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- W2774303078 abstract "This chapter shows how Basel II deals with market and operational risks. It shows how the so-called pillar 2 risks are incorporated in the framework. Market risk refers to the risk of loss due to changes in the level or volatility of market rates or prices, e.g., interest rates, foreign exchange rates, equity prices, or commodity prices. A bank with a large portfolio of securities (bonds and equities) that it holds for trading purposes could face significant losses if the price of those securities declines, for example, as the result of an increase in interest rates. By contrast, the Basel Committee has defined operational risk as “the risk of loss resulting from inadequate or failed internal processes, people, and systems, or from external events.” In other words, it covers a range of possible problems, from rogue traders who take large unauthorized trading positions to IT system failures and power blackouts, to terrorists' attempts to blow up the bank's headquarters. In addition, the risks considered under pillar 2 include, credit concentration risk, interest rate risk for non-trading assets, liquidity risk, and strategic or reputational risks." @default.
- W2774303078 created "2017-12-22" @default.
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- W2774303078 date "2010-01-01" @default.
- W2774303078 modified "2023-10-14" @default.
- W2774303078 title "The New Capital Adequacy FrameworkBasel II and Other Risks" @default.
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- W2774303078 doi "https://doi.org/10.1016/b978-0-12-641003-7.00012-x" @default.
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