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Under the BASEL framework, please answer the following questions.
1.What are the 3 pillars under the framework?
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What is the brief of each?
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2.What kind of the process that banks should adopt under Pillar 2?
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Please list 2 risk types that bank should consider under the process (beside
credit/market/operational risk).
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According to the credit risk Internal-based approach, please answer the following
questions.
1.Please list and explain the 3 credit risk factors.
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2.Please define the EL (expected Loss) and the UL (unexpected Loss).
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What’s the relationship between EL, UL, provision and capital?
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