2013 - ICC India

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<strong>ICC</strong> BANKING COMMISSION | <strong>2013</strong> GLOBAL RISKS TRADE FINANCE | CONTENTSIIIAppendices32Appendix A. Short-term trade finance data 32Data cleaning and reconciliation with2011 report sample 32Limitations of data 35Appendix B. Basel background information 36Overview of Basel capital standards 36Credit risk RWAs under Basel II and IIIand implications for trade finance 42Pillar 1 credit risk RWAs 42Comparison of different approachesunder Basel II and III 45Estimation approach and assumptions 49Definition of default 50Probability of Default 51Exposure at Default 54Loss Given Default 56Maturity 60Appendix C. Endnotes 63List of figures 71References73
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ICC BANKING COMMISSIONTHE WORLD’S
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2013 - ICC India

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