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Basel Knowledge
India
เข้าร่วมเมื่อ 8 พ.ย. 2011
Capital requirement for Past due under STD approach
Capital requirement for Past due under STD approach as per basel guideline
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Capital requirement for Retail under STD approach
มุมมอง 3933 ปีที่แล้ว
Capital requirement for Retail under STD approach as per basel guideline
Capital requirement for Corporate under STD approach
มุมมอง 2543 ปีที่แล้ว
Capital requirement for Corporate under STD approach as per basel guideline
Capital requirement for PSE & MDB under STD approach
มุมมอง 2203 ปีที่แล้ว
Capital requirement for PSE & MDB under STD approach as per basel guildeline
Capital requirement for Bank under STD approach
มุมมอง 3293 ปีที่แล้ว
Capital requirement for Bank under STD approach as per Basel guideline
Capital requirement for Sovereign under STD approach
มุมมอง 2653 ปีที่แล้ว
Capital requirement for Sovereign under STD approach
CRM Approach Final
มุมมอง 4894 ปีที่แล้ว
In this video we have covered CRM approach provided by Basel committee.
![Basel III Guideline: Collateral Haircut [Asset haircut, Maturity mismatch and Currency HC] S1 - E13](http://i.ytimg.com/vi/TLavQZTr-3s/mqdefault.jpg)
Basel III Guideline: Collateral Haircut [Asset haircut, Maturity mismatch and Currency HC] S1 - E13
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credit risk mitigation Asset haircut, Maturity mismatch/Maturity Haircut* and Currency Haircut
Basel III Guideline: CRM Technique S1 E12
มุมมอง 2K4 ปีที่แล้ว
In this video we have cover various Credit Risk Mitigation technique available for each type of collateral as per basel accord. #bank #basel #riskmitigation #collateral #basel3 #capital #RWA #gyan #baselaccord #baselguideline #risk #frm #banking #regulatoryreporting #study
Basel III Guideline: Eligible Financial Collateral S1 - E11
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In this video we have covered eligible financial collateral available for each approach. #bank #basel #riskmitigation #collateral #basel3 #capital #RWA #gyan #baselaccord #baselguideline #risk #frm #banking #regulatoryreporting #study
Basel III Guideline: Type of Collateral S1 E10
มุมมอง 1.7K4 ปีที่แล้ว
In this video we have covered various type of collateral as given in Basel guideline. Financial collateral, Non Financial collateral & unfunded Collateral #bank #basel #riskmitigation #collateral #basel3 #capital #RWA #gyan #baselaccord #baselguideline #risk #frm #banking #regulatoryreporting #study
Basel III Guideline: Asset Class under IRB Approach S1-E9
มุมมอง 1.7K4 ปีที่แล้ว
In this video we have covered Asset classes under internal based approach as per basel guideline. Asset Classes are: Sovereign, Bank, Corporate, Retail & Equity. #bank #basel #riskmitigation #equity #basel3 #capital #RWA #gyan #baselaccord #baselguideline #risk #corporateclaim #banking #regulatoryreporting #study
Basel III Guideline: Asset Class S1-E8
มุมมอง 1.5K4 ปีที่แล้ว
In this video we have covered asset class given under basel guidelines for standardization approach. List of Asset class available under Standardized approach are: Claim on sovereign Claim on public sector entity Claim on MDBs Claim on Bank Claim on security firm Claim on corporate Claim on retail portfolio Claim secured by residential property Claim secured by commercial real estate #bank #bas...
Basel III Guideline: Key Risk Component under IRB Approach S1- E7
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In this video we have covered Key Risk Component (Probability of default (PD), Loss given default (LGD), Effective Maturity (M), Asset value correlation (AVCM) & Exposure at default (EAD) under internal rating based Approach that is Foundation approach & Advance approach. We have also covered difference between foundation approach & Advance approach. #bank #basel #riskmitigation #Internalrating...
Basel III Guideline - Credit risk for banks - Specialised lending S1-E6
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Basel III Guideline - Credit risk for banks - Specialised lending S1-E6
Basel III Guideline - Standardized Approach/ Credit risk methodology S1-E5
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Basel III Guideline - Standardized Approach/ Credit risk methodology S1-E5
Basel III Guideline - Type of Risk; Credit Risk, Operational Risk & market Risk S1-E4
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Basel III Guideline - Type of Risk; Credit Risk, Operational Risk & market Risk S1-E4
Basel III Guideline - Exposure at Default_EAD S1-E3
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Basel III Guideline - Exposure at Default_EAD S1-E3
Basel III Guideline - Component of capital S1-E2
มุมมอง 3.3K4 ปีที่แล้ว
Basel III Guideline - Component of capital S1-E2
Yes, this was a good video. Very to-the-point, making a key point crystal clear!
Hi i need some training on Various Technologies and Approaches Used to Calculate RWA and EAD. Can you help me
Hi, I really like your videos. It is so contentful. Can you please share thee latest information about Basel implementation and Basel Iv as well.
Thanks, This is really useful 😊
Great job bro. I watch many of your informative videos and organised my thoughts to do my day to day job.
Videos are very informative and topics are explained perfectly.. can you pls share link of the ppt used for walkthrough. thanks
Hmm no nijjm mom ppnn n nh
margin period of risk (MPoR), a period of time prior to counterparty default when the counterparties no longer exchange the prescribed margin or trade flows.
Off Balance sheet netting , can you explain please
Q C C P is it Qualifying central counter party ? 2% and 4 % partial qccp 75 % r w for retail assets 150 R W & 100 RW for past dues ( N P A ) dependig on the provision created
Yes - Rightly cautioned - Without understanding the earlier video this video should not be tried .
Thank you very much sir.
Great video. Could you please advise what is the difference between Expected Credit Loss and Risk Weighted Assets?
I think you should have explained what's a haircut. Haircuts are different for collaterals(securities) and maybe different for derivatives.
A haircut refers to the lower-than-market value placed on an asset being used as collateral for a loan. The haircut is expressed as a percentage of the markdown between the two values. When they are used as collateral, securities are generally devalued, since a cushion is required by the lending parties in case the market value falls
Very helpful thanks!
your videos are really helpful, please keep up the good work 😀
Could you share the source you used to create this?
I need some training sessions on Cards - RWA which comes under Retail Loans
Sure, you can drop me your details on shrenikbaradia.jnj@gmail.com
Hi - I am interested to get few Training Sessions on RWA Actuals.
can u add a video on counterparty credit risk-how to calculate EE and EPE using IMM
Awesome
Awesome 😎
Very informative and thanks for sharing. If possible can you also make video on market risk. How rwa calculation differ ?
Awesomeness redefined
Aw
Very nicely explainer
Awesome
Thank you for the explanation. This video is very organized. thank you so much.
Glad it was helpful!
Very informative..can you please few sources where one can study in details about the topics
please drop me mail, i will share BCBS document.
what relevance does basel have for indian banks, I dont get it.
All banks need to maintain certain capital to safe-gaurd depositor's fund as given in Basel accord. Indian bank also have Basel reporting to RBI.
@@BaselKnowledgeSB is the central bank of India member of Basel?
@@Kig_Ama Most Indian banks report to RBI. This reporting also includes basel format reports.
Can you please share the short notes also,
Sure, i can share PPT with you, please drop me mail.
Can u do a video on market risk?
Can you please share the video link for CCF ?
Sure, i will try my best to prepare one ASAP. Thanks
Hi Team, could you please upload video on Capital Markets. Thanks for this videos. These are very very useful
Sure will try to make one ASAP
Please can you make video on calculation of RWA?
RWA or RW?
Risk weighted assets
Hi, can you pls upload the documents explained
please share your email id.
Please make a video on ecl calculation
Sure, will try to make one.
Great video..please make a video on model risk governance in banks and supervisory letters...Thanks
Can you create video on difference between ead and lgd ? Also how risk weight are getting calculated under irb and std apporach ?
For LGD: th-cam.com/video/G_R1KS4K9HM/w-d-xo.html For EAD: th-cam.com/video/ibQiRMOAac8/w-d-xo.html STD Approach: th-cam.com/video/CGbsmgaUJgw/w-d-xo.html IRB approach: th-cam.com/video/G_R1KS4K9HM/w-d-xo.html
Can you create video on loss given default ?
please go through this video for PD, LGD: th-cam.com/video/G_R1KS4K9HM/w-d-xo.html
Basel 3 m yhi 3 risk covered hain same as Basel 2??
Yes, these 3 risk are common between BII & BIII. high level difference between BI, BII & BIII: th-cam.com/video/DCTQnZuiOEU/w-d-xo.html
Can you please help me understand what is QCCP as you have used in here. Thanks
Sure, will have video on CCP shortly..
Hi Thanks for sharing this. It's quite useful. Can you please upload the E1 and E2 as well as I cant see it. Thanks
S1-E1: th-cam.com/video/DCTQnZuiOEU/w-d-xo.html S1-E2: th-cam.com/video/1nO1DN7alpQ/w-d-xo.html
AVCM is always applicable to un-regulated financial institution.
I find your tutorials extremely helpful. I wish I had discovered this channel earlier! Unfortunately you haven't posted for a while. Is there a hope you can resume this wonderful job anytime soon?
👍
Very nice and informative. Although the main focus is on basel 3 but a short summary on basel 4 at the end would make it futuristic :)
Thanks Ashutosh. Sure we will try to make one with comparison between B3 and B4 soon.
Nice work 👌 Shranik keep it up. These videos are very helpful to enhance our Basel knowledge. Looking forward to your videos where you address individual topics in more detail.
Well explained!