Banking Regulation and Risk Management: An Assessment of the BASEL Market Risk Framework

Authors

Emmanuel M. Abolo, Nigerian Export-Import Bank (NEXIM), Abuja

Publisher

Central Bank of Nigeria

Keywords

Banking Regulations, Basel Accord, Market Risk Framework, Internal Models

Abstract

The article covers instruments and requirements of bank regulation, bank regulation and risk management, Basel I Capital Accord, Basel II Capital Accord, Basel III Capital Accord, Basel Accord and market risk framework, the proposed changes of the Basel III Accord, Basel Accord and Market Risk Framework. The author concludes by saying that the Basel Framework lays emphasis on the relevance of risk management and tries to link the minimum capital requirements of internationally active banks with the amount of tail risk in their trading books.

Author Bio

Emmanuel Abolo is the Chief Risk & Compliance Officer at the Nigerian Export-Import Bank.

Publication Title

CBN Economic and Financial Review

Issue

4

Volume

50

Recommended Citation

Abolo, E. M. (2012). Banking Regulation and Risk Management: An Assessment of the BASEL Market Risk Framework. CBN Economic and Financial Review. 50(4), 162-183.