International Convergence of Capital Measurement and Capital Standards A Revised Framework
Company: Basel Committee
Company Url: http://www.bis.org/
Year Of Publication: 2004
Month Of Publication: June
Pages: 251
Download Count: 1057
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Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 11-28-2004
Publisher: Administrator
Summary
This report presents the outcome of the Basel Committee on Banking Supervision’s(“the Committee”)1 work over recent years to secure international convergence on revisionsto supervisory regulations governing the capital adequacy of internationally active banks.Following the publication of the Committee’s first round of proposals for revising the capitaladequacy framework in June 1999, an extensive consultative process was set in train in allmember countries and the proposals were also circulated to supervisory authoritiesworldwide. The Committee subsequently released additional proposals for consultation inJanuary 2001 and April 2003 and furthermore conducted three quantitative impact studiesrelated to its proposals. As a result of these efforts, many valuable improvements have beenmade to the original proposals. The present paper is now a statement of the Committeeagreed by all its members. It sets out the details of the agreed Framework for measuringcapital adequacy and the minimum standard to be achieved which the national supervisoryauthorities represented on the Committee will propose for adoption in their respectivecountries. This Framework and the standard it contains have been endorsed by the CentralBank Governors and Heads of Banking Supervision of the Group of Ten countr
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