Difference between revisions of "Template:Basel II"
Jump to navigation
Jump to search
imported>Whizz40 (group) |
imported>Whizz40 (group) |
||
| Line 26: | Line 26: | ||
| 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]] | + | *** [[Foundation IRB |F-IRB]] |
| − | * [[Advanced IRB | A-IRB]] | + | *** [[Advanced IRB | A-IRB]] |
| − | * [[Probability of default|PD]] | + | *** [[Probability of default|PD]] |
| − | * [[Loss given default|LGD]] | + | *** [[Loss given default|LGD]] |
* [[Exposure at default|EAD]] | * [[Exposure at default|EAD]] | ||
* [[Operational risk]] | * [[Operational risk]] | ||
| Line 38: | Line 38: | ||
** [[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 | ||
Revision as of 17:18, 17 October 2018
| Bank regulation and standards |
|---|
| Background |
| Pillar 1: Regulatory capital |
| Pillar 2: Supervisory review |
| Pillar 3: Market disclosure |
| Business and Economics Portal |