ERM Glossary: Terms specific to Basel II and Basel III

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Definitions of some terms relating to Basel II and Basel III used in Enterprise Risk Management (ERM) are:


-          Advanced internal ratings-based approach (A-IRB)

-          Advanced measurement approach (AMA)

-          Available Stable Funding

-          Banking book

-          Internal capital adequacy assessment process (ICAAP)

-          Liquidity Coverage Ratio (LCR)

-          Net Stable Funding Ratio (NSFR)

-          Required Stable Funding (RSF)

-          Single Supervisory Mechanism (Eurozone)

-          Supervisory Review and Evaluation Process (SREP)

-          Trading book


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