Granularity adjustment for regulatory capital
Found 4 free book(s)
Granularity Adjustment for Regulatory Capital …
www.ijcb.orgGranularity Adjustment for Regulatory Capital Assessment∗ Michael B. Gordya and Eva L¨utkebohmertb aFederal Reserve Board bUniversity of Freiburg The credit value-at-risk model underpinning the internal ratings-based approach of Basel II …
Basel Committee on Banking Supervision …
www.bis.orgThe Committee is also proposing disclosure requirements to provide users of Pillar 3 data with information on the capital ratio of a bank that would result in ...
OPERATIONAL RISK REPORTING STANDARDS …
www.susep.gov.brOperational Risk Reporting Standards Page 2 of 60 This document makes use of Hyperlinks for ease of navigation.Hyperlinks can be activated using Ctrl+Click with the keyboard and mouse, the cursor may change
CENTURY COMMERCIAL BANK LIMITED
www.centurybank.com.npRisk Weighted Exposure for Operational Risk (Rs. in million) 2067/068 2068/069 2069/070 42.39Net Interest Income 115.96 308.36 0.54Commission …