CAIIB · BFM

Risk Regulations in Banking industry

Chapter notes, video classes, MCQ practice tests and quick-revision one-liners for Bank Financial Management — CAIIB.

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Q

What is the primary objective of Basel III regulations in banking?

A

Basel III aims to strengthen the regulation, supervision, and risk management of banks by improving the banking sector's ability to absorb shocks arising from financial and economic stress.

Q

What is the minimum Total Capital Adequacy Ratio (CAR) required by RBI under Basel III for Indian banks?

A

Minimum total CAR is 11.5% including capital conservation buffer.

Q

What does the Capital Conservation Buffer (CCB) require under Basel III?

A

The Capital Conservation Buffer requires banks to maintain an additional 2.5% of Common Equity Tier 1 (CET1) capital above the minimum requirement to absorb losses during periods of financial stress.

Q

What is the primary purpose of the Basel Accords issued by the Basel Committee on Banking Supervision (BCBS)?

A

To provide international standards for bank capital adequacy and risk management.

Q

What is the Countercyclical Capital Buffer (CCyB) and its purpose?

A

The Countercyclical Capital Buffer (up to 2.5% of risk-weighted assets) is activated by national regulators during periods of excessive credit growth to protect the banking sector from system-wide risks.

Q

When was the Basel I Accord introduced and what was its primary focus?

A

Basel I was introduced in 1988, focusing on credit risk capital requirements.

Q

What are the three pillars of the Basel II/III framework?

A

The three pillars are: Pillar 1 (Minimum Capital Requirements), Pillar 2 (Supervisory Review Process), and Pillar 3 (Market Discipline through disclosure requirements).

Q

What is the Risk-Weighted Asset (RWA) concept and why is it used in capital adequacy calculations?

A

RWA assigns risk weights to assets reflecting their credit risk for capital computation.

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