Template:Basel II

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Basel II

Bank for International Settlements Basel Accord - Basel I Basel II

Background

Banking Monetary policy - Central bank Risk - Risk management Regulatory capital Tier 1 - Tier 2

Pillar 1: Regulatory Capital

Credit risk Standardized - F-IRB - A-IRB PD - LGD - EAD Operational risk Basic - Standardized - AMA Market risk Duration - Value at risk

Pillar 2: Supervisory Review

Economic capital Liquidity risk - Legal risk

Pillar 3: Market Disclosure

Disclosure

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