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The banking book treatment Credit risk models
F Treatment of other risks
THE THIRD PILLAR MARKET DISCIPLINE
appropriate asset securitisation banking group Banking Supervision banks to hold Basel Committee basis risk beneﬁts capital adequacy framework capital charge capital framework capital levels capital treatment claims on banks claims on sovereigns collateral Committee believes Committee on Banking Committee proposes Committee recognises Committee’s consider CONSULTATIVE PAPER countries credit assessment institutions credit derivatives credit quality credit risk mitigation credit risk models current Accord default deﬁnition disclosure ensure example external credit assessment factors ﬁnancial markets ﬁrst hold capital incorporated interest rate risk internal measurement systems internationally active banks issues market discipline market risk methodology minimum capital requirements minimum regulatory capital multilateral development banks OECD off-balance-sheet on-balance-sheet netting operational risk overall risk proﬁle potential reﬂect regulatory capital ratios regulatory capital requirements residual risks risk exposures risk mitigation techniques risk weighting safety and soundness signiﬁcant sophisticated banks speciﬁc Standard & Poor's standardised approach standards sufﬁcient supervisors Tier 1 capital trading book