Basel I
- Welcome Note
- Section Overview
- Necessity of Basel Norms
- ROE and ROI - why banks tend to keep less of it's own capital?
- Introduction to Basel I
- Tier 1 (T1- Core capital) and Tier 2 (T2- supplimentary capital)
- Pros and Cons of Basel I
- Securitization, MBS and Regulatory Arbitrage
- How to Increase Capital
- Section PDF
Basel 2
- Section Overview
- Basel 1 vs. Basel 2
- Introduction to Basel II
- Risk Measurement Approach at a glance
- Standard Approach of Credit Risk Measurement and Required Capital
- Internal Rating Based Approach (PD, LGD, EAD, EL, VaR etc.)
- Foundation IRB vs Advance IRB
- Qualification Criteria for IRB approach
- Pros and Cons of IRB approach in comparison of Standard Approach
- Market Risk Measurement and Capital Required to safeguard against Market Risk
- BIA and Standardized Approach for capital required against operational risk
- Qualification Criteria for Standardized approach
- Advance Measurement Approach (AMA) for operational risk
- Wrppaing the section
- Section PDF
Basel 3
- Section Overview
- Shortcomings of Basel 2
- Introduction to Basel III and Basel II vs Basel III
- Liquidity Recommendations of Basel 3
- LCR - High Quality Highly Liquid Asset
- LCR - Net Cash Outflow
- Net Stable Funding Ration (NSFR)
- Closing words
- Section PDF
