Knowledge:
Basel
Risk Management
SBP
Links



 

  BCBS-The Standardized Approach to Credit Risk
Details and methods to calculate credit risk under the standardized approach as per the Basel Committee on Banking Supervision.  Download

  International Convergence of Capital Measurement and Capital Standards
Details of Pillar I, II & III of Basel which deal with Minimum Capital Requirements, Supervisory Review Process and Market Discipline respectively.   Download

  BCBS – Internal Ratings Based Approach
Details and methodologies of the IRB approach for calculation of credit risk.  Download