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  2. Basel II - Wikipedia

    en.wikipedia.org/wiki/Basel_II

    A final package of measures, known as Basel 2.5, enhanced the three pillars of the Basel II framework and strengthened the 1996 rules governing trading book capital was issued in July 2009 by the newly expanded Basel Committee. These measures included revisions to the Basel II market-risk framework and the guidelines for computing capital for ...

  3. Capital Requirements Directives - Wikipedia

    en.wikipedia.org/wiki/Capital_Requirements...

    The adoption of the Basel II guidelines in 2004 was followed at EU level by a recast of the Banking Directive on the one hand (Directive 2006/48/EC) and the Capital Adequacy Directive (Directive 93/6/EEC) on the other hand (Directive 2006/49/EC). These two Directives were officially adopted on 14 June 2006 and published in the Official Journal ...

  4. Basel Accords - Wikipedia

    en.wikipedia.org/wiki/Basel_Accords

    In 1988, the Basel Committee published a set of minimum capital requirements for banks. This is also known as the 1988 Basel Accord, and was enforced by law in the Group of Ten (G-10) countries in 1992. A new set of rules known as Basel II was developed and published in 2004 to supersede the Basel I accords.

  5. Standardized approach (credit risk) - Wikipedia

    en.wikipedia.org/wiki/Standardized_approach...

    In many countries this is the only approach regulators approved in the initial phase of Basel II implementation. The Basel II accord proposes to permit banks a choice between two broad methodologies for calculating their capital requirements for credit risk. The other alternative is based on internal ratings. Reforms to the standardised ...

  6. Basel Committee on Banking Supervision - Wikipedia

    en.wikipedia.org/wiki/Basel_Committee_on_Banking...

    The Basel Committee formulates broad supervisory standards and guidelines and recommends statements of best practice in banking supervision (see bank regulation or "Basel III Accord", for example) in the expectation that member authorities and other nations' authorities will take steps to implement them through their own national systems.

  7. Credit risk - Wikipedia

    en.wikipedia.org/wiki/Credit_risk

    Download as PDF; Printable version; In other projects ... Basel Framework ... Basel Committee on Banking Supervision; Basel Accords. Basel I; Basel II; Basel III. LCR ...

  8. Internal ratings-based approach (credit risk) - Wikipedia

    en.wikipedia.org/wiki/Internal_Ratings-Based...

    This generally refers to a loan made to a particular country. Under the Basel II guidelines, this class also includes the central banks of various countries, certain public sector enterprises (PSEs) and the multilateral development banks (MDBs) that meet the criteria for a 0% risk weight under the standardized approach.

  9. Tier 2 capital - Wikipedia

    en.wikipedia.org/wiki/Tier_2_capital

    Tier 2 capital, or supplementary capital, includes a number of important and legitimate constituents of a bank's capital requirement. [1] [note 1] These forms of banking capital were largely standardized in the Basel I accord, issued by the Basel Committee on Banking Supervision and left untouched by the Basel II accord.