Difference between revisions of "Template:Basel II"

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{|cellpadding="0" cellspacing="0" style="padding: 0.3em; clear: right; float:right; margin: 0 0 1em 1em; border: 1px solid #999; border-right-width: 2px; border-bottom-width: 2px; background:#efefef; text-align:center"
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{{sidebar
|-
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| name = Basel II
|style="padding: 0.3em; font-family: sans-serif; font-size: 1em; background-color: #cccccc"|
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| title = Bank regulation and standards
'''Basel II'''
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| class = hlist
|-
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| titlestyle = background: silver
|style="padding: 0.3em; line-height: 1.5em"|
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| headingstyle = font-weight: normal; background: silver; padding-bottom: 0.3em;
[[Bank for International Settlements]] <br />
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| belowstyle = font-weight: normal; background: silver
[[Basel Accord]] - [[Basel I]] <br />
 
[[Basel II]] <br />
 
  
|-
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| content1 =
|style="padding: 0.3em; font-family: sans-serif; font-size: 1em; background-color: #cccccc"| Background
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* [[Bank for International Settlements]]
|-
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* [[Basel Accords]] ([[Basel I]], [[Basel II]], [[Basel III]], ''[[Basel IV]]'')
|style="padding: 0.3em; line-height: 1.5em"|
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* [[Financial Stability Board]]
[[Banking]] <br />
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[[Monetary Policy]] - [[Central Bank]] <br />
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| heading2 = Background
[[Risk]] - [[Risk management]] <br />
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| content2 =  
[[Regulatory Capital]] <br />
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* [[Banking]] ([[Bank regulation|Regulation]])
[[Tier 1 capital | Tier 1]] - [[Tier 2 capital | Tier 2]] <br />
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* [[Monetary policy]]
|-
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* [[Central bank]]
|style="padding: 0.3em; font-family: sans-serif; font-size: 1em; background-color: #cccccc"| Pillar 1: Regulatory Capital
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* [[Risk]]
|-
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* [[Risk management]]
|style="padding: 0.3em; line-height: 1.5em"|
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* [[Regulatory capital]]  
[[Credit risk]] <br/>
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* [[Tier 1 capital | Tier 1]]
[[Standardized Approach (Credit Risk)|Standardized]] - [[Foundation IRB |F-IRB]] - [[Advanced IRB | A-IRB]] <br/>
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* [[Tier 2 capital | Tier 2]]
[[Probability of default (PD)|PD]] - [[Loss given default (LGD)|LGD]] - [[Exposure at default (EAD) |EAD]] <br/>
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[[Operational Risk]] <br/>
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| heading3 = Pillar 1: Regulatory capital
[[Basic indicator approach|Basic]] - [[Standardized Approach (Operational Risk)|Standardized]] - [[Advanced Measurement Approach | AMA]] <br/>
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| content3 =  
[[Market risk]] <br/>
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* [[Credit risk]]  
[[Duration]] - [[Value at Risk]] <br/>
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** [[Standardized approach (credit risk)|Standardized]]
|-
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** [[Internal Ratings-Based Approach (Credit Risk) | IRB Approach]]
|style="padding: 0.3em; font-family: sans-serif; font-size: 1em; background-color: #cccccc"| Pillar 2: Supervisory Review
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*** [[Foundation IRB |F-IRB]]
|-
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*** [[Advanced IRB | A-IRB]]
|style="padding: 0.3em; line-height: 1.5em"|
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*** [[Probability of default|PD]]
[[Economic Capital]] <br/>
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*** [[Loss given default|LGD]]
[[Liquidity Risk]] - [[legal risk | Legal Risk]] <br/>
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** [[Credit_conversion_factor|CCF]]
|-
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** [[Exposure at default|EAD]]
|style="padding: 0.3em; font-family: sans-serif; font-size: 1em; background-color: #cccccc"| Pillar 3: Market Disclosure
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* [[Operational risk]]  
|-
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** [[Basic indicator approach|Basic]]
|style="padding: 0.3em; line-height: 1.5em"|
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** [[Standardized approach (operational risk)|Standardized]]
[[Disclosure]] <br/>
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** [[Advanced measurement approach | AMA]]
|-
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* [[Market risk]]  
|style="padding: 0.3em; font-family: sans-serif; font-size: 1em; background-color: #cccccc"| [[Portal:Business and economics|Business and Economics Portal]]
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** [[Bond duration|Duration]]
|-
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** [[Value at risk]]  
|}
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| heading4 = Pillar 2: Supervisory review
 +
| content4 =
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* [[Economic capital]]  
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* [[Liquidity risk]]
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* [[Legal risk]]  
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| heading5 = Pillar 3: Market disclosure
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| content5 =
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* [[Corporation#Financial disclosure|Disclosure]]  
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| below = [[Portal:Business and economics|Business and Economics Portal]]
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}}<noinclude>
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[[Category:Economics navigational boxes]]
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</noinclude>

Latest revision as of 13:34, 14 December 2018