Search results with tag "Committee on banking supervision consultative"
Basel Committee on Banking Supervision Consultative …
www.bis.org1. This paper, which forms part of the second consultative package on the new capital adequacy framework produced by the Basel Committee on Banking Supervision (the Committee), describes the standardised approach to credit risk in the banking book. 2. The New Basel Capital Accord will continue to be applied to internationally-active
Basel Committee on Banking Supervision Consultative …
www.bis.org1. The Core Principles for Effective Banking Supervision (Core Principles) are the de facto minimum standard for sound prudential regulation and supervision of banks and banking systems. Originally issued by the Basel Committee on Banking Supervision (the Committee)1 in 1997, they are used by countries as a benchmark for assessing the quality of
Basel Committee on Banking Supervision Consultative …
www.bis.orgBasel Committee on Banking Supervision . Consultative document . credit risk models . Sound practices for backtesting counterparty . Issued for comment by 31 May 2010
Basel Committee on Banking Supervision Consultative …
www.bis.orgfundamental the review of trading book capital requirements. 1 As with the two previous consultative papers, the revisions to the capital framework set out in this paper aim to contribute to a more resilient banking sector by
Basel Committee on Banking Supervision Consultative …
www.bis.orgb. difficulties in measurement of pd, lgd, and ead, and associated data limitations.....85 c. the higher correlations among pd, lgd, and ead.....85 iii. potential inputs into an irb framework for project finance.....86 a. option 1: separate analyses of pd, lgd, and ead ...
Basel Committee on Banking Supervision Consultative …
www.bis.org• the existence of multiple forms of liquidity and credit support facilities on different levels of the ABCP structure (ie conduit level or transaction level).
Basel Committee on Banking Supervision Consultative …
www.bis.org1 Pillar 2 (Supervisory Review Process) Introduction 1. As previously set out in the June 1999 consultative document, the supervisory review process is explicitly recognised as an integral part of the New Basel Capital Accord.