Transcription of Basel II & Credit Risk Management: Risk Data and …
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Basel II & Credit Risk Management: Risk Data and …
Basel II & Credit Risk management : Risk data and Modeling Considerations Deloitte & Touche LLP. Copyright 2011, SAS Institute Inc. All rights reserved. #analytics2011. History of Banking Capital and Basel The Basel Accord was initially drafted in 1988 to improve the safety and soundness of the global banking system by enhancing the risk measurement and capital adequacy within Banks Aimed at placing internationally active banks on comparable footing with respect to capital requirements Progression of capital level policies prior to the Basel Accord Bank capital declined to FRB initiated go slow policy Basel Accord led to adoption of risk- < 20% with respect to expansion weighted framework for assessing proposals capital adequacy of 8 percent 1870 - 1910 1915 - 1930 1970 1982 1988.
Copyright © 2011, SAS Institute Inc. All rights reserved. Content Copyright © 2011 Deloitte Development LLC. All rights reserved. #analytics2011 Data ...
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