Risk Management in Basel

Risk Management  in BASEL

 

By Dr. Deepak Tandon……Ed. 2012……..Price Rs.125/-(HB).

Contents:-

1.      Introduction

1.1  History of the Basel Committee and its Membership

1.2  Banking Regulation and Supervision

1.3  Organization Chart of the BASEL Committee

 

2.      The Basel I Accord

2.1  Need and Scope for Basel  Regulations

2.2  Purpose of Basel 1

2.3  The Accord

2.4  Criticisms of Basel 1

 

3.      The Basel 2 Accord

3.1  Basel 2 Framework

3.2  Pillar 1(Minimum capital requirements)

3.3  Pillar 2 (Supervisory review)

3.4  Pillar 3 (Market discipline)

3.5  Basel II and CAMELS Framework

3.6  Adoption of Basel II Framework by various Countries

3.7  Credit Risk Management

3.8  Case Study: Credit Risk Management in Punjab National Bank

3.9                      Market Risk Management

3.10          Operational Risk Management

3.11          Limitations to Risk Management in Banks

 

4.      BASEL III Accord

4.1  Introduction

4.2  Shortcomings of BASEL II

4.3  Areas addressed by the proposal

4.4  The Timelines for Implementation

4.5  Comparision of BASEL III with BASEL II

4.6  BASEL III and New risk approaches in Indian Banking

4.7  Capital allocation in Indian Banks viz a viz BASEL III

4.8  Operations Risk management in BASEL III

4.9       Macro-economic Impact of BASEL III

4.10          Indian Bank’s Current Capital Allocation Timeline’s for BASEL 3

4.11          Conclusion

4.12          Key dates

 

5.      Preparing for BASEL IV

5.1  Basel IV rules based on negative rates

5.2  The Basel IV new capital ratios will be phased in from 2025 to 2029

5.3  Preparing for Basel IV: why liquidity risks still present a challenge to regulators in prudential supervision

5.4  Other Criticisms and Challenges Presented by Recent Basel Reforms

5.5  Conclusion

 

6.      Capital Adequacy Requirements and Current Scenario of Indian Banking System

6.1  Basel I Capital Adequacy Ratio’s Requirement Status in India

6.2  Basel II Capital Adequacy Ratio’s Requirement Status in India

6.3  Change in Basel I Capital Adequacy Ratio of various Public Sector Banks in India from 2007-08 to 2008-09

6.4  Change in Basel II Capital Adequacy Ratio of various Public Sector Banks in India from 2007-08 to 2008-09

6.5  Comparative Analysis