(Difference between pages)
imported>Doug Williamson |
imported>Administrator |
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| | ''Bond pricing''. |
| | | The clean price is a conventional basis of quoting bond prices which excludes accrued interest. So the clean price is always less than or equal to the dirty price. |
| The system of regulating banks (and other financial institutions) by requiring them to maintain minimum acceptable levels of capital, adequate to absorb their potential credit losses and other trading losses. | |
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| The prevailing minimum amount of risk weighted capital that banks are required to maintain in proportion to the risk assets that they assume, normally used in connection with the requirements laid down internationally by the Bank for International Settlements (BIS) and monitored by domestic central banks.
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| Historically the BIS standard has been 8%.
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| Under Basel III this standard is increased (strengthened) substantially - very roughly doubled - and its measurement is refined.
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| == See also == | | == See also == |
| * [[Bank for International Settlements]] | | * [[Bond]] |
| * [[Basel II]] | | * [[Dirty price]] |
| * [[Basel 2.5]]
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| * [[Basel III]]
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| * [[Capital Adequacy Directive]]
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| * [[Capital Requirements Directive]]
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| * [[Common equity]]
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| * [[Countercyclical buffer]]
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| * [[IRB]]
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| * [[IRRBB]]
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| * [[GCLAC]]
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| * [[ICAAP]]
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| * [[Microprudential]]
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| * [[Pillar 1]]
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| * [[Pillar 2]]
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| * [[Pillar 3]]
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| * [[PLAC]]
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| * [[RRR]]
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| * [[RWAs]]
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| * [[Settlement risk]]
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| * [[Slotting]]
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| [[Category:Compliance_and_audit]]
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Revision as of 14:17, 23 October 2012
Bond pricing.
The clean price is a conventional basis of quoting bond prices which excludes accrued interest. So the clean price is always less than or equal to the dirty price.
See also
