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dc.contributor.authorBarghouthi, Orobah Ali
dc.contributor.authorBayyoud, Mohammed
dc.date.accessioned2019-02-16T14:13:22Z
dc.date.available2019-02-16T14:13:22Z
dc.date.issued2016-06-30
dc.identifier.citationOrobah Ali Barghouthi, Mohammed Bayyoud. Overview of the Basel Capital Adequacy Framework. International Journal of Finance and Banking Research. Vol. 2, No. 3, 2016, pp. 102-115. doi: 10.11648/j.ijfbr.20160203.15en_US
dc.identifier.urihttps://dspace.alquds.edu/handle/20.500.12213/4683
dc.description.abstractThis 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.en_US
dc.language.isoenen_US
dc.publisherScience Publishing Groupen_US
dc.subjectBasel Agreementen_US
dc.subjectCapital Adequacyen_US
dc.subjectPillars 1en_US
dc.titleOverview of the Basel Capital Adequacy Frameworken_US
dc.typeArticleen_US


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