Difference between revisions of "Template:Basel II"
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imported>Michael Hardy |
imported>Michael Hardy |
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[[Banking]] <br /> | [[Banking]] <br /> | ||
| − | [[Monetary | + | [[Monetary policy]] - [[Central bank]] <br /> |
[[Risk]] - [[Risk management]] <br /> | [[Risk]] - [[Risk management]] <br /> | ||
| − | [[Regulatory | + | [[Regulatory capital]] <br /> |
[[Tier 1 capital | Tier 1]] - [[Tier 2 capital | Tier 2]] <br /> | [[Tier 1 capital | Tier 1]] - [[Tier 2 capital | Tier 2]] <br /> | ||
|- | |- | ||
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[[Credit risk]] <br/> | [[Credit risk]] <br/> | ||
| − | [[Standardized | + | [[Standardized approach (credit risk)|Standardized]] - [[Foundation IRB |F-IRB]] - [[Advanced IRB | A-IRB]] <br/> |
[[Probability of default|PD]] - [[Loss given default (LGD)|LGD]] - [[Exposure at default (EAD) |EAD]] <br/> | [[Probability of default|PD]] - [[Loss given default (LGD)|LGD]] - [[Exposure at default (EAD) |EAD]] <br/> | ||
[[Operational risk]] <br/> | [[Operational risk]] <br/> | ||
| − | [[Basic indicator approach|Basic]] - [[Standardized | + | [[Basic indicator approach|Basic]] - [[Standardized approach (operational risk)|Standardized]] - [[Advanced measurement approach | AMA]] <br/> |
[[Market risk]] <br/> | [[Market risk]] <br/> | ||
[[Duration]] - [[Value at Risk]] <br/> | [[Duration]] - [[Value at Risk]] <br/> | ||
Revision as of 18:47, 13 September 2007
|
Basel II |
|
Bank for International Settlements |
| Background |
|
Banking |
| Pillar 1: Regulatory Capital |
|
Credit risk |
| Pillar 2: Supervisory Review |
| Pillar 3: Market Disclosure |
| Business and Economics Portal |