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Reviewing the Capital Adequacy RegulationHome / 2008 Program / Reviewing the Capital Adequacy Regulation
DescriptionBoA is seeking to improve and to expand the coverage of the regulation on capital adequacy in order to capture a wider range of risks faced by the banks. The methodology used in the current frameworks calculates the (minimum) regulatory capital to cover only for credit risk. Other risk typologies, such as operational risk, have not been addressed yet. Therefore BoA proposes to improve risk management by improving the methodology for calculating risk weighted assets, by improving the existing methodology on credit risk and by including the operational risk. Updated on: May 6, 2009 Current StatusAs more information on international experience with capital adequacy to operational and credit risks was needed, SPI Secretariat and the Project Management team met with Raiffeisen Bank representatives from Risk Management Department. Outputs• Project Capital Adequacy CB Questionnaire • Minutes of the meeting of PMT with RBAL Risk Department • Presentation of Intesa SanPaolo Bank on Credit Risk Methodology • Note on International Experience • Scoping of the Problem Document • Presentation of SPI Albania and Introduction of Participants Management
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Admir Ramadani | First Investment Bank |
Adela Leka |
Pro Credit |
Brunilda Jacovi |
National Bank of Greece |
Jola Dima |
Intesa San Paolo Bank |
Entela Gjyzari | Banka Popullore |
Second meeting January 22, 2009 Agenda and Minutes
First meeting December 5, 2008 Agenda and Minutes