Example: stock market
International Convergence Of Capital Measurement And Capital Standards
Found 2 free book(s)
Basel Committee on Banking Supervision Standards
www.bis.orgidentification, measurement, monitoring and control activities. Principles 8 and 9 set out the expectations for market disclosures and banks’ internal assessment of capital adequacy for IRRBB respectively. Principles 10 to 12 address the supervisory approach to banks’ IRRBB management framework and capital adequacy.
Minimum Capital Requirements - Bank for International ...
www.bis.orgPart 2: The First Pillar – Minimum Capital Requirements I. Calculation of minimum capital requirements 40. Part 2 presents the calculation of the total minimum capital requirements for credit, market and operational risk. The capital ratio is calculated using the definition of …