Business Lines Beta Factors Corporate finance 18 per cent, Trading and sales 18 per cent, Retail banking 12 per cent, Commercial banking 15 per cent, Payment and settlement 18 per cent, Agency services 15 per cent, Asset management 12 per cent, and Retail brokerage 12 per cent.
Advanced measurement approach is based on the internally developed risk measurement framework of the bank adhering to the standards prescribed and include methods such as internal measurement approach (IMA), loss distribution approach (LDA), scenario based, and scorecard. Advanced measurement approach calls for significant investment as compared to the other two approaches.
Pillar II: Supervisory Review This process emphasises the need for banks to develop sound ...
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