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Basel ii in the United States of America
From the Basel ii Compliance Professionals Association (BCPA), the largest association of Basel ii Professionals in the world
 
Risk-Based Capital Standards: Advanced Capital Adequacy Framework - Basel II

AGENCIES: Office of the Comptroller of the Currency, Treasury; Board of  Governors of the Federal Reserve System; Federal Deposit Insurance  Corporation; and Office of Thrift Supervision, Treasury.

 Final rule
 
    Summary
 
    Executive Summary of the Final Rule

    Conceptual Overview
 
    Conceptual Overview - Internal Ratings Based (IRB) Approach
 
    Conceptual Overview - Advanced Measurement Approach (AMA) Approach

    Overview of Final Rule
 
    Structure of Final Rule
 
    Capital Objectives
 
    Competitive Considerations 
 
    Basel ii Scope - Core and Opt-In Banks, U.S. Subsidiaries of Foreign Banks
 
    Reservation of Authority
 
    Principle of Conservatism
 
    The Qualification Process
 
    Parallel run, transitional floor
 
    Qualification Requirements     
 
   Wholesale Exposures

    Retail Exposures
 
    Definition of Default
 
    Rating Philosophy 
 
    Probability of Default (PD)
 
    Loss Given Default (LGD)
 
    Expected Loss Given Default (ELGD)
    
    Supervisory Mapping Function
    
    Exposure at Default (EAD)
 
    General Quantification Principles
 
    Operational Risk
 
    Operational Risk Data and Assessment System 
 
    Securitization Exposures
 
    Ratings-Based Approach (RBA), Internal Assessment Approach (IAA),
    Supervisory Formula Approach (SFA), Deduction
 
    Exceptions to the general hierarchy of approaches
 
    Servicer Cash Advances
 
    Amount of a Securitization Exposure
 
    Implicit Support
 
    Operational Requirements for Traditional Securitizations
 
    Clean-Up Calls
 
    Ratings-Based Approach (RBA)
 
    Internal Assessment Approach (IAA)
 
    Supervisory Formula Approach (SFA)
 
    Eligible market disruption liquidity facilities
 
    CRM for securitization exposures
 
    Synthetic securitization
 
    Nth–to-default credit derivatives
 
    Early Amortization Provisions
 
    Securitizations of revolving residential mortgage exposures
 
    Equity Exposures 
 

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