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Overview of the Basel Capital Adequacy Framework

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10.11648.j.ijfbr.20160203.15.pdf (302.3Kb)
Date
2016-06-30
Author
Barghouthi, Orobah Ali
Bayyoud, Mohammed
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Abstract
This paper examines Capital Adequacy Framework that specifies the approaches for quantifying the Risk- Weighted Assets (RWA) for credit risk, market risk and operational risk. The computation of the risk-weighted assets is consistent with Pillar 1 requirements set out by the Basel Committee on Banking Supervision (BCBS) and the Islamic Financial Services Board (IFSB) in their respective documents - “International Convergence of Capital Measurement and Capital Standards: A Revised Framework” issued in June 2006 and the “Capital Adequacy Standard (CAS)” issued in December 2005. While the Bank believes that such customization could be justified, a pragmatic approach is adopted for implementation. Higher prudential requirements and risk management standards would be introduced gradually taking into consideration industry feedback during the consultation process.
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https://dspace.alquds.edu/handle/20.500.12213/4683
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  • AQU researchers publications [758]

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