Overview of the Basel Capital Adequacy Framework
| dc.contributor.author | Barghouthi, Orobah Ali | |
| dc.contributor.author | Bayyoud, Mohammed | |
| dc.date.accessioned | 2019-02-16T14:13:22Z | |
| dc.date.available | 2019-02-16T14:13:22Z | |
| dc.date.issued | 2016-06-30 | |
| dc.description.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. | en_US |
| dc.identifier.citation | Orobah 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.20160203.15 | en_US |
| dc.identifier.uri | https://dspace.alquds.edu/handle/20.500.12213/4683 | |
| dc.language.iso | en | en_US |
| dc.publisher | Science Publishing Group | en_US |
| dc.subject | Basel Agreement | en_US |
| dc.subject | Capital Adequacy | en_US |
| dc.subject | Pillars 1 | en_US |
| dc.title | Overview of the Basel Capital Adequacy Framework | en_US |
| dc.type | Article | en_US |