IV.1.1 Riesgo de concentración crediticia - Asociación de Supervisores Bancarios de las Américas

Basel II Framework

(Anónimo) — Thu, 19 Nov 2015 15:22:08 +0000

This section discusses the key principles of supervisory review, risk management guidance and supervisory transparency and accountability produced by the Committee with respect to banking risks, including guidance relating to, among other things, the treatment of interest rate risk in the banking book, credit risk (stress testing, definition of default, residual risk, and credit concentration risk), operational risk, enhanced cross-border communication and cooperation, and securitisation.
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Practices & Recommendations in Credit Risk Management Across Sectors

(Anónimo) — Sun, 31 May 2015 12:28:49 +0000

In 2013 the Joint Forum undertook a survey of supervisors and firms in the banking, securities and insurance sectors globally in order to understand the current state of credit risk (CR) management given the significant market and regulatory changes since the financial crisis of 2008. Credit risk is generally defined as the risk that a counterparty will fail to perform fully its financial obligations, and can arise from multiple activities across sectors. For example, CR could arise from the risk of default on a loan or bond obligation, or from the risk of a guarantor, credit enhancement provider or derivative counterparty failing to meet its obligations. (Texto en inglés)

Treatment of Trade Finance under the Basel Capital Framework

(Anónimo) — Sat, 01 Oct 2011 02:31:39 +0000

Following consultations with the World Bank, the World Trade Organisation and the International Chamber of Commerce, the Basel Committee on Banking Supervision has evaluated the impact of Basel II and III on trade finance in the context of low income countries. As a result of this evaluation, the Committee has adopted two changes to the treatment of trade finance in the Basel II and III capital adequacy framework. These changes respect the integrity of the capital framework and its broader financial stability objectives.
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Enhancements to the Basel II Framework

(Anónimo) — Tue, 30 Jun 2009 12:30:24 +0000

The proposals for enhancing the Basel II framework in the area of securitisation and more specifically for dealing with resecuritisations have been finalised. Banks are expected to comply with the revised requirements by 31 December 2010. These enhancements are intended to strengthen the framework and respond to lessons learned from the financial crisis. The following is a summary of the changes that the Committee is making to Pillar 1.
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The application of Basel II-Treatment of Double Default Effects

(Anónimo) — Thu, 30 Jun 2005 02:29:55 +0000

The efforts of the Basel Committee on Banking Supervision (BCBS) to revise the standards governing the capital adequacy of internationally active banks achieved a critical milestone in the publication of an agreed text in June 2004. The International Convergence of Capital Measurement and Capital Standards: a Revised Framework describes a more comprehensive measure and minimum standard for capital adequacy that national supervisory authorities represented on the BCBS are now working to implement through domestic rule-making and adoption procedures.
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International Convergence of Capital Measurement and Capital Standards a Revised Framework and Comprehensive Version

(Anónimo) — Mon, 31 May 2004 20:25:06 +0000

This Framework will be applied on a consolidated basis to internationally active banks. This is the best means to preserve the integrity of capital in banks with subsidiaries by eliminating double gearing. The scope of application of the Framework will include, on a fully consolidated basis, any holding company that is the parent entity within a banking group to ensure that it captures the risk of the whole banking group. Banking groups are groups that engage predominantly in banking activities and, in some countries, a banking group may beregistered as a bank.
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Credit Risk Transfer

(Anónimo) — Tue, 31 Dec 2002 01:26:08 +0000

Techniques for transferring credit risk, such as financial guarantees and credit insurance, have been a long-standing feature of financial markets. In the past few years, however, the range of credit risk transfer (CRT) instruments and the circumstances in which they are used have widened considerably. A number of factors have contributed to this growth, including: greater focus by banks and other financial institutions on risk management; a more rigorous approach to risk/return judgments by lenders and investors and an increasing tendency on the part of banks to look at their credit risk exposures on a portfolio-wide basis; efforts by market intermediaries to generate fee income; a generally low interest rate environment, which has encouraged firms to search for yield pickup through broadening the range of instruments they are prepared to hold; and arbitrage opportunities arising from different regulatory capital requirements applied to different kinds of financial firm. The significance of CRT seems to vary appreciably across firms and market segments.
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Principles for the Management of Credit Risk

(Anónimo) — Fri, 01 Sep 2000 02:28:04 +0000

While financial institutions have faced difficulties over the years for a multitude of reasons, the major cause of serious banking problems continues to be directly related to lax credit standards for borrowers and counterparties, poor portfolio risk management, or a lack of attention to changes in economic or other circumstances that can lead to a deterioration in the credit standing of a bank’s counterparties. This experience is common in both G-10 and non-G-10 countries.
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Principles on Risk Concentration

(Anónimo) — Tue, 30 Nov 1999 17:27:02 +0000

To provide to banking, securities and insurance supervisors principles for ensuring through the regulatory and supervisory process the prudent management and control of risk concentrations in financial conglomerates. By combining business lines, conglomerates offer the potential for broad diversification. However, new risk concentrations may arise at the group level. In particular, different entities within the conglomerate could be exposed to the same or similar risk factors, or to apparently unrelated risk factors that may interact under some unusually stressful circumstances.
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Convergence of Capital Measurement and Capital Standards

(Anónimo) — Thu, 30 Jun 1988 08:23:44 +0000

This report presents the outcome of the Committee's1 work over several years to secure international convergence of supervisory regulations governing the capital adequacy of international banks. Following the publication of the Committee's proposals in December 1987, a consultative process was set in train in all G-10 countries and the proposals were also circulated to supervisory authorities worldwide. As a result of those consultations some changes were made to the original proposals.
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