Difference between revisions of "Template:Basel II"
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[[Standardized Approach (Credit Risk)|Standardized]] - [[Foundation IRB |F-IRB]] - [[Advanced IRB | A-IRB]] <br/> | [[Standardized Approach (Credit Risk)|Standardized]] - [[Foundation IRB |F-IRB]] - [[Advanced IRB | A-IRB]] <br/> | ||
[[Probability of default (PD)|PD]] - [[Loss given default (LGD)|LGD]] - [[Exposure at default (EAD) |EAD]] <br/> | [[Probability of default (PD)|PD]] - [[Loss given default (LGD)|LGD]] - [[Exposure at default (EAD) |EAD]] <br/> | ||
| − | [[Operational | + | [[Operational risk]] <br/> |
[[Basic indicator approach|Basic]] - [[Standardized Approach (Operational Risk)|Standardized]] - [[Advanced Measurement Approach | AMA]] <br/> | [[Basic indicator approach|Basic]] - [[Standardized Approach (Operational Risk)|Standardized]] - [[Advanced Measurement Approach | AMA]] <br/> | ||
[[Market risk]] <br/> | [[Market risk]] <br/> | ||
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[[Economic Capital]] <br/> | [[Economic Capital]] <br/> | ||
| − | [[Liquidity | + | [[Liquidity risk]] - [[Legal risk]] <br/> |
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|style="padding: 0.3em; font-family: sans-serif; font-size: 1em; background-color: #cccccc"| Pillar 3: Market Disclosure | |style="padding: 0.3em; font-family: sans-serif; font-size: 1em; background-color: #cccccc"| Pillar 3: Market Disclosure | ||
Revision as of 01:29, 7 August 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 |