Important definitions and terminologies used in Basel III
A
- Advanced Approaches in Basel III
- Advanced Measurement Approaches (AMA) in Basel III
- Anti-Money Laundering (AML) in Basel III
- Asset Encumbrance in Basel III
B
- Backtesting in Basel III
- Bank for International Settlements (BIS) in Basel III
- Basel Accord in Basel III
- Basel Committee on Banking Supervision in Basel III
- Basel III Final Rule in Basel III
- Basel III Reforms in Basel III
C
- Capital Adequacy Ratio (CAR) in Basel III
- Capital Buffer in Basel III
- Capital Conservation Buffer in Basel III
- Capital Planning and Management in Basel III
- Capital Planning in Basel III
- Capital Surcharge in Basel III
- Central Counterparty Clearing (CCP) in Basel III
- Centralized Data Collection in Basel III
- CoCos in Basel III
- Common Equity Tier 1 (CET1) Capital Ratio in Basel III
- Common Equity Tier 1 (CET1) in Basel III
- Comprehensive Capital Analysis and Review (CCAR) in Basel III
- Countercyclical Buffer in Basel III
- Counterparty Credit Risk in Basel III
- Covered Bonds in Basel III
- Credit Conversion Factor (CCF) in Basel III
- Credit Default Swaps (CDS) in Basel III
- Credit Risk in Basel III
- Credit Risk Mitigation in Basel III
- Credit Risk Transfer in Basel III
- Credit Valuation Adjustment (CVA) in Basel III
- Cross-border Banking in Basel III
- Cumulative Loss Absorption Capacity (CLAC) in Basel III
D
- Deposit Insurance in Basel III
- Derivatives in Basel III
- Disclosure Requirements in Basel III
- Dual Currency Deposits (DCD) in Basel III
- Dynamic Loan Loss Provisioning in Basel III
E
- Early Warning Indicators in Basel III
- Effective Risk Management in Basel III
- Emergency Liquidity Assistance (ELA) in Basel III
- Enhanced Prudential Standards (EPS) in Basel III
- Equity Investments in Basel III
F
- Fair Value in Basel III
- Financial Stability in Basel III
- Financial Stability Oversight Council (FSOC) in Basel III
G
- G-SIBs in Basel III
- Global Regulatory Standards in Basel III
- Global Standards for Liquidity Risk Management in Basel III
- Global Systemically Important Banks (G-SIBs) in Basel III
H
- Holding Period in Basel III
- Hybrid Securities in Basel III
I
- Interest Rate Risk in Basel III
- Internal Capital Adequacy Assessment Process (ICAAP) in Basel III
- Intra-group Transactions in Basel III
L
- Large Exposure Limits in Basel III
- Large Exposures Framework in Basel III
- Large Exposures in Basel III
- Leverage Ratio in Basel III
- Liquidity Coverage Ratio (LCR) Implementation in Basel III
- Liquidity Coverage Ratio (LCR) in Basel III
- Liquidity Mismatch in Basel III
- Liquidity Risk in Basel III
- Liquidity Risk Management in Basel III
M
- Macroprudential Regulation in Basel III
- Macroprudential Tools in Basel III
- Margin Requirements in Basel III
- Market Discipline in Basel III
- Market Liquidity Risk in Basel III
- Market Risk Capital Requirements in Basel III
- Market Risk in Basel III
- Minimum Capital Requirements in Basel III
- Minimum Liquidity Standards in Basel III
- Model Risk in Basel III
- Model Validation in Basel III
N
- Net Stable Funding Ratio (NSFR) in Basel III
- Netting Agreements in Basel III
- Non-Model Approaches in Basel III
- Non-performing Exposures (NPEs) in Basel III
- Non-performing Loans (NPLs) in Basel III
O
- Operational Risk Capital Requirements in Basel III
- Operational Risk in Basel III
- Operational Risk Management in Basel III
- Over-the-Counter (OTC) Derivatives in Basel III
P
- Pandemic Stress Testing in Basel III
- Pillar 1 in Basel III
- Pillar 1.5 in Basel III
- Pillar 2 in Basel III
- Pillar 2.5 in Basel III
- Pillar 3 Disclosure Requirements. in Basel III
- Pillar 3 in Basel III
- Principle-Based Supervision in Basel III
- Pro-cyclicality in Basel III
- Public Disclosure in Basel III
R
- Resolution Planning in Basel III
- Risk Governance in Basel III
- Risk Management Framework in Basel III
- Risk Management in Basel III
- Risk Metrics in Basel III
- Risk Sensitivity Analysis in Basel III
- Risk Weighted Asset Framework in Basel III
- Risk-Weighted Assets (RWA) in Basel III
S
- Securitization in Basel III
- Shadow Banking in Basel III
- Single Counterparty Credit Limits (SCCL) in Basel III
- Stress Scenarios in Basel III
- Stress Testing in Basel III
- Supervisory Reporting in Basel III
- Supervisory Review and Evaluation Process (SREP) in Basel III
- Systemic Risk in Basel III
- Systemic Risk Monitoring in Basel III
- Systemically Important Banks in Basel III
T
- Temporary Suspension of Bail-In in Basel III
- Third-Country Equivalence in Basel III
- Tier 1 Capital in Basel III
- Tier 2 Capital in Basel III
- Tier 3 Capital in Basel III
- Too-Big-To-Fail (TBTF) in Basel III
- Total Loss-Absorbing Capacity (TLAC) in Basel III
- Total Loss-Absorbing Capacity (TLAC) Standard in Basel III
- Trade Repository in Basel III
- Transitional Arrangements in Basel III
V
- VaR Models in Basel III
- Volcker Rule in Basel III
Z
- Zero-Risk Weighted Assets. in Basel III