SlideShare une entreprise Scribd logo
1  sur  39
BASEL II – An Overview Girish V S
Economic Objectives ,[object Object],[object Object]
Economic Objectives ,[object Object],[object Object]
The Three Pillars ,[object Object],[object Object],[object Object]
Pillar 1 ,[object Object],[object Object]
 
RISK BASED SUPERVISION
BASEL II : CAPITAL CHARGE
Credit Risk ,[object Object],[object Object],[object Object],[object Object]
CREDIT RISK WEIGHTS
Credit Exposure Classes ,[object Object],[object Object],[object Object]
Credit Exposure Classes ,[object Object]
Coverage And Compliance  ,[object Object],[object Object]
C & C ,[object Object]
Standardized Approach
Internal Ratings Based
FIRB VS. AIRB
IRB ,[object Object],[object Object]
IRB ,[object Object],[object Object],[object Object]
LGD Valuations ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Credit Risk Mitigants ,[object Object],[object Object],[object Object],[object Object],[object Object]
Credit Risk Mitigants ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Credit Risk Impact
Credit Risk Impact ,[object Object]
Key Basel Compliance Requirements ,[object Object],[object Object],[object Object]
Key Compliance Requirements ,[object Object],[object Object],[object Object]
Market Risk Compliance ,[object Object],[object Object],[object Object],[object Object]
Ops Risk ,[object Object],[object Object],[object Object]
Ops Risk Impact
Operating Risk Compliance ,[object Object],[object Object]
Operating Risk Compliance ,[object Object],[object Object],[object Object]
Pillar 2 – Supervisory Review ,[object Object],[object Object]
Pillar 2 ,[object Object],[object Object],[object Object],[object Object]
Four Key Principles of Supervisory Review ,[object Object]
Four Key Principles ,[object Object]
Four Key Principles ,[object Object]
Four Key Principles ,[object Object]
Pillar 3 Market Discipline ,[object Object],[object Object]
Challenges ,[object Object],[object Object],[object Object],[object Object]

Contenu connexe

Tendances

FRM - Level 1 Part 1 - Foundations of Risk Management
FRM - Level 1 Part 1 - Foundations of Risk ManagementFRM - Level 1 Part 1 - Foundations of Risk Management
FRM - Level 1 Part 1 - Foundations of Risk Management
Joe McPhail
 
Integrated treasury management in banks
Integrated treasury management in banksIntegrated treasury management in banks
Integrated treasury management in banks
Sahas Patil
 
Introduction to financial services
Introduction to financial servicesIntroduction to financial services
Introduction to financial services
Saddam Husen
 

Tendances (20)

Investment Alternatives
Investment AlternativesInvestment Alternatives
Investment Alternatives
 
FRM - Level 1 Part 1 - Foundations of Risk Management
FRM - Level 1 Part 1 - Foundations of Risk ManagementFRM - Level 1 Part 1 - Foundations of Risk Management
FRM - Level 1 Part 1 - Foundations of Risk Management
 
Factoring legal Aspects and Scenario in India
Factoring legal Aspects and Scenario in IndiaFactoring legal Aspects and Scenario in India
Factoring legal Aspects and Scenario in India
 
The types of risks in banks
The types of risks in banksThe types of risks in banks
The types of risks in banks
 
Futures hedging
Futures hedgingFutures hedging
Futures hedging
 
Green Shoe Option
Green Shoe OptionGreen Shoe Option
Green Shoe Option
 
Business valuation
Business valuationBusiness valuation
Business valuation
 
Efficient market Hypothesis(EMH).pptx
Efficient market Hypothesis(EMH).pptxEfficient market Hypothesis(EMH).pptx
Efficient market Hypothesis(EMH).pptx
 
Corporate finance book_ppt_y_hj_rkrjg2g
Corporate finance book_ppt_y_hj_rkrjg2gCorporate finance book_ppt_y_hj_rkrjg2g
Corporate finance book_ppt_y_hj_rkrjg2g
 
Beta-A measure of market risk
Beta-A measure of market riskBeta-A measure of market risk
Beta-A measure of market risk
 
Integrated treasury management in banks
Integrated treasury management in banksIntegrated treasury management in banks
Integrated treasury management in banks
 
Securitization in india
Securitization in indiaSecuritization in india
Securitization in india
 
Bills discounting
Bills discountingBills discounting
Bills discounting
 
Financial Services in India
Financial Services in IndiaFinancial Services in India
Financial Services in India
 
Trading process
Trading processTrading process
Trading process
 
Hedge Fund Vs Mutual Fund
Hedge Fund Vs Mutual FundHedge Fund Vs Mutual Fund
Hedge Fund Vs Mutual Fund
 
Introduction to financial services
Introduction to financial servicesIntroduction to financial services
Introduction to financial services
 
Dehejia committee
Dehejia committeeDehejia committee
Dehejia committee
 
Investment banking
Investment bankingInvestment banking
Investment banking
 
Portfolio theory and capm
Portfolio theory and capmPortfolio theory and capm
Portfolio theory and capm
 

En vedette (6)

Basel 2
Basel 2Basel 2
Basel 2
 
Basel Norms
Basel NormsBasel Norms
Basel Norms
 
Basel I
Basel IBasel I
Basel I
 
Basel ii norms.ppt
Basel ii norms.pptBasel ii norms.ppt
Basel ii norms.ppt
 
Basel norms i, ii & iii
Basel norms i, ii & iiiBasel norms i, ii & iii
Basel norms i, ii & iii
 
General insurance
General insuranceGeneral insurance
General insurance
 

Similaire à Basel 2

Credit Risk Management Presentation
Credit Risk Management PresentationCredit Risk Management Presentation
Credit Risk Management Presentation
Sumant Palwankar
 
Credit management
Credit managementCredit management
Credit management
mammumammu
 
Operational risk (by ms.sweta vijuraj)
Operational risk (by ms.sweta vijuraj)Operational risk (by ms.sweta vijuraj)
Operational risk (by ms.sweta vijuraj)
Saras Singh
 

Similaire à Basel 2 (20)

caiib_rmmodd_nov08.ppt
caiib_rmmodd_nov08.pptcaiib_rmmodd_nov08.ppt
caiib_rmmodd_nov08.ppt
 
Risk Management Process in Islamic Banks
Risk Management Process in Islamic BanksRisk Management Process in Islamic Banks
Risk Management Process in Islamic Banks
 
Credit Risk Management Presentation
Credit Risk Management PresentationCredit Risk Management Presentation
Credit Risk Management Presentation
 
BFSM Unit - III .pptx
BFSM Unit - III .pptxBFSM Unit - III .pptx
BFSM Unit - III .pptx
 
Credit management
Credit managementCredit management
Credit management
 
James Okarimia - Basel II Pillar1 Analytics Covering Credit, Market, and Op...
James Okarimia -  Basel II Pillar1 Analytics  Covering Credit, Market, and Op...James Okarimia -  Basel II Pillar1 Analytics  Covering Credit, Market, and Op...
James Okarimia - Basel II Pillar1 Analytics Covering Credit, Market, and Op...
 
JAMES OKARIMIA BASEL II - PILLAR 1 ANALYTICS - Covering Credit,Market,and ...
JAMES OKARIMIA   BASEL II - PILLAR 1 ANALYTICS -  Covering Credit,Market,and ...JAMES OKARIMIA   BASEL II - PILLAR 1 ANALYTICS -  Covering Credit,Market,and ...
JAMES OKARIMIA BASEL II - PILLAR 1 ANALYTICS - Covering Credit,Market,and ...
 
James Okarimia Basel II Pillar1 Analytics - Covering Credit, Market,and Ope...
James Okarimia  Basel II Pillar1 Analytics -  Covering Credit, Market,and Ope...James Okarimia  Basel II Pillar1 Analytics -  Covering Credit, Market,and Ope...
James Okarimia Basel II Pillar1 Analytics - Covering Credit, Market,and Ope...
 
JAMES OKARIMIA - BASEL II PILLAR1 ANAYTICS - Covering Credit, Market,and Op...
JAMES OKARIMIA - BASEL II PILLAR1 ANAYTICS  -  Covering Credit, Market,and Op...JAMES OKARIMIA - BASEL II PILLAR1 ANAYTICS  -  Covering Credit, Market,and Op...
JAMES OKARIMIA - BASEL II PILLAR1 ANAYTICS - Covering Credit, Market,and Op...
 
James Okarimia - Basel II Pillar1 Analytics : Covering Credit, Market,and Ope...
James Okarimia - Basel II Pillar1 Analytics : Covering Credit, Market,and Ope...James Okarimia - Basel II Pillar1 Analytics : Covering Credit, Market,and Ope...
James Okarimia - Basel II Pillar1 Analytics : Covering Credit, Market,and Ope...
 
Risk Management Premier
Risk Management PremierRisk Management Premier
Risk Management Premier
 
Risk management premier
Risk management premierRisk management premier
Risk management premier
 
Operational Risk Management under BASEL era
Operational Risk Management under BASEL eraOperational Risk Management under BASEL era
Operational Risk Management under BASEL era
 
Operational risk (by ms.sweta vijuraj)
Operational risk (by ms.sweta vijuraj)Operational risk (by ms.sweta vijuraj)
Operational risk (by ms.sweta vijuraj)
 
Risk Based Internal Audit and Sampling Techniques
Risk Based Internal Audit and Sampling TechniquesRisk Based Internal Audit and Sampling Techniques
Risk Based Internal Audit and Sampling Techniques
 
Building out a Robust and Efficient Risk Management - Alan Cheung
Building out a Robust and Efficient Risk Management - Alan CheungBuilding out a Robust and Efficient Risk Management - Alan Cheung
Building out a Robust and Efficient Risk Management - Alan Cheung
 
Risk Management in 2015
Risk Management in 2015Risk Management in 2015
Risk Management in 2015
 
Rm en
Rm enRm en
Rm en
 
Capital adequacy (final)
Capital adequacy (final)Capital adequacy (final)
Capital adequacy (final)
 
Operational Risk & Basel Ii
Operational Risk & Basel IiOperational Risk & Basel Ii
Operational Risk & Basel Ii
 

Plus de vinaya.hs

Business Smart IT Applications - The McDonald's Case
Business Smart IT Applications - The McDonald's CaseBusiness Smart IT Applications - The McDonald's Case
Business Smart IT Applications - The McDonald's Case
vinaya.hs
 
Business Law - Bankers and Cheques
Business Law - Bankers and ChequesBusiness Law - Bankers and Cheques
Business Law - Bankers and Cheques
vinaya.hs
 

Plus de vinaya.hs (11)

Business Smart IT Applications - The McDonald's Case
Business Smart IT Applications - The McDonald's CaseBusiness Smart IT Applications - The McDonald's Case
Business Smart IT Applications - The McDonald's Case
 
Sarbanes-Oxley Act (SOX)
Sarbanes-Oxley Act (SOX)Sarbanes-Oxley Act (SOX)
Sarbanes-Oxley Act (SOX)
 
Business Plan
Business PlanBusiness Plan
Business Plan
 
ERP - Implementation is The Challenge
ERP - Implementation is The ChallengeERP - Implementation is The Challenge
ERP - Implementation is The Challenge
 
Rethinking The Net
Rethinking The NetRethinking The Net
Rethinking The Net
 
IT Can Drive Innovative Strategies
IT Can Drive Innovative StrategiesIT Can Drive Innovative Strategies
IT Can Drive Innovative Strategies
 
Management Imperatives To Make IT Business-Smart
Management Imperatives To Make IT Business-SmartManagement Imperatives To Make IT Business-Smart
Management Imperatives To Make IT Business-Smart
 
Business Intelligence - A Management Perspective
Business Intelligence - A Management PerspectiveBusiness Intelligence - A Management Perspective
Business Intelligence - A Management Perspective
 
CRM - Customer Relationship Management
CRM - Customer Relationship ManagementCRM - Customer Relationship Management
CRM - Customer Relationship Management
 
Quad Core Processors - Technology Presentation
Quad Core Processors - Technology PresentationQuad Core Processors - Technology Presentation
Quad Core Processors - Technology Presentation
 
Business Law - Bankers and Cheques
Business Law - Bankers and ChequesBusiness Law - Bankers and Cheques
Business Law - Bankers and Cheques
 

Dernier

Call Girls in New Ashok Nagar, (delhi) call me [9953056974] escort service 24X7
Call Girls in New Ashok Nagar, (delhi) call me [9953056974] escort service 24X7Call Girls in New Ashok Nagar, (delhi) call me [9953056974] escort service 24X7
Call Girls in New Ashok Nagar, (delhi) call me [9953056974] escort service 24X7
9953056974 Low Rate Call Girls In Saket, Delhi NCR
 
VIP Kalyan Call Girls 🌐 9920725232 🌐 Make Your Dreams Come True With Mumbai E...
VIP Kalyan Call Girls 🌐 9920725232 🌐 Make Your Dreams Come True With Mumbai E...VIP Kalyan Call Girls 🌐 9920725232 🌐 Make Your Dreams Come True With Mumbai E...
VIP Kalyan Call Girls 🌐 9920725232 🌐 Make Your Dreams Come True With Mumbai E...
roshnidevijkn ( Why You Choose Us? ) Escorts
 
VIP Call Girl in Mira Road 💧 9920725232 ( Call Me ) Get A New Crush Everyday ...
VIP Call Girl in Mira Road 💧 9920725232 ( Call Me ) Get A New Crush Everyday ...VIP Call Girl in Mira Road 💧 9920725232 ( Call Me ) Get A New Crush Everyday ...
VIP Call Girl in Mira Road 💧 9920725232 ( Call Me ) Get A New Crush Everyday ...
dipikadinghjn ( Why You Choose Us? ) Escorts
 
From Luxury Escort Service Kamathipura : 9352852248 Make on-demand Arrangemen...
From Luxury Escort Service Kamathipura : 9352852248 Make on-demand Arrangemen...From Luxury Escort Service Kamathipura : 9352852248 Make on-demand Arrangemen...
From Luxury Escort Service Kamathipura : 9352852248 Make on-demand Arrangemen...
From Luxury Escort : 9352852248 Make on-demand Arrangements Near yOU
 
Best VIP Call Girls Morni Hills Just Click Me 6367492432
Best VIP Call Girls Morni Hills Just Click Me 6367492432Best VIP Call Girls Morni Hills Just Click Me 6367492432
Best VIP Call Girls Morni Hills Just Click Me 6367492432
motiram463
 
VIP Independent Call Girls in Mira Bhayandar 🌹 9920725232 ( Call Me ) Mumbai ...
VIP Independent Call Girls in Mira Bhayandar 🌹 9920725232 ( Call Me ) Mumbai ...VIP Independent Call Girls in Mira Bhayandar 🌹 9920725232 ( Call Me ) Mumbai ...
VIP Independent Call Girls in Mira Bhayandar 🌹 9920725232 ( Call Me ) Mumbai ...
dipikadinghjn ( Why You Choose Us? ) Escorts
 
VIP Independent Call Girls in Taloja 🌹 9920725232 ( Call Me ) Mumbai Escorts ...
VIP Independent Call Girls in Taloja 🌹 9920725232 ( Call Me ) Mumbai Escorts ...VIP Independent Call Girls in Taloja 🌹 9920725232 ( Call Me ) Mumbai Escorts ...
VIP Independent Call Girls in Taloja 🌹 9920725232 ( Call Me ) Mumbai Escorts ...
dipikadinghjn ( Why You Choose Us? ) Escorts
 
VIP Call Girl in Mumbai Central 💧 9920725232 ( Call Me ) Get A New Crush Ever...
VIP Call Girl in Mumbai Central 💧 9920725232 ( Call Me ) Get A New Crush Ever...VIP Call Girl in Mumbai Central 💧 9920725232 ( Call Me ) Get A New Crush Ever...
VIP Call Girl in Mumbai Central 💧 9920725232 ( Call Me ) Get A New Crush Ever...
dipikadinghjn ( Why You Choose Us? ) Escorts
 

Dernier (20)

(INDIRA) Call Girl Srinagar Call Now 8617697112 Srinagar Escorts 24x7
(INDIRA) Call Girl Srinagar Call Now 8617697112 Srinagar Escorts 24x7(INDIRA) Call Girl Srinagar Call Now 8617697112 Srinagar Escorts 24x7
(INDIRA) Call Girl Srinagar Call Now 8617697112 Srinagar Escorts 24x7
 
(Sexy Sheela) Call Girl Mumbai Call Now 👉9920725232👈 Mumbai Escorts 24x7
(Sexy Sheela) Call Girl Mumbai Call Now 👉9920725232👈 Mumbai Escorts 24x7(Sexy Sheela) Call Girl Mumbai Call Now 👉9920725232👈 Mumbai Escorts 24x7
(Sexy Sheela) Call Girl Mumbai Call Now 👉9920725232👈 Mumbai Escorts 24x7
 
Call Girls Service Pune ₹7.5k Pick Up & Drop With Cash Payment 9352852248 Cal...
Call Girls Service Pune ₹7.5k Pick Up & Drop With Cash Payment 9352852248 Cal...Call Girls Service Pune ₹7.5k Pick Up & Drop With Cash Payment 9352852248 Cal...
Call Girls Service Pune ₹7.5k Pick Up & Drop With Cash Payment 9352852248 Cal...
 
Kharghar Blowjob Housewife Call Girls NUmber-9833754194-CBD Belapur Internati...
Kharghar Blowjob Housewife Call Girls NUmber-9833754194-CBD Belapur Internati...Kharghar Blowjob Housewife Call Girls NUmber-9833754194-CBD Belapur Internati...
Kharghar Blowjob Housewife Call Girls NUmber-9833754194-CBD Belapur Internati...
 
20240419-SMC-submission-Annual-Superannuation-Performance-Test-–-design-optio...
20240419-SMC-submission-Annual-Superannuation-Performance-Test-–-design-optio...20240419-SMC-submission-Annual-Superannuation-Performance-Test-–-design-optio...
20240419-SMC-submission-Annual-Superannuation-Performance-Test-–-design-optio...
 
Call Girls in New Ashok Nagar, (delhi) call me [9953056974] escort service 24X7
Call Girls in New Ashok Nagar, (delhi) call me [9953056974] escort service 24X7Call Girls in New Ashok Nagar, (delhi) call me [9953056974] escort service 24X7
Call Girls in New Ashok Nagar, (delhi) call me [9953056974] escort service 24X7
 
Strategic Resources May 2024 Corporate Presentation
Strategic Resources May 2024 Corporate PresentationStrategic Resources May 2024 Corporate Presentation
Strategic Resources May 2024 Corporate Presentation
 
VIP Kalyan Call Girls 🌐 9920725232 🌐 Make Your Dreams Come True With Mumbai E...
VIP Kalyan Call Girls 🌐 9920725232 🌐 Make Your Dreams Come True With Mumbai E...VIP Kalyan Call Girls 🌐 9920725232 🌐 Make Your Dreams Come True With Mumbai E...
VIP Kalyan Call Girls 🌐 9920725232 🌐 Make Your Dreams Come True With Mumbai E...
 
Kopar Khairane Russian Call Girls Number-9833754194-Navi Mumbai Fantastic Unl...
Kopar Khairane Russian Call Girls Number-9833754194-Navi Mumbai Fantastic Unl...Kopar Khairane Russian Call Girls Number-9833754194-Navi Mumbai Fantastic Unl...
Kopar Khairane Russian Call Girls Number-9833754194-Navi Mumbai Fantastic Unl...
 
Mira Road Awesome 100% Independent Call Girls NUmber-9833754194-Dahisar Inter...
Mira Road Awesome 100% Independent Call Girls NUmber-9833754194-Dahisar Inter...Mira Road Awesome 100% Independent Call Girls NUmber-9833754194-Dahisar Inter...
Mira Road Awesome 100% Independent Call Girls NUmber-9833754194-Dahisar Inter...
 
VIP Call Girl in Mira Road 💧 9920725232 ( Call Me ) Get A New Crush Everyday ...
VIP Call Girl in Mira Road 💧 9920725232 ( Call Me ) Get A New Crush Everyday ...VIP Call Girl in Mira Road 💧 9920725232 ( Call Me ) Get A New Crush Everyday ...
VIP Call Girl in Mira Road 💧 9920725232 ( Call Me ) Get A New Crush Everyday ...
 
Airport Road Best Experience Call Girls Number-📞📞9833754194 Santacruz MOst Es...
Airport Road Best Experience Call Girls Number-📞📞9833754194 Santacruz MOst Es...Airport Road Best Experience Call Girls Number-📞📞9833754194 Santacruz MOst Es...
Airport Road Best Experience Call Girls Number-📞📞9833754194 Santacruz MOst Es...
 
Navi Mumbai Cooperetive Housewife Call Girls-9833754194-Natural Panvel Enjoye...
Navi Mumbai Cooperetive Housewife Call Girls-9833754194-Natural Panvel Enjoye...Navi Mumbai Cooperetive Housewife Call Girls-9833754194-Natural Panvel Enjoye...
Navi Mumbai Cooperetive Housewife Call Girls-9833754194-Natural Panvel Enjoye...
 
From Luxury Escort Service Kamathipura : 9352852248 Make on-demand Arrangemen...
From Luxury Escort Service Kamathipura : 9352852248 Make on-demand Arrangemen...From Luxury Escort Service Kamathipura : 9352852248 Make on-demand Arrangemen...
From Luxury Escort Service Kamathipura : 9352852248 Make on-demand Arrangemen...
 
Best VIP Call Girls Morni Hills Just Click Me 6367492432
Best VIP Call Girls Morni Hills Just Click Me 6367492432Best VIP Call Girls Morni Hills Just Click Me 6367492432
Best VIP Call Girls Morni Hills Just Click Me 6367492432
 
7 tips trading Deriv Accumulator Options
7 tips trading Deriv Accumulator Options7 tips trading Deriv Accumulator Options
7 tips trading Deriv Accumulator Options
 
Q1 2024 Conference Call Presentation vF.pdf
Q1 2024 Conference Call Presentation vF.pdfQ1 2024 Conference Call Presentation vF.pdf
Q1 2024 Conference Call Presentation vF.pdf
 
VIP Independent Call Girls in Mira Bhayandar 🌹 9920725232 ( Call Me ) Mumbai ...
VIP Independent Call Girls in Mira Bhayandar 🌹 9920725232 ( Call Me ) Mumbai ...VIP Independent Call Girls in Mira Bhayandar 🌹 9920725232 ( Call Me ) Mumbai ...
VIP Independent Call Girls in Mira Bhayandar 🌹 9920725232 ( Call Me ) Mumbai ...
 
VIP Independent Call Girls in Taloja 🌹 9920725232 ( Call Me ) Mumbai Escorts ...
VIP Independent Call Girls in Taloja 🌹 9920725232 ( Call Me ) Mumbai Escorts ...VIP Independent Call Girls in Taloja 🌹 9920725232 ( Call Me ) Mumbai Escorts ...
VIP Independent Call Girls in Taloja 🌹 9920725232 ( Call Me ) Mumbai Escorts ...
 
VIP Call Girl in Mumbai Central 💧 9920725232 ( Call Me ) Get A New Crush Ever...
VIP Call Girl in Mumbai Central 💧 9920725232 ( Call Me ) Get A New Crush Ever...VIP Call Girl in Mumbai Central 💧 9920725232 ( Call Me ) Get A New Crush Ever...
VIP Call Girl in Mumbai Central 💧 9920725232 ( Call Me ) Get A New Crush Ever...
 

Basel 2