Difference between revisions of "Template:Basel II"
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imported>Frietjes |
imported>Hou710 (Added the Credit_conversion_factor.) |
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* [[Bank for International Settlements]] | * [[Bank for International Settlements]] | ||
| − | + | * [[Basel Accords]] ([[Basel I]], [[Basel II]], [[Basel III]], ''[[Basel IV]]'') | |
| − | * [[Basel Accords]] ([[Basel I]], [[Basel II]], [[Basel III]]) | ||
| − | |||
* [[Financial Stability Board]] | * [[Financial Stability Board]] | ||
| Line 17: | Line 15: | ||
| content2 = | | content2 = | ||
* [[Banking]] ([[Bank regulation|Regulation]]) | * [[Banking]] ([[Bank regulation|Regulation]]) | ||
| − | |||
* [[Monetary policy]] | * [[Monetary policy]] | ||
* [[Central bank]] | * [[Central bank]] | ||
| − | |||
* [[Risk]] | * [[Risk]] | ||
* [[Risk management]] | * [[Risk management]] | ||
| − | |||
* [[Regulatory capital]] | * [[Regulatory capital]] | ||
* [[Tier 1 capital | Tier 1]] | * [[Tier 1 capital | Tier 1]] | ||
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| content3 = | | content3 = | ||
* [[Credit risk]] | * [[Credit risk]] | ||
| − | + | ** [[Standardized approach (credit risk)|Standardized]] | |
| − | * [[Standardized approach (credit risk)|Standardized]] | + | ** [[Internal Ratings-Based Approach (Credit Risk) | IRB Approach]] |
| − | * [[Internal Ratings-Based Approach (Credit Risk) | IRB Approach]] | + | *** [[Foundation IRB |F-IRB]] |
| − | + | *** [[Advanced IRB | A-IRB]] | |
| − | * [[Foundation IRB |F-IRB]] | + | *** [[Probability of default|PD]] |
| − | * [[Advanced IRB | A-IRB]] | + | *** [[Loss given default|LGD]] |
| − | * [[Probability of default|PD]] | + | ** [[Credit_conversion_factor|CCF]] |
| − | * [[Loss given default|LGD]] | + | ** [[Exposure at default|EAD]] |
| − | * [[Exposure at default|EAD]] | ||
| − | |||
* [[Operational risk]] | * [[Operational risk]] | ||
| − | * [[Basic indicator approach|Basic]] | + | ** [[Basic indicator approach|Basic]] |
| − | * [[Standardized approach (operational risk)|Standardized]] | + | ** [[Standardized approach (operational risk)|Standardized]] |
| − | * [[Advanced measurement approach | AMA]] | + | ** [[Advanced measurement approach | AMA]] |
| − | |||
* [[Market risk]] | * [[Market risk]] | ||
| − | * [[Bond duration|Duration]] | + | ** [[Bond duration|Duration]] |
| − | * [[Value at risk]] | + | ** [[Value at risk]] |
| heading4 = Pillar 2: Supervisory review | | heading4 = Pillar 2: Supervisory review | ||
Latest revision as of 13:34, 14 December 2018
| Bank regulation and standards |
|---|
| Background |
| Pillar 1: Regulatory capital |
| Pillar 2: Supervisory review |
| Pillar 3: Market disclosure |
| Business and Economics Portal |