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Regulatory Perspective establishes a system for computation of capital under both standardized and advanced approaches for credit, market and operational risks to comply with regulatory capital requirements of the domestic regulator as envisaged by Basel II Accord. The focus is on compliance with regulatory requirements of capital adequacy and related qualitative and quantitative standards as the desired end state of risk management system.
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| Modules under Regulatory Perspective include:
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| Capital Computation under Standardized Approach for Credit Risk |
| Capital Computation under Standardized Approach for Market Risk |
| Capital Computation under Standardized Approach for Operational Risk |
| Estimation of Credit Risk Parameters under Internal Ratings Based Approach (IRBA) |
| Capital Computation under Foundation & Advanced IRB Approaches |
| Estimation of Market Risk & Capital Computation under Internal Models Approach |
| Estimation of Operational Risk & Capital Computation under Advanced Measurement Approaches |