Search results with tag "Basel committee on banking supervision standards"
Basel Committee on Banking Supervision Standards
www.bis.orgBasel Committee on Banking Supervision Standards Interest rate risk in the banking book . April 2016 . ... (IRRBB)is part of the Basel capital framework’s Pillar 2 (Supervisory Review Process) and subject to the Committee’s guidance set out in the 2004 : Principles for
Basel Committee on Banking Supervision Standards
www.bis.orgBasel Committee on Banking Supervision Standards . Pillar 3 disclosure : requirements – consolidated and enhanced framework . March 2017
Basel Committee on Banking Supervision Standards
www.bis.orgSection 7: Disclosure requirements on overview of risk management, key prudential metrics and RWA..48 ... 4 Minimum capital requirements for market risk, January 2016, ... standards to reflect the revisions to the SA and IRB frameworks.
Basel Committee on Banking Supervision Standards
www.bis.org3. A large exposures framework complements the Committee’s riskbased capital standard - because the latter is not designed specifically to protect banks from large losses resulting from the sudden default of a single counterparty. In particular, the minimum capital requirements (Pillar 1) of the