BASEL-II

BASEL-II

Risk Management Regime
Basel Capital Accord

BASEL - I   Market Risk Amendment - 1996-99
                      Operational Risk measurement?

BASEL -II  Charge for Operational Risk + Creteria of Credit Risk Charge - 1999

BASEL-III   Liquidity


Pillars

1. Calculation
2. Supervisory (Regulator)
3. Market Discipline

Capital cushion to absorb the loss
Beauvoir Finance

Weight to Assets - Crdits
IRB Fondation

Well-Capitalized Banks
Benchmark capital?
Credit risk?
Credit risk management derivative

Read (Report from ICAP)