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  2. Basic indicator approach - Wikipedia

    en.wikipedia.org/wiki/Basic_indicator_approach

    Basel II requires all banking institutions to set aside capital for operational risk. The basic indicator approach, however, is much simpler as compared to the alternative approaches (i.e. standardized approach (operational risk) and advanced measurement approach ) and thus has been recommended for banks without significant international ...

  3. Basel II - Wikipedia

    en.wikipedia.org/wiki/Basel_II

    A final package of measures, known as Basel 2.5, enhanced the three pillars of the Basel II framework and strengthened the 1996 rules governing trading book capital was issued in July 2009 by the newly expanded Basel Committee. These measures included revisions to the Basel II market-risk framework and the guidelines for computing capital for ...

  4. Standardized approach (credit risk) - Wikipedia

    en.wikipedia.org/wiki/Standardized_approach...

    The Basel II accord proposes to permit banks a choice between two broad methodologies for calculating their capital requirements for credit risk. The other alternative is based on internal ratings . Reforms to the standardised approach to credit risk are due to be introduced under the Basel III: Finalising post-crisis reforms .

  5. Basel Accords - Wikipedia

    en.wikipedia.org/wiki/Basel_Accords

    The Basel Accords [a] refer to the banking supervision accords (recommendations on banking regulations) issued by the Basel Committee on Banking Supervision (BCBS). [1] Basel I was developed through deliberations among central bankers from major countries. In 1988, the Basel Committee published a set of minimum capital requirements for banks.

  6. Standardized approach (operational risk) - Wikipedia

    en.wikipedia.org/wiki/Standardized_approach...

    On March 4, 2016, the Basel Committee on Banking Supervision finally updated its proposal for calculating operational risk capital, introducing the Standardized Measurement Approach (“SMA”). Building upon its 2014 version, the SMA would not only replace the existing standardized approaches, but also the Advanced Measurement Approach.

  7. Fundamental Review of the Trading Book - Wikipedia

    en.wikipedia.org/wiki/Fundamental_Review_of_the...

    The FRTB revisions address deficiencies relating to the existing [8] Standardised approach and Internal models approach [9] and particularly revisit the following: . The boundary between the "trading book" and the "banking book": [10] i.e. assets intended for active trading; as opposed to assets expected to be held to maturity, usually customer loans, and deposits from retail and corporate ...

  8. Foundation IRB - Wikipedia

    en.wikipedia.org/wiki/Foundation_IRB

    The term Foundation IRB or F-IRB is an abbreviation of foundation internal ratings-based approach, and it refers to a set of credit risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions.

  9. Advanced measurement approach - Wikipedia

    en.wikipedia.org/wiki/Advanced_measurement_approach

    Also, according to section 664 of original Basel Accord, in order to qualify for use of the AMA a bank must satisfy its supervisor that, at a minimum: Its board of directors and senior management, as appropriate, are actively involved in the oversight of the operational risk management framework;