Bnm Capital Adequacy Framework Basel Ii Risk Weighted Assets

3 may 2019 part a overview a 1 executive summary 1 1 this document is part of the capital adequacy framework that specify the approaches for quantifying the risk weighted assets rwa for credit risk market risk and operational risk as follows.

Bnm capital adequacy framework basel ii risk weighted assets. Semi annual and annual which is consistent with the basel ii requirement issued by the basel committee on banking supervision bcbs the. Capital adequacy framework basel ii risk weighted assets page 1 506 issued on. Basel ii pillar 3 disclosure 30 june 2013 2 2 2 capital structure india international bank malaysia berhad capital structure according to the bnm s risk weighted capital adequacy framework consists of tier 1 and tier 2 capital. Adequacy framework basel ii disclosure requirements pillar 3 bnm rh gl 001 32 iibm has adopted the standardised approach sa for the computation of credit and market risk weighted asset while the basic indicator approach bia has been adopted for the computation of.

The capital adequacy framework basel ii risk weighted assets issued by bank negara malaysia bnm which is the equivalent of the basel ii issued by the basel committee of banking supervision and the islamic financial services board is structured around three fundamental pillars. Capital adequacy framework basel ii risk weighted assets page 1 487 part a overview a 1 executive summary 1 1 this document is part of the capital adequacy framework that specify the approaches for quantifying the risk weighted assets rwa for credit risk market risk and operational risk as follows. Adequacy ratios pursuant to the requirements of the bank negara malaysia s bnm risk weighted capital adequacy framework rwcaf and presents the pillar 3 disclosure twice a year i e. Risk type available approaches.

The bank have adopted the standardised approach for credit risk and market risk and the basic indicator approach for operational risk. Tier 1 capital comprises ordinary paid up share capital statutory reserves and retained. The capital adequacy ratios of the bank are computed in accordance with bnm s capital adequacy framework capital components and basel ii risk weighted assets reissued on 02 february 2018.