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Asset and Liability Management: The Banker’s Guide to Value Creation and Risk Control, Second Edition
book

Asset and Liability Management: The Banker’s Guide to Value Creation and Risk Control, Second Edition

by Jean Dermine, Youssef F. Bissada
March 2002
Intermediate to advanced
176 pages
3h 48m
English
Pearson
Content preview from Asset and Liability Management: The Banker’s Guide to Value Creation and Risk Control, Second Edition

Basel II: The Three Pillars

The revised international capital regulations were adopted in June 2004. The key insights of the 239-page document – ‘International Convergence of Capital Measurement and Capital Standards’ – will be discussed in this Stage. For a complete analysis, the reader is invited to download the document from the BIS website (www.bis.org/bcbs). The Basel II regulations will be applied in many countries as of 1 January 2007. But the United States has decided to postpone the process, allowing banks, that qualify, to apply Basel II from 1 January 2008.[1]

[1] If applicable, capital reductions in the USA will only start in 2009.

Basel II includes three pillars:

The first pillar: minimum capital requirements

This defines the methodology ...

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Publisher Resources

ISBN: 9780131370241Purchase book