New Basel Capital Accord

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GERMAN INVESTMENT FUNDSImprintErnst & Young AGWirtschaftsprüfungsgesellschaftGlobal Financial ServicesBusiness Risk & Advisory ServicesEschersheimer Landstraße 1460322 Frankfurt am MainEditorial:Michael Laupenmühlen, Rudolf MoschitzThe address of our "Basel II" Center of Competence as well as the address forordering additional copies of this brochure can be found on page 22.Last updated: September 2002Ernst & Young will inform you of further developments in the next edition whichis planned for spring 2003.Up-to-date information on the New Basel Capital Accord can also be found on theinternet at www.bis.org.2 ERNST & YOUNG – NEW BASEL CAPITAL ACCORD
Table of ContentsPageThe Effects of the New Basel Capital Accord 4Basel as the Forerunner of Supervisory Harmonization 6Basel Milestones 7Future Scope of Application of the New Basel Capital Accord 10Effects of the New Basel Capital Accord on the Norms of Other Standard-Setters 11The Three Pillars of the New, Extended Basel Plans on Supervision 12The Conceptual Environment of Risk-Adequate Capital Charges 13Specific Capital Treatment of Credit Risk in Pillar 1 14Separate Quantification of Operational Risk 16Requirements on Risk Management From Pillar 2 18Pillar 3 Calls for Public Disclosure Under Banking Supervision 20Bibliography 21Your Gateway to Our "Basel II” Center of Competence 22ERNST & YOUNG – NEW BASEL CAPITAL ACCORD3
Page 1: G LOBAL F INANCIAL S ERVICESB USINE
Page 5 and 6: THE EFFECTS OF THE NEW BASEL CAPITA
Page 7 and 8: Basel Milestones1974Basel as the Fo
Page 9 and 10: BASEL MILESTONESJanuary 2001/May 20
Page 11 and 12: Effects of the New Basel Capital Ac
Page 13 and 14: The Conceptual Environment of Risk-
Page 15 and 16: SPECIFIC CAPITAL TREATMENT OF CREDI
Page 17 and 18: SEPARATE QUANTIFICATION OF OPERATIO
Page 19 and 20: REQUIREMENTS ON RISK MANAGEMENT FRO
Page 21 and 22: Bibliography - Selected Current Lit
Page 24: ERNST & YOUNG AGWIRTSCHAFTSPRÜFUNG

New Basel Capital Accord

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