Basel II Kriterlerinin Reel Sektöre Etkileri ve Basel III Kriterlerinin Bankalar Üzerine Etkilerinin Araştırılması

Operational risk : A Basel II++ step before Basel III

Following the Banking Committee on Banking Supervision, operational risk quantification is based on the Basel matrix which enables sorting incidents. In this paper we analyze these incidents in depth and propose strategies for carrying out the supervisory guidelines proposed by the regulators. The objectives are as follows: • On the first hand, banks need to provide a univariate capital charge ...

Fiziksel ve Davranışsal Ofis Ortamının Verimlilik Üzerine Etkilerinin İncelenmesi

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CHAPTER 1 Supervision of Islamic Banks : The Regulatory Challenge — Basel II and Basel III

Basel II - Achievements and Challenges

The views herein are my own and do not necessarily reflect those of the Deutsche Bundesbank.

Granularity adjustment for Basel II

The credit value-at-risk model underpinning the Basel II Internal Ratings-Based approach assumes that idiosyncratic risk has been diversified away fully in the portfolio, so that economic capital depends only on systematic risk contributions. We develop a simple methodology for approximating the effect of undiversified idiosyncratic risk on VaR. The supervisory review process (Pillar 2) of the ...