When.com Web Search

  1. Ad

    related to: basel ii final rule ada requirements

Search results

  1. Results From The WOW.Com Content Network
  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

    It does not supersede either Basel I or II but focuses on reforms to the Basel II framework to address specific issues, including related to the risk of a bank run. The Basel Accords have been integrated into the consolidated Basel Framework, which comprises all of the current and forthcoming standards of the Basel Committee on Banking Supervision.

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

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

    Under the Basel II guidelines, banks are allowed to use their own estimated risk parameters for the purpose of calculating regulatory capital. This is known as the internal ratings-based (IRB) approach to capital requirements for credit risk. Only banks meeting certain minimum conditions, disclosure requirements and approval from their national ...

  6. Standardized approach (credit risk) - Wikipedia

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

    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 approach to credit risk are due to be introduced under the Basel III: Finalising post-crisis reforms .

  7. Advanced measurement approach - Wikipedia

    en.wikipedia.org/wiki/Advanced_measurement_approach

    Advanced measurement approach (AMA) is one of three possible operational risk methods that can be used under Basel II by a bank or other financial institution.The other two are the Basic Indicator Approach and the Standardised Approach.

  8. Standardized approach (operational risk) - Wikipedia

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

    In the context of operational risk, the standardized approach or standardised approach is a set of operational risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions. Basel II requires all banking institutions to set aside capital for operational risk.

  9. Advanced IRB - Wikipedia

    en.wikipedia.org/wiki/Advanced_IRB

    The term Advanced IRB or A-IRB is an abbreviation of advanced internal ratings-based approach, and it refers to a set of credit risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions.

  1. Ad

    related to: basel ii final rule ada requirements