Basel

BASEL ACCORDS

Contenu

Introduction............................................................................................................................................. 2 I. The Basel Committee ........................................................................................................................... 2 II. Basel I................................................................................................................................................... 2 Scope ............................................................................................................................................... 3 The Accord ....................................................................................................................................... 3 Implementation ............................................................................................................................... 4 III. Basel II................................................................................................................................................. 6 A. Pillar I............................................................................................................................................... 6 Credit Risk—the Standardized Approach ........................................................................................ 7 Credit Risk—the Internal Ratings Based Approaches...................................................................... 7 Operational Risk .............................................................................................................................. 8 Market Risk ...................................................................................................................................... 8 Total Capital Adequacy .................................................................................................................. 10 B. Pillars II and III...