REVISIONS TO THE BASEL II MARKET RISK FRAMEWORK; MANAGEMENT OF OPERATIONAL RISK; TREATMENT OF TRADE FINANCE

ISBN 978-86-7149-068-9
COBISS.SR - ID 188636172

Soft cover, A4, 119 pages
English and Serbian, side by side 

Price: 2.500,00 DIN

Table of contents

Revisions to the Basel II Market Risk Framework

I Background and objectives
II Implementation date
III Changes to the introduction of the Basel II framework
IV Changes to the standardised measurement method
for market risk
V Changes to the internal models approach to market risk
VI Changes to the supervisory review process for market risk
VII Changes to the disclosure requirements for market risk
VIII Treatment for illiquid positions
Annex: Stress testing guidance for the correlation trading
portfolio

Principles for the sound management of operational risk

Preface
Role of Supervisors
Principles for the management of operational risk
Fundamental principles of operational risk
management
Governance
Risk Management Environment
Role of Disclosure
Appendix: Reference material

Treatment of Trade Finance under the Basel Capital Framework

Executive Summary
Introduction
Committee's considerations regarding the issues raised

The preparation and printing of this publication was supported by the Association of Serbian Banks.