Beginning 1

Lini Waktu Kerangka

Basel
Basel 1
Basel I - 1988 - Hanya mempertimbangkan Risiko Kredit
- Modal minimum 8%
MR Amendment
- SA (Standardized Approach)
- IMA (Internal Model Approach) 1996 – Market Risk Amendment
- Modal minimum sudah mencakup risiko pasar
Basel 2
Pilar 1 – Capital Requirements
- Terdiri atas COM
- Credit (SA, FIR, AIR)
- Operation (BIA, SA, AMA)
- Market (SA, IMA)

Basel II - 2004 Pilar 2 – Supervisor Review

- Other Risk; Reputasi, Stratejik
- IRRBB; interest rate risk in banking book
- Risiko kosentrasi

Pilar 3 - Disclosure
- Profil Risiko Bank (Inheren Risk dan RCS {Risk
Control System} > GCG
Basel 3 - Liquidity Risk
- Modal Inti (core capital)
- Penyediaan buffer atau cadangan modal Basel III - 2009
- Regulasi mengenai masalah likuiditas bank

SMR Level 3
End