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• BCBS 112
  ...implementation of the International Convergence of Capital Measurement and Capital Standards: A Revised Framework (hereafter the Revised Framework), especiall ...nt Group deemed it appropriate to review the risk-sensitivity and level of capital required under the current trading book regime. In this survey, special emp
  6 KB (842 words) - 11:43, 26 March 2021
• BCBS 114
  ...ound risk management and controls and maintain the integrity of regulatory capital measures.</p> ...option when assessing the adequacy of bank risk management and regulatory capital.</li>
  3 KB (504 words) - 11:43, 26 March 2021
• BCBS 115
  ...he quantification of loss-given-default (LGD) parameters used for Pillar 1 capital calculations. In particular, the Committee was asked to further elaborate o ...etween default rates and recovery rates are reflected in internal economic capital models varies considerably across institutions.</p>
  6 KB (813 words) - 11:43, 26 March 2021
• BCBS 116
  ...were not revised during the Basel II process and the 1996 Amendment to the Capital Accord to Incorporate Market Risks.</strong></p> ...Framework2 describes a more comprehensive measure and minimum standard for capital adequacy that national supervisory authorities represented on the BCBS are
  6 KB (932 words) - 11:43, 26 March 2021
• BCBS 118
  ''International Convergence of Capital Measurement and Capital Standards - A Revised Framework''. ...at were not revised during the Basel II process, the 1996 Amendment to the Capital Accord to Incorporate Market Risks, and the 2005 paper on the Application o
  19 KB (2,931 words) - 12:29, 26 March 2021
• BCBS 119
  ''Amendment to the Capital Accord to incorporate market risks''. ...ensive version of <em>International Convergence of Capital Measurement and Capital Standards: A Revised Framework</em>, including the June 2004 Basel II Frame
  3 KB (453 words) - 11:43, 26 March 2021
• BCBS 121
  ...data and processes may be used for credit risk assessment, accounting and capital adequacy purposes and highlights provisioning concepts that are consistent ...n assessing the adequacy of a bank's credit risk assessment and regulatory capital. </li>
  7 KB (1,077 words) - 11:43, 26 March 2021
• BCBS 126
  ...ing credit risk, accounting for loan impairment and determining regulatory capital requirements. The guidance supersedes Sound practices for loan accounting a ...ment and reasonable estimates are an essential part of the recognition and measurement of loan losses.</li>
  4 KB (589 words) - 11:43, 26 March 2021
• BCBS 128
  ''International Convergence of Capital Measurement and Capital Standards: A Revised Framework - Comprehensive Version''. ...05 paper on Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework. No new elements have been introduced in thi
  3 KB (386 words) - 14:45, 9 April 2021
• BCBS 131
  ''Observed range of practice in key elements of Advanced Measurement Approaches (AMA)''. ...ents of Basel II¹ , particularly as they relate to the Advanced Measurement Approaches (AMA). The AIGOR has been specifically mandated to, among other
  7 KB (1,148 words) - 11:43, 26 March 2021
• BCBS 133
  ...pervisory cooperation and allocation mechanisms in the context of Advanced Measurement Approaches (AMA)''. ...paper <em>Principles for the home-host recognition of AMA operational risk capital</em> (Hybrid AMA paper) and specifically addresses allocation mechanisms de
  4 KB (601 words) - 11:43, 26 March 2021
• BCBS 134
  ''Guidelines for Computing Capital for Incremental Default Risk in the Trading Book''. ...remental default risk charge (IDRC) was incorporated into the trading book capital regime in response to the increasing amount of exposure in banks' trading b
  4 KB (627 words) - 11:43, 26 March 2021
• BCBS 135
  ...pervisory cooperation and allocation mechanisms in the context of Advanced Measurement Approaches (AMA)''. ...paper <em>Principles for the home-host recognition of AMA operational risk capital</em> (Hybrid AMA paper) and specifically addresses allocation mechanisms de
  4 KB (525 words) - 11:43, 26 March 2021
• BCBS 137
  ''Fair value measurement and modelling: An assessment of challenges and lessons learned from the mar ...the related control, audit and governance practices surrounding fair value measurement. In response to the market turmoil that emerged during mid-2007, the scope
  3 KB (431 words) - 11:43, 26 March 2021
• BCBS 148
  ...ion risk, for unsecuritised credit products. For securitised products, the capital charges of the banking book would apply. Once implemented, the IRC will red ...tressed VaR requirement will help reduce the procyclicality of the minimum capital requirements for market risk.</p>
  3 KB (471 words) - 11:43, 26 March 2021
• BCBS 159
  ''Guidelines for computing capital for incremental risk in the trading book''. ...2008, it reviewed comments received and decided to expand the scope of the capital charge. The decision was taken in light of the recent credit market turmoil
  7 KB (1,041 words) - 12:46, 26 March 2021
• BCBS 16
  ''Planned supplement to the Capital Accord to incorporate market risks''. ...he use of banks' internal risk measurement systems as a basis for applying capital charges.</p>
  2 KB (319 words) - 11:44, 26 March 2021
• BCBS 165
  ''International framework for liquidity risk measurement, standards and monitoring – consultative document''. ...on has issued for consultation a package of proposals to strengthen global capital and liquidity regulations with the goal of promoting a more resilient banki
  6 KB (943 words) - 11:44, 26 March 2021
• BCBS 181
  ...surance to mitigate the operational risk capital charge under the advanced measurement approach (AMA). The implementation of this provision has raised some challe
  2 KB (273 words) - 11:44, 26 March 2021
• BCBS 183
  ...sk</em> and <em>Operational Risk - Supervisory Guidelines for the Advanced Measurement Approaches</em>.</p> ...ture and converge towards a narrower band of effective risk management and measurement practices. The guidance seeks to better achieve this by setting out supervi
  3 KB (385 words) - 11:44, 26 March 2021
• BCBS 184
  ''Operational Risk - Supervisory Guidelines for the Advanced Measurement Approaches - consultative document''. ...sk</em> and <em>Operational Risk - Supervisory Guidelines for the Advanced Measurement Approaches</em>.</p>
  3 KB (385 words) - 11:44, 26 March 2021
• BCBS 188
  ''Basel III: International framework for liquidity risk measurement, standards and monitoring''. ...es text, which presents the details of global regulatory standards on bank capital adequacy and liquidity agreed by the Governors and Heads of Supervision, an
  9 KB (1,428 words) - 11:44, 26 March 2021
• BCBS 193
  ...banks may be allowed by their supervisor to calculate a comprehensive risk capital charge subject to strict qualitative minimum requirements as well as stress ...t-risk requirement will also help reduce the procyclicality of the minimum capital requirements for market risk.</p>
  4 KB (631 words) - 11:44, 26 March 2021
• BCBS 196
  ''Operational Risk - Supervisory Guidelines for the Advanced measurement Approaches''. ...l Risk</em> and Operational Risk - Supervisory Guidelines for the Advanced Measurement Approaches.</p>
  2 KB (317 words) - 11:44, 26 March 2021
• BCBS 203
  ...he status of domestic rule-making processes to ensure that the Committee's capital standards are transformed into national law or regulation according to the ...ential or level playing field concerns. The framework will also review the measurement of risk-weighted assets in both the banking book and the trading book to en
  3 KB (427 words) - 11:44, 26 March 2021
• BCBS 208
  ...risk framework</em> ("the Revisions") and the <em>Guidelines for computing capital for incremental risk in the trading book</em> ("the IRC Guidelines"). Updat ...ment refer to the <em>International convergence of capital measurement and capital standards: A revised framework</em>, comprehensive version, June 2006, as a
  3 KB (381 words) - 11:44, 26 March 2021
• BCBS 253
  ''Capital treatment of bank exposures to central counterparties - consultative docume ...exposures to CCPs, exposures which had previously attracted no regulatory capital charge.</p>
  4 KB (586 words) - 11:45, 26 March 2021
• BCBS 265
  ...has today issued a second consultative paper on the fundamental review of capital requirements for the trading book. The paper comprises a detailed set of pr ...of designing a new regulatory framework that addresses weaknesses in risk measurement under the current internal models-based and standardised approaches, with a
  5 KB (782 words) - 13:07, 16 April 2021
• BCBS 286
  ...tio's denominator (ie RWA) and to assess more effectively a bank's overall capital adequacy. The disclosures are also a particular response to concerns about
  3 KB (483 words) - 11:45, 26 March 2021
• BCBS 3 A
  ...Supervision]] on December 1987 in the [[:Category:BCBS Bank Capital | Bank Capital]] category. ''Consultative Document - Proposals for International Convergence of capital measurement and standards''.
  2 KB (336 words) - 11:46, 26 March 2021
• BCBS 4 A
  ...ing Supervision]] on July 1988 in the [[:Category:BCBS Bank Capital | Bank Capital]] category. ''International convergence of capital measurement and capital standards''.
  2 KB (355 words) - 11:46, 26 March 2021
• BCBS 43
  ...ks, banking supervisors and accounting standard-setters on recognition and measurement of loans, establishment of loan loss allowances, credit risk disclosure and ...tly affect the accuracy of financial and supervisory reporting and related capital calculations. Moreover, sound accounting and disclosure practices are essen
  4 KB (610 words) - 11:46, 26 March 2021
• BCBS 47
  ...cess, the Joint Forum conducted practical testing exercises on its work on capital adequacy and considered further the practical issues involved in the identi <p>A. Capital Adequacy Principles</p>
  10 KB (1,422 words) - 11:46, 26 March 2021
• BCBS 49
  ...es in overcoming these hurdles in the timescale envisaged for amending the Capital Accord.</p>
  3 KB (428 words) - 11:46, 26 March 2021
• BCBS 50
  ''A New Capital Adequacy Framework''. ...lace the 1988 Accord (International Convergence of Capital Measurement and Capital Standards, July 1988) The Committee seeks views on its proposed approaches
  2 KB (322 words) - 11:46, 26 March 2021
• BCBS 52
  ...me cases, exposures to a single counterparty in excess of an institution's capital.</p> ...te policies, procedures and settlement exposure limits. FX settlement risk measurement systems should provide appropriate and realistic estimates of settlement ex
  4 KB (546 words) - 12:16, 7 September 2021
• BCBS 54
  ...or and control credit risk as well as to determine that they hold adequate capital against these risks and that they are adequately compensated for risks incu ...-granting process; (iii) maintaining an appropriate credit administration, measurement and monitoring process; and (iv) ensuring adequate controls over credit ris
  7 KB (1,075 words) - 11:46, 26 March 2021
• BCBS 55
  ...ment provides guidance to banks and banking supervisors on recognition and measurement of loans, establishment of loan loss allowances, credit risk disclosure and ...tly affect the accuracy of financial and supervisory reporting and related capital calculations. Moreover, sound accounting and disclosure practices are essen
  4 KB (641 words) - 11:46, 26 March 2021
• BCBS 57
  ''Performance of Models-Based Capital Charges for Market Risk: 1 July-31 December 1998''. ...ng the robustness of the models. Nevertheless, it should be noted that the capital charge under the internal models approach provided an adequate buffer again
  3 KB (382 words) - 11:46, 26 March 2021
• BCBS 66
  ...e hopes that banks will further refine internal credit risk management and measurement techniques.</p> ...ing an evolutionary structure that moves rapidly toward basing credit risk capital requirements on a bank's internal ratings to the extent that current bank a
  6 KB (885 words) - 11:46, 26 March 2021
• BCBS 68
  ...funds, as witnessed, in particular, during the near-collapse of Long-Term Capital Management. A year after the publication of its original analysis and recom ...tions, collateral management arrangements when dealing with HLIs, and risk measurement practices. These improvements by banks play a critical role in the reductio
  6 KB (868 words) - 11:46, 26 March 2021
• BCBS 73
  ...unt at risk to even a single counterparty could in some cases exceed their capital.</p> ...e senior management oversight. As part of this process, a bank has to have measurement systems that provide appropriate and realistic estimates of FX settlement e
  4 KB (625 words) - 11:46, 26 March 2021
• BCBS 75
  ...or and control credit risk as well as to determine that they hold adequate capital against these risks and that they are adequately compensated for risks incu ...-granting process; (iii) maintaining an appropriate credit administration, measurement and monitoring process; and (iv) ensuring adequate controls over credit ris
  7 KB (1,103 words) - 11:46, 26 March 2021
• BCBS 79
  ...he financial industry, particularly in challenging technical areas such as measurement of potential future credit exposure and stress testing. The paper set out a ...ucture, information gathering, due diligence and credit analysis, exposure measurement, credit terms and limit setting, and collateral, early termination and docu
  6 KB (861 words) - 11:46, 26 March 2021
• BCBS 92
  ...of directors and senior management in the areas of internal controls, risk measurement and compliance with laws and regulations. The importance of internal audito ...ed in the survey, as this assessment is not yet a formal part of the Basel Capital Accord.</p>
  6 KB (913 words) - 14:37, 4 October 2021
• BCBS 97
  ...to promote transparency and effective market discipline in the banking and capital markets.</p> ...parency, especially in light of the coming implementation of the New Basel Capital Accord. Together with a similar survey conducted during the previous two ye
  5 KB (732 words) - 11:47, 26 March 2021
• BCBS C111
  ...ing Supervision]] on July 1988 in the [[:Category:BCBS Bank Capital | Bank Capital]] category. ''International convergence of capital measurement and capital standards''.
  3 KB (378 words) - 11:47, 26 March 2021
• BCBS D296
  ...assessing the systemic importance of banks consists of an indicator-based measurement approach. The indicators are calculated based on data for the previous fisc ...ect by 1 January 2019, consistent with the implementation schedule for the capital conservation buffer. By 1 January 2016, therefore, banks will only need to
  4 KB (599 words) - 11:47, 26 March 2021
• BCBS D305
  ...tent implementation of the rules so that they produce comparable levels of capital across jurisdictions.</p> ...put forward a revised market risk framework to address weaknesses in risk measurement under the current framework's internal models-based and standardised approa
  5 KB (724 words) - 11:47, 26 March 2021
• BCBS D306
  ''Capital floors: the design of a framework based on standardised approaches''. ...led approaches. The proposed floor would replace the existing transitional capital floor based on the Basel I framework. The floor will be based on revised st
  3 KB (395 words) - 11:47, 26 March 2021

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