Research Department, Central Bank of Nigeria
Banking Regulations, Basel Accord, Market Risk Framework, Internal Models
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.
Abolo, E.M. (2012). Banking Regulation and Risk Management: an assessment of the BASEL market risk framework. Economic and Financial Review, 50(4), 162-183