'Risk weights' diaporamas de présentation

The Basel II Capital Accord

1.43k views • 100 slides

Topic 9. Bank regulation and Basel

Topic 9. Bank regulation and Basel. 9.1 Capital 9.2 Reasons for regulating bank capital 9.3 History of bank regulation 9.4 Pre-1988 9.5 BIS Accord (Basel I) 9.6 1996 Amendment 9.7 Basel II 9.8 Basel III. 9.1 Capital. 9.1 Capital.

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Nottingham University January 29 th 2014 Nottingham

Have we fixed the financial system? Martin Wolf, Associate Editor & Chief Economics Commentator, Financial Times. Nottingham University January 29 th 2014 Nottingham. Have we fixed the financial system?. Have we fixed the financial system?. Legacy of the crisis Fragility of finance

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Day 3

Day 3. Basel II and Bank Risk Management Garrett Glass. The Revised Framework. The original international bank capital standards were implemented in 1988 (Basel I) Market risk amendments were added in 1996

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Chapter

Chapter. 20. Capital Adequacy. Overview.

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Overview

Overview. This chapter discusses the functions of capital, different measures of capital adequacy, current and proposed capital adequacy requirements and advanced approaches used to calculate adequate capital according to internal rating based models of credit risk.

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Capital requirements

Capital requirements. Motivation The financial and crisis is primarily due to excessive lending, and the lowering or credit standards

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Chapter 15

Chapter 15. Credit Derivatives. BIS Capital Requirements for Credit Derivatives. Interest rate derivatives total $65 trillion FX derivatives exceed $16 trillion Equity derivatives $2 trillion As of 6/01: credit derivatives = $1 trillion.

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How Basel II will affect banks and their clients

How Basel II will affect banks and their clients. Hong Kong Monetary Authority 15 August 2006. What does Basel Committee do?. Issues guidance on sound / best practice for banks and banking supervision. Standard accepted worldwide and generally incorporated in national banking supervision.

382 views • 21 slides

How Basel II will affect banks and their clients

How Basel II will affect banks and their clients. Hong Kong Monetary Authority 15 August 2006. What does Basel Committee do?. Issues guidance on sound / best practice for banks and banking supervision. Standard accepted worldwide and generally incorporated in national banking supervision.

211 views • 21 slides

Regulatory Update

Robert Browning, Supervision Analyst Division of Supervision / Region IV. Regulatory Update. October 6, 2014. Interest Rate Risk. Fed Forecasts Rate Hikes to Begin in 2015. Long Term Assets Composition. Investments by Maturity. Unrealized Losses.

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Information System Assurance Practices in China

Information System Assurance Practices in China. Key players doing IS Assurance In China Regulatory Regime and Professional Organizations Regulatory Authorities Professional Organizations Standards and Regulatory Requirement Examples

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Strategies for Stimulating Growth and Sustainability John W. Robinson Deputy Governor Bank of Jamaica

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Current Issues in Australia n Bank Regulation

Current Issues in Australia n Bank Regulation. Kevin Davis, University of Melbourne & Monash University. Disclaimer.

210 views • 11 slides

Asia Pacific Union for Housing Finance International Conference on Housing April 10-13, 2013 New Delhi, India M

Asia Pacific Union for Housing Finance International Conference on Housing April 10-13, 2013 New Delhi, India Mortgage Lending Overview of International Regulatory Developments Olivier Hassler ohhfinance@gmail.com. Main Lessons from the 2007-2009 Crisis.

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20 Church Street ? Liberty Corner, NJ 07938 ? P: (908) 604-9336 ? F: (908) 604-5951 ? finpro@finpro.us ? www.fi

Basel III - Impact to Community Banks 2013 AICPA National Conference on Banks and Savings Institutions . 20 Church Street ? Liberty Corner, NJ 07938 ? P: (908) 604-9336 ? F: (908) 604-5951 ? finpro@finpro.us ? www.finpro.us. Basel III has been a long time in coming . . . .

189 views • 6 slides