Basel accords in a nutshell #ChartAcc
Friday, January 17, 2014
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ChartAcc.com - BASEL accords can be defined as follows
Basel I :
Basel II :
For more on Basel click here.
Basel I :
- Focused on Credit Risk and Risk Weighting of Assets (RWA)
Basel II :
- Enhanced Capital allocation sensitivity and disclosure requirements
- Quantification of Credit risk, operational risk and market risk
- Supersedes Basel I
- Enhanced controls per Basel I and II (though supersedes both)
- Capital adequacy, stress testing and market liquidity risk
For more on Basel click here.
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