Basel 2 document pdf

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What was Basel 2 designed to achieve? •Risk sensitive minimum bank capital requirements • A framework for formal dialogue with your regulator • Disclosures to enhance market discipline How does Basel 2 generate risk sensitive minimum capital requirements? •Individual asset classes have bespoke parameters defining volatility of losses Basel III phase-in). Additional developments relevant for a comprehensive picture In conjunction with the finalized Basel III standards, banks need to consider related initiatives to obtain a comprehensive regulatory picture. These initiatives include risk weights for sovereigns (for which the Basel Committee published a discussion document), 5.2 IRB Approach - 17 (Basel II.5) Series E to H-1 B. Pillar 2 6. Basel II.5 Amendments to SAMA Basel II Methodology for Pillar 2 Requirements and Internal Capital Adequacy Assessment Plans (ICAAPs) C. Pillar 3 7. Enhancements under Basel II.5 with regard to Pillar 3 4 Annex - 1 Relevant Sections of BCBS Document of June 2006 with regard to competent Corporate Bodies. This document is therefore subject to the related certification, pursuant to Art. 154 bis of Legislative Decree 58/1998 (Consolidated Law on Finance). As a consequence, the "Basel 2 Pillar 3" disclosure is subject to the checks and controls established in the Group's "Guidelines for We present here a primer for Basel 4, highlighting its main components, their potential . impact on major EU banks and the actions that banks should be taking to implement CET1 capital ratio impact2: 4.5 percent reduction (4.7 percent for . EU G-SIBs) Other impacts: • Pricing of long term credit exposures • Systems and data 2.3.6 Qualitative questionnaire sample: summary statistics 36 2.4 Methodology 37 2.4.1 Aggregation 37 2.4.2 Impact assessment scenarios 38 2.4.3 Impact metrics 39 2.4.4 Main differences with respect to the EBA-Basel III monitoring analysis 40 2.5 Data quality and interpretation of the results 43 2.6 Structure of the report 44 3. El Nuevo Acuerdo de Capital, tambin llamado NAC o Basilea II, es un documento con principios y recomendaciones propuestas por el Comit de Basilea sobre Supervisin Bancaria, que tiene como objetivo la convergencia regulatoria hacia estndares ms eficaces y avanzados sobre medicin y gestin de los principales PUBLIC CONSULTATION DOCUMENT IMPLEMENTING THE FINAL BASEL III REFORMS IN THE EU Disclaimer This document is a working document of the Commission services for consultation and does not prejudge the final decision that the Commission may take. The responses to this consultation paper will provide important guidance to the Overview of Basel II Basel II allows firms to use one of two broad approaches to the calculation of capital: • Standardised Approach: uses supervisory risk weights to calculate capital based primarily on the asset class • Internal Ratings Based Approach: allows firms to model the key parameters of PD, LGD and Law on Finance). As a consequence, the "Basel 2 Pillar 3" disclosure is subject to the checks and controls established in the Group's "Guidelines for administrative and financial governance", the document that sets out the rules for the application of art. 154 bis of the Consolidated Law on Finance in the In