Implementation guidance on Banking (Capital) Rules and Banking (Disclosure) Rules

Annex 1: Questions and Answers on Banking (Capital) Rules

Topic:

Capital Adequacy - Credit Risk (non-securitization exposures)

Capital Adequacy - Market Risk

Disclosure - Pillar 3 requirements

Keyword: Risk-weighting approach Risk measurement Risk-weight floor Eligible securitization transactions CET1 capital + Collateral/guarantees Policies/procedures Systems/controls Tier 1 capital Stress-testing Exposure measure Revocation/suspension Regulatory deductions Board of Directors Senior management/72B managers Country risk Recognized credit derivative contracts Three lines of defence Tier 2 capital -

Group: All Authorized Institutions