared and distributed by the Basel Committee on Banking Supervision in cooperation with other international gr
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  • ...[[Basel Committee on Banking Supervision]] on July 2009 in the [[:Category:BCBS Supervision | Supervision]] category. <h3>Note: This standard has been integrated into the consolidated Basel Framework.</h3>
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  • ...sel Committee on Banking Supervision]] on December 2009 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. <p>The Basel Committee on Banking Supervision has issued for consultation a package of p
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  • ...ing Supervision]] on August 2010 in the [[:Category:BCBS Basel III | Basel III]] category. <p class="Paragraph">The Basel Committee on Banking Supervision has issued for consultation a proposal to
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  • ...asel Committee on Banking Supervision]] on October 2010 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ''The Basel Committee's response to the financial crisis: report to the G20''.
    3 KB (490 words) - 11:44, 26 March 2021
  • ...asel Committee on Banking Supervision]] on October 2010 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ...agraph">As part of its work to strengthen global capital requirements, the Basel Committee on Banking Supervision established a working group to conduct a "
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  • ...sel Committee on Banking Supervision]] on December 2010 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. <p>The Basel Committee issued today the Basel III rules text, which presents the details of global regulatory standards on ba
    9 KB (1,436 words) - 11:44, 26 March 2021
  • ...sel Committee on Banking Supervision]] on December 2010 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. <p>The Basel Committee issued today the Basel III rules text, which presents the details of global regulatory standards on ba
    9 KB (1,415 words) - 11:44, 26 March 2021
  • ...sel Committee on Banking Supervision]] on December 2010 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Basel III: International framework for liquidity risk measurement, standards and moni
    9 KB (1,428 words) - 11:44, 26 March 2021
  • ...[[Basel Committee on Banking Supervision]] on June 2011 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ...l regulatory framework for more resilient banks and banking systems - post BCBS meeting - revised version June 2011''.
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  • ...g Supervision]] on December 2010 in the [[:Category:BCBS Basel III | Basel III]] category. <p>The Basel Committee issued today a consultative paper on the <em>Capitalisation of ba
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  • ...sel Committee on Banking Supervision]] on February 2011 in the [[:Category:BCBS Supervision | Supervision]] category. ''Revisions to the Basel II market risk framework updated as of 31 December 2010''.
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  • ...[[Basel Committee on Banking Supervision]] on June 2011 in the [[:Category:BCBS Supervision | Supervision]] category. ...ree main areas: (i) governance; (ii) the risk management environment; and (iii) the role of disclosure.</p>
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  • ...nking Supervision]] on July 2011 in the [[:Category:BCBS Basel III | Basel III]] category. ''Basel III definition of capital - Frequently asked questions''.
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  • ...[[Basel Committee on Banking Supervision]] on July 2011 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Basel III framework for liquidity - Frequently asked questions''.
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  • ...[[Basel Committee on Banking Supervision]] on July 2011 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ...ave, and the arrangements by which they will be phased in. The work of the Basel Committee forms part of a broader effort by the Financial Stability Board t
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  • ...asel Committee on Banking Supervision]] on October 2011 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ...ervision. As part of a package of measures for addressing these risks, the Basel Committee has made proposals for improving the loss absorbency of global sy
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  • ...asel Committee on Banking Supervision]] on October 2011 in the [[:Category:BCBS Implementation | Implementation]] category. ''Progress report on Basel III implementation''.
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  • ...ng Supervision]] on October 2011 in the [[:Category:BCBS Basel III | Basel III]] category. ''Basel III definition of capital - Frequently asked questions (update of FAQs publishe
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  • ...ng Supervision]] on October 2011 in the [[:Category:BCBS Basel III | Basel III]] category. ''Treatment of trade finance under the Basel capital framework''.
    3 KB (374 words) - 11:44, 26 March 2021
  • ...sel Committee on Banking Supervision]] on November 2011 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ...ollowing a careful review of the public comments received. The work of the Basel Committee forms part of a broader effort by the Financial Stability Board t
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  • ...sel Committee on Banking Supervision]] on November 2011 in the [[:Category:BCBS Market Risk | Market Risk]] category. Basel Framework.
    3 KB (381 words) - 11:44, 26 March 2021
  • ...sel Committee on Banking Supervision]] on November 2011 in the [[:Category:BCBS Risk Management | Risk Management]] category. ''Basel III counterparty credit risk - Frequently asked questions''.
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  • ...g Supervision]] on December 2011 in the [[:Category:BCBS Basel III | Basel III]] category. ''Basel III definition of capital - Frequently asked questions (update of FAQs publishe
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  • ...sel Committee on Banking Supervision]] on December 2011 in the [[:Category:BCBS Disclosure | Disclosure]] category. ...rket discipline. These proposed disclosure requirements are set out in the Basel Committee's consultative document.</p>
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  • ...sel Committee on Banking Supervision]] on December 2011 in the [[:Category:BCBS Accounting and Auditing | Accounting and Auditing]] category. ...hese products and the reasons these alternatives were not supported by the Basel Committee.</p>
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  • ...[Basel Committee on Banking Supervision]] on April 2012 in the [[:Category:BCBS Implementation | Implementation]] category. ''Progress report on Basel III implementation (update published in April 2012)''.
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  • ...[Basel Committee on Banking Supervision]] on April 2012 in the [[:Category:BCBS Implementation | Implementation]] category. ''Basel III regulatory consistency assessment programme''.
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  • ...[Basel Committee on Banking Supervision]] on April 2012 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Results of the Basel III monitoring exercise as of 30 June 2011''.
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  • ...[[Basel Committee on Banking Supervision]] on May 2012 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...ial stress, consistent with the stressed value-at-risk approach adopted in Basel 2.5;</li>
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