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  • CAIIB Super Notes Bank Financial Management Module D Balance Sheet Management Pillar 3 - Market Discipline

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    Pillar 3 - Market Discipline Module D: Balance Sheet management Sirf Business Introduction Provides Disclosure Requirements Will allow market participants to assess key information and thereby make 'informed' decision about a bank Sirf Business Scope and Frequency As at end-March every year Annual reports as well as websites Interim disclosures for banks with Capital Funds of Rs. 100 Crores or more - Quantitative Aspects - Half Yearly, as at end-September Sirf Business validation

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    73131918-CAIIB-Super-Notes-Bank-Financial-Management-Module-D-Balance-Sheet-Management-Pillar-3-–-Market-Discipline

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    Pillar 3 - Market Discipline Module D: Balance Sheet management Sirf Business Introduction Provides Disclosure Requirements Will allow market participants to assess key information and thereby make 'informed' decision about a bank Sirf Business Scope and Frequency As at end-March every year Annual reports as well as websites Interim disclosures for banks with Capital Funds of Rs. 100 Crores or more - Quantitative Aspects - Half Yearly, as at end-September Sirf Business validation

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    72 views12 pages

    CAIIB Super Notes Bank Financial Management Module D Balance Sheet Management Pillar 3 - Market Discipline

    Uploaded by

    Ashish Dubey
    Pillar 3 - Market Discipline Module D: Balance Sheet management Sirf Business Introduction Provides Disclosure Requirements Will allow market participants to assess key information and thereby make 'informed' decision about a bank Sirf Business Scope and Frequency As at end-March every year Annual reports as well as websites Interim disclosures for banks with Capital Funds of Rs. 100 Crores or more - Quantitative Aspects - Half Yearly, as at end-September Sirf Business validation

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    Attribution Non-Commercial (BY-NC)
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    Pillar 3 Market Discipline

    Module D: Balance Sheet Management

    M S Ahluwalia

    CAIIB Super-Notes

    Sirf Business

    Bank Financial Management: Pillar 3 Market Discipline

    CAIIB SUPER NOTES

    M S Ahluwalia

    CAIIB Super-Notes

    Sirf Business

    Contents
    Coverage: 1. Introduction

    2. Pillar 3 Market Discipline

    M S Ahluwalia

    CAIIB Super-Notes

    Sirf Business

    1.

    INTRODUCTION

    M S Ahluwalia

    CAIIB Super-Notes

    Sirf Business

    Introduction
    Provides Disclosure Requirements Will allow market participants to assess key information and thereby make informed decision about a bank Should be consistent with how senior management and the Board of Directors assess and manage the risks of the bank

    M S Ahluwalia

    CAIIB Super-Notes

    Sirf Business

    2.

    PILLAR 3 MARKET DISCIPLINE

    M S Ahluwalia

    CAIIB Super-Notes

    Sirf Business

    Scope and Frequency


    As at end-March every year Annual reports as well as websites Interim disclosures for banks with Capital Funds of Rs. 100 Crores or more
    Quantitative Aspects Half Yearly, as at end-September

    Interim disclosures for banks with Capital Funds of Rs. 500 Crores or more
    Including their subsidiaries Total Capital, Total Required Capital, Tier 1 Ratio and Total Capital Adequacy Ratio Quarterly Basis

    M S Ahluwalia

    CAIIB Super-Notes

    Sirf Business

    Validation, Materiality etc.


    Disclosures should be subjected to adequate validation Disclosures should comply with the materiality concept (relevant) General Disclosure Principle:
    Formal disclosure policy approved by the Board of Directors

    M S Ahluwalia

    CAIIB Super-Notes

    Sirf Business

    Prescribed Disclosures under Pillar 3


    Scope of Application Capital Structure Capital Adequacy Credit Risk- General Disclosures

    Credit Risk- Disclosures for Portfolios under standardised approach

    Credit Risk- Disclosures for Portfolios under IRB approach

    Credit Risk MitigationDisclosures for standardised and IRB approaches

    SecuritisationDisclosures for standardised and IRB approaches

    Market Risk: Disclosures under Standardised Approach

    Market Risk: Disclosures under Internal Models Approach

    Operational Risk

    Equities- Disclosures for banking book positions

    Internal Rate Risk in the banking book

    M S Ahluwalia

    CAIIB Super-Notes

    Sirf Business

    Disclosures as prescribed by RBI


    Link to the RBI Circular in this respect is given below refer to Tables DF 1 to DF 10 (Page 92 to 98) (Click here to go to RBI site)

    M S Ahluwalia

    CAIIB Super-Notes

    Sirf Business

    Do you have any questions or queries or some feedback to give? Just mark an email to super.msahluwalia@yahoo.com

    M S Ahluwalia

    CAIIB Super-Notes

    Sirf Business

    M S Ahluwalia, amongst other things, is a visual artist, blogger, blog designer and of course an MBA and Banker from New Delhi, India.
    To know more about him you may visit his blog-site: Estudiante De La Vida

    M S Ahluwalia

    For more Super-Notes: Click Here CAIIB Super-Notes

    Sirf Business

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