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From Open Risk Manual
  • * [[:Category:BCBS Supervision | Supervision]] * [[:Category:BCBS Liquidity Risk | Liquidity Risk]]
    2 KB (198 words) - 16:07, 11 February 2024
  • ...arrangements, strategies, processes and mechanisms as well as capital and liquidity to ensure a sound management and coverage of their risks. ...scribed as the supervisory review process. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2
    8 KB (1,117 words) - 15:00, 5 February 2020
  • * [[Liquidity Risk | Adequacy of '''L'''iquidity]] ...y, and risk profile. These financial institutions require more than normal supervision, which may include formal or informal enforcement actions. Failure of the i
    7 KB (1,016 words) - 19:14, 21 December 2020
  • NPL assets are [[Liquidity Risk | illiquid assets]] held by banks or other credit granting institution ...pervision.europa.eu/ecb/pub/pdf/ssm.npl_addendum_201803.en.pdf ECB Banking Supervision Site]
    16 KB (2,148 words) - 11:27, 18 October 2020
  • ...(BMA) in the banking sector aims to assess<ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2 ...ding structure, assets and liabilities, and the trends in its solvency and liquidity positions. Furthermore, supervisors should consider the risk appetite of th
    4 KB (541 words) - 14:11, 5 February 2020
  • '''BCBS 258''' is a document published by the [[Basel Committee on Banking Supervision]] on July 2013 in the [[:Category:BCBS Basel III | Basel III]] category. ...posed framework for measuring and controlling large exposures, and minimum liquidity and funding standards. The Committee has also introduced a comprehensive re
    5 KB (796 words) - 11:45, 26 March 2021
  • ...ing Supervision]] on October 2013 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Literature review of factors relating to liquidity stress - extended version''.
    2 KB (266 words) - 11:50, 26 March 2021
  • ...CBS JOINT29''' is a document published by the [[Basel Committee on Banking Supervision]] on September 2012 in the [[:Category:BCBS Financial Conglomerates | Finan ''Principles for the supervision of financial conglomerates - Final report''.
    6 KB (841 words) - 11:50, 26 March 2021
  • ...Banking Supervision]] on August 1980 in the [[:Category:BCBS Supervision | Supervision]] category. ''Supervision Of Banks ' Foreign Exchange Positions''.
    3 KB (472 words) - 11:39, 26 March 2021
  • ...nking Supervision]] on February 2008 in the [[:Category:BCBS Supervision | Supervision]] category. ''Liquidity Risk: Management and Supervisory Challenges''.
    3 KB (487 words) - 11:43, 26 March 2021
  • ...n Banking Supervision]] on June 2008 in the [[:Category:BCBS Supervision | Supervision]] category. ''Principles for Sound Liquidity Risk Management and Supervision''.
    5 KB (745 words) - 11:43, 26 March 2021
  • ...n Banking Supervision]] on July 2008 in the [[:Category:BCBS Supervision | Supervision]] category. ...credit migrations combined with widening of credit spreads and the loss of liquidity, applying an incremental risk charge covering default risk only would not a
    5 KB (720 words) - 11:43, 26 March 2021
  • ...king Supervision]] on September 2008 in the [[:Category:BCBS Supervision | Supervision]] category. ''Principles for Sound Liquidity Risk Management and Supervision''.
    6 KB (931 words) - 11:43, 26 March 2021
  • ...anking Supervision]] on January 2009 in the [[:Category:BCBS Supervision | Supervision]] category. ''Principles for sound stress testing practices and supervision''.
    3 KB (401 words) - 11:43, 26 March 2021
  • ...anking Supervision]] on January 2009 in the [[:Category:BCBS Supervision | Supervision]] category. ...-year capital horizon at a 99.9% confidence level, taking into account the liquidity horizons of individual positions or sets of positions. For securitised prod
    3 KB (364 words) - 11:43, 26 March 2021
  • ...anking Supervision]] on January 2009 in the [[:Category:BCBS Supervision | Supervision]] category. ...) conduits by eliminating the distinction between short-term and long-term liquidity facilities.</p>
    7 KB (993 words) - 11:43, 26 March 2021
  • ...on Banking Supervision]] on May 2009 in the [[:Category:BCBS Supervision | Supervision]] category. ''Principles for sound stress testing practices and supervision''.
    2 KB (311 words) - 11:44, 26 March 2021
  • ...n Banking Supervision]] on July 2009 in the [[:Category:BCBS Supervision | Supervision]] category. ...credit migrations combined with widening of credit spreads and the loss of liquidity, applying an incremental risk charge covering default risk only would not a
    7 KB (1,041 words) - 12:46, 26 March 2021
  • '''BCBS 164''' is a document published by the [[Basel Committee on Banking Supervision]] on December 2009 in the [[:Category:BCBS Macroprudential | Macroprudentia ...d for consultation a package of proposals to strengthen global capital and liquidity regulations with the goal of promoting a more resilient banking sector.</p>
    11 KB (1,648 words) - 11:44, 26 March 2021
  • ...ng Supervision]] on December 2009 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''International framework for liquidity risk measurement, standards and monitoring – consultative document''.
    6 KB (943 words) - 11:44, 26 March 2021
  • '''BCBS 173''' is a document published by the [[Basel Committee on Banking Supervision]] on August 2010 in the [[:Category:BCBS Macroprudential | Macroprudential] ''An assessment of the long-term economic impact of stronger capital and liquidity requirements''.
    4 KB (626 words) - 11:44, 26 March 2021
  • '''BCBS 179''' is a document published by the [[Basel Committee on Banking Supervision]] on October 2010 in the [[:Category:BCBS Macroprudential | Macroprudential ...he Committee and its governing body of Central Bank Governors and Heads of Supervision to strengthen the resilience of banks and the global banking system. The Ba
    3 KB (490 words) - 11:44, 26 March 2021
  • ...ng Supervision]] on December 2010 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ...n bank capital adequacy and liquidity agreed by the Governors and Heads of Supervision, and endorsed by the G20 Leaders at their November Seoul summit. The Commit
    9 KB (1,436 words) - 11:44, 26 March 2021
  • '''BCBS 187''' is a document published by the [[Basel Committee on Banking Supervision]] on December 2010 in the [[:Category:BCBS Macroprudential | Macroprudentia ...n bank capital adequacy and liquidity agreed by the Governors and Heads of Supervision, and endorsed by the G20 Leaders at their November Seoul summit. The Commit
    9 KB (1,415 words) - 11:44, 26 March 2021
  • ...ng Supervision]] 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 189''' is a document published by the [[Basel Committee on Banking Supervision]] on June 2011 in the [[:Category:BCBS Macroprudential | Macroprudential]] ...tigating excessive liquidity risk and maturity transformation, through the Liquidity Coverage Ratio and Net Stable Funding Ratio, which is described in a separa
    4 KB (567 words) - 17:26, 8 June 2021
  • '''BCBS 198''' is a document published by the [[Basel Committee on Banking Supervision]] on July 2011 in the [[:Category:BCBS Basel III | Basel III]] category. ...er 2010 publication of the Basel III regulatory frameworks for capital and liquidity and the 13 January 2011 press release on the loss absorbency of capital at
    3 KB (515 words) - 11:44, 26 March 2021
  • ...anking Supervision]] on July 2011 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Basel III framework for liquidity - Frequently asked questions''.
    2 KB (328 words) - 11:44, 26 March 2021
  • '''BCBS 202''' is a document published by the [[Basel Committee on Banking Supervision]] on October 2011 in the [[:Category:BCBS Macroprudential | Macroprudential ...by the Financial Stability Board (FSB) and the Basel Committee on Banking Supervision. As part of a package of measures for addressing these risks, the Basel Com
    8 KB (1,254 words) - 11:44, 26 March 2021
  • '''BCBS 204''' is a document published by the [[Basel Committee on Banking Supervision]] on October 2011 in the [[:Category:BCBS Basel III | Basel III]] category. ...er 2010 publication of the Basel III regulatory frameworks for capital and liquidity and the 13 January 2011 press release on the loss absorbency of capital at
    4 KB (610 words) - 15:53, 12 April 2021
  • '''BCBS 209''' is a document published by the [[Basel Committee on Banking Supervision]] on November 2011 in the [[:Category:BCBS Risk Management | Risk Managemen ...er 2010 publication of the Basel III regulatory frameworks for capital and liquidity and the 13 January 2011 press release on the loss absorbency of capital at
    3 KB (480 words) - 11:44, 26 March 2021
  • '''BCBS 211''' is a document published by the [[Basel Committee on Banking Supervision]] on December 2011 in the [[:Category:BCBS Basel III | Basel III]] category ...er 2010 publication of the Basel III regulatory frameworks for capital and liquidity and the 13 January 2011 press release on the loss absorbency of capital at
    4 KB (624 words) - 15:54, 12 April 2021
  • ...nking Supervision]] on April 2012 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. * Publication Category: Liquidity Risk
    3 KB (531 words) - 11:44, 26 March 2021
  • ...anking Supervision]] on July 2012 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Monitoring indicators for intraday liquidity management - consultative document''.
    2 KB (263 words) - 11:45, 26 March 2021
  • '''BCBS 226''' is a document published by the [[Basel Committee on Banking Supervision]] on July 2012 in the [[:Category:BCBS Market Risk | Market Risk]] category ...s may be sent by post to the Secretariat of the Basel Committee on Banking Supervision, Bank for International Settlements, CH-4002 Basel, Switzerland; or to the
    3 KB (447 words) - 11:45, 26 March 2021
  • '''BCBS 228''' is a document published by the [[Basel Committee on Banking Supervision]] on July 2012 in the [[:Category:BCBS Risk Management | Risk Management]] ...er 2010 publication of the Basel III regulatory frameworks for capital and liquidity and the 13 January 2011 press release on the loss absorbency of capital at
    2 KB (303 words) - 11:45, 26 March 2021
  • ...Banking Supervision]] on August 2012 in the [[:Category:BCBS Supervision | Supervision]] category. ...uidelines" that address governance, principal risk, replacement cost risk, liquidity risk, operational risk, legal risk, and capital for FX transactions. The ke
    4 KB (535 words) - 13:39, 15 June 2021
  • ...g Supervision]] on September 2012 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. * Publication Category: Liquidity Risk
    4 KB (566 words) - 11:45, 26 March 2021
  • '''BCBS 235''' is a document published by the [[Basel Committee on Banking Supervision]] on November 2012 in the [[:Category:BCBS Risk Management | Risk Managemen ...er 2010 publication of the Basel III regulatory frameworks for capital and liquidity and the 13 January 2011 press release on the loss absorbency of capital at
    2 KB (298 words) - 09:38, 12 October 2021
  • '''BCBS 237''' is a document published by the [[Basel Committee on Banking Supervision]] on December 2012 in the [[:Category:BCBS Risk Management | Risk Managemen ...er 2010 publication of the Basel III regulatory frameworks for capital and liquidity as well as the July 2012 publication of the interim framework for determini
    3 KB (359 words) - 11:45, 26 March 2021
  • ...ing Supervision]] on January 2013 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools''.
    3 KB (507 words) - 20:09, 23 April 2021
  • '''BCBS 241''' is a document published by the [[Basel Committee on Banking Supervision]] on February 2013 in the [[:Category:BCBS Other Risks | Other Risks]] cate ...uidelines" that address governance, principal risk, replacement cost risk, liquidity risk, operational risk, legal risk and capital for FX transactions. The key
    4 KB (535 words) - 11:45, 26 March 2021
  • '''BCBS 242''' is a document published by the [[Basel Committee on Banking Supervision]] on February 2013 in the [[:Category:BCBS Risk Management | Risk Managemen <p class="Paragraph">The Basel Committee on Banking Supervision and the International Organization of Securities Commissions (IOSCO) have t
    4 KB (604 words) - 11:45, 26 March 2021
  • ...nking Supervision]] on March 2013 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. * Publication Category: Liquidity Risk
    4 KB (575 words) - 11:45, 26 March 2021
  • ...nking Supervision]] on April 2013 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Monitoring tools for intraday liquidity management - final document''.
    3 KB (508 words) - 16:32, 4 April 2021
  • ...anking Supervision]] on July 2013 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Liquidity coverage ratio disclosure standards - consultative document''.
    3 KB (407 words) - 11:45, 26 March 2021
  • '''BCBS 261''' is a document published by the [[Basel Committee on Banking Supervision]] on September 2013 in the [[:Category:BCBS Basel III | Basel III]] categor <p>The Basel Committee on Banking Supervision and the International Organization of Securities Commissions (IOSCO) releas
    4 KB (589 words) - 11:45, 26 March 2021
  • ...g Supervision]] on September 2013 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. <p>Basel III's Liquidity Coverage Ratio (LCR) was revised by the Committee in January 2013 and will
    6 KB (852 words) - 11:45, 26 March 2021
  • '''BCBS 264''' is a document published by the [[Basel Committee on Banking Supervision]] on October 2013 in the [[:Category:BCBS Implementation | Implementation]] ...-based capital. This will expand from 2015 to cover Basel III standards on liquidity, leverage and systemically important banks (SIBs).</p>
    3 KB (493 words) - 11:45, 26 March 2021
  • '''BCBS 265''' is a document published by the [[Basel Committee on Banking Supervision]] on October 2013 in the [[:Category:BCBS Risk Management | Risk Management <p class="Paragraph">The Basel Committee on Banking Supervision has today issued a second consultative paper on the fundamental review of c
    5 KB (782 words) - 13:07, 16 April 2021

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