Essays about: "Basel Pillar II"

Found 3 essays containing the words Basel Pillar II.

1. 1. Consolidating Multi-Factor Models of Systematic Risk with Regulatory Capital

   University essay from KTH/Matematisk statistik

   Author : Henrik Ribom; [2018]
   Keywords : Economic Capital; Regulatory Capital; Basel Pillar II; Systematic Risk; Ekonomisk kapital; Regulatoriskt kapital; Basel pelare II; Systematisk risk;

   Abstract : To maintain solvency intimes of severe economic downturns banks and financialinstitutions keep capital cushions that reflect the risks in the balance sheet.Broadly,how much capital that is being held is a combination of external requirementsfromregulators and internal assessments of credit risk. READ MORE

3. 2. Name Concentration Risk and Pillar 2 Compliance : The Granularity Adjustment

   University essay from KTH/Matematisk statistik

   Author : Björn Torell; [2013]
   Keywords : Credit Risk; Basel II; IRB formula; Concentration risk; Name concentration; ;

   Abstract : A credit portfolio where each obligor contributes infinitesimally to the risk is said to be infinitely granular. The risk related to the fact that no real credit portfolio is infinitely granular, is called name concentration risk. READ MORE

4. 3. Internal Adoption of Basel II in a Centralized Bank

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Anneli Lindgren; Meryem Celik; [2009-06-23T13:18:18Z]
   Keywords : Nordea; Basel II; Business Credits; Capital Requirement;

   Abstract : Background and Problem: Basel II is a regulatory framework introduced by the Basel Committee of Banking Supervision. Its aim is to improve international capital supervision. Banks have to apply this legislation in order to have a sufficient level of capital in case of unexpected defaults. READ MORE