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Standardized approach: an overview
Standardized approach: claims on sovereigns
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Standardized approach: claims on multilateral development banks (MDBs)
Standardized approach: Claims on banks
Standardized approach: claims on securities firms
Standardized approach: claims on corporates
Standardized approach: claims included in the regulatory retail portfolios
Standardized approach: claims secured by residential property
Standardized approach: claims secured by commercial real estate
Standardized approach: past due loans
Standardized approach: higher-risk assets
Standardized approach: other assets
Standardized approach: off-balance sheet (OBS) items
Standardized approach: exposures that give rise to counterparty credit risk (CCR)
Standardized approach: use of external ratings
Standardized approach: credit risk mitigation (CRM)
Internal rating-based approach: risk component overview
Calculation of RWA for market risk
Standardized approach: an overview
Standardized approach: sensitivities-based method
Standardized approach: default risk capital requirement
Standardized approach: residual risk add-on
Internal models approach
Calculation of RWA for operational risk
Leverage ratio
Calculation
Exposure measurement
Leverage ratio requirements for global systemically important banks
Liquidity coverage ratio
Calculation
High-quality liquid assets (HQLA)
Cash inflows and outflows
Net stable funding ratio
Calculation
Available and required stable funding
Large exposures
Margin requirements
Supervisory review process
Key principles, supervisory focus
Best practice Enterprise Risk Management Framework
Risk Management
Interest rate risk in the banking book (IRRBB)
Capital planning and stress testing
Liquidity planning and stress testing
Compensation practices
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Basel glossary
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Risk Profile Diagnostic
AbtPeB
Vid2019
R&MVids2019
BeneB2020
67067LUHO12
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Home
Consulting
Training/Academy
E-Learning
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About us
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The Basel Framework
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Home
Consulting
Training/Academy
E-Learning
Auditing
Risk Diagnosis Tool
Affiliations
About us
Contact
Videos
The Basel Framework
History of the Basel Accord
Purpose, principles and world-wide implementation
Definition of capital
Definition of eligible capital
Regulatory adjustments
Risk-based capital requirements
Calculation of minimum risk-based capital requirements
Buffers above the regulatory minimum
Systemically important bank buffers
Capital adequacy - example large international bank
Calculation of RWA for credit risk
Standardized approach: an overview
Standardized approach: claims on sovereigns
Standardized approach: Claims on non-central public sector entities (PSE)s
Standardized approach: claims on multilateral development banks (MDBs)
Standardized approach: Claims on banks
Standardized approach: claims on securities firms
Standardized approach: claims on corporates
Standardized approach: claims included in the regulatory retail portfolios
Standardized approach: claims secured by residential property
Standardized approach: claims secured by commercial real estate
Standardized approach: past due loans
Standardized approach: higher-risk assets
Standardized approach: other assets
Standardized approach: off-balance sheet (OBS) items
Standardized approach: exposures that give rise to counterparty credit risk (CCR)
Standardized approach: use of external ratings
Standardized approach: credit risk mitigation (CRM)
Internal rating-based approach: risk component overview
Calculation of RWA for market risk
Standardized approach: an overview
Standardized approach: sensitivities-based method
Standardized approach: default risk capital requirement
Standardized approach: residual risk add-on
Internal models approach
Calculation of RWA for operational risk
Leverage ratio
Calculation
Exposure measurement
Leverage ratio requirements for global systemically important banks
Liquidity coverage ratio
Calculation
High-quality liquid assets (HQLA)
Cash inflows and outflows
Net stable funding ratio
Calculation
Available and required stable funding
Large exposures
Margin requirements
Supervisory review process
Key principles, supervisory focus
Best practice Enterprise Risk Management Framework
Risk Management
Interest rate risk in the banking book (IRRBB)
Capital planning and stress testing
Liquidity planning and stress testing
Compensation practices
Disclosure requirements
Basel glossary
Disclaimer
Risk Profile Diagnostic
AbtPeB
Vid2019
R&MVids2019
BeneB2020
67067LUHO12
MECAPLIQADEQ