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...ion]] on September 2012 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ...11 and applying the changes to the definition of capital and risk-weighted assets, the average common equity Tier 1 capital ratio (CET1) of Group 1 banks was ...

...ng Supervision]] on October 2013 in the [[:Category:BCBS Risk Management | Risk Management]] category. ''Fundamental review of the trading book: A revised market risk framework – consultative document''. ...

...increase in bank's actual ratio of tangible common equity to risk-weighted assets will lead to a decline in the level of GDP relative to its baseline path by ...y Risk]], [[Credit Risk]], [[Economic Cost]], [[Banking Crises]], [[Market Risk]] ...

...rvision]] on March 2013 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ...12 and applying the changes to the definition of capital and risk-weighted assets, the average Common Equity Tier 1 capital ratio (CET1) of Group 1 banks was ...

** Objective Risk Based Analytical Framework ** Enable Scenario Analysis and Stress Testing of Credit Assets ...

...sion]] on December 2010 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ...r risk coverage, the introduction of a leverage ratio as a backstop to the risk-based requirement, measures to promote the build up of capital that can be ...

...ginality, accuracy or completeness of said resources for any purpose. Open Risk is not affiliated with IASB/FASB. |Derecognition of Modified Financial Assets ...

...sion]] on December 2010 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Basel III: International framework for liquidity risk measurement, standards and monitoring''. ...

...r risk coverage, the introduction of a leverage ratio as a backstop to the risk-based requirement, measures to promote the build up of capital that can be ...g the effect of all changes to the definition of capital and risk-weighted assets, as well as assuming full implementation as of 31 December 2009, the averag ...

...it Event]] realization rate. It is the rate at which loans or other credit assets in a pool default. * A credit event is also always associated with an exposure at risk (although the definition of that may vary). Volume based approaches focus o ...

...r improving capital regulation to take into account changes in banking and risk management practices while at the same time preserving the benefits of a fr ...ucture of the 1996 Market Risk Amendment regarding the treatment of market risk; and the definition of eligible capital.</p> ...

...r improving capital regulation to take into account changes in banking and risk management practices while at the same time preserving the benefits of a fr ...ucture of the 1996 Market Risk Amendment regarding the treatment of market risk; and the definition of eligible capital.</p> ...