{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

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

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
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 to sovereigns and their central banks with an S&P credit rating of A+ to A-. Claims to banks and securities firms with an S&P credit rating of AA- or better.
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
Image of page 2
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}