Risk Weighting Basel 2_for final exam - BASEL II (Source:...

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BASEL II (Source: www.BIS.org ) RISK WEIGHTING FOR ON-BALANCE SHEET ITEMS 0 % Cash, Central bank’s balances; Treasury securities, OECD governments’ securities, some government agencies’ securities; Claims to sovereigns and central banks with an S&P credit rating of AA- or better; Claims on the Bank for International Settlements, the International Monetary Fund, the European Central Bank and the European Community. 20 % Cash items in the process of collection; U.S. and OECD inter-bank deposits and guaranteed claims. Some non-OECD bank and government deposits and securities. General obligation municipal bonds. Some mortgage-backed securities. Claims collateralized by the Treasury securities and some other government securities. Claims on corporates
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This note was uploaded on 12/04/2011 for the course FIN 3230 taught by Professor Olgapak during the Spring '11 term at Kazakhstan Institute of Management, Economics and Strategic Research.

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Risk Weighting Basel 2_for final exam - BASEL II (Source:...

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