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

8/13/2019 73131918-CAIIB-Super-Notes-Bank-Financial-Management-Module-D-Balance-Sheet-Management-Pillar-3--Market-Discipline

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CAIIBSuper-Notes M S Ahluwalia Sirf Business

Pillar 3 Market Discipline

Module D: Balance Sheet Management
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CAIIB

SUPER NOTES

Bank Financial Management: Pillar 3 Market Discipline
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Contents

Coverage:

1. Introduction

2. Pillar 3 Market Discipline


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INTRODUCTION

1.


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Introduction

Provides Disclosure Requirements

Will allow market participants to assess key information and

thereby make informeddecision about a bank

Should be consistent with how senior management and the

Board of Directors assess and manage the risks of the bank


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PILLAR 3 MARKET DISCIPLINE

2.


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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


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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


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Prescribed Disclosures under Pillar 3

Scope of ApplicationScope of Application Capital StructureCapital Structure Capital AdequacyCapital AdequacyCredit Risk- General

DisclosuresCredit Risk- General

Disclosures

Credit Risk- Disclosures

for Portfolios understandardised approach


for Portfolios understandardised approach


for Portfolios under IRBapproach


for Portfolios under IRBapproach

Credit Risk Mitigation-

Disclosures forstandardised and IRBapproaches

Credit Risk Mitigation-


Securitisation-


Securitisation-


Market Risk:Disclosures under

Standardised Approach

Market Risk:Disclosures under

Standardised Approach

Market Risk:

Disclosures underInternal Models

Approach

Market Risk:

Disclosures underInternal Models

Approach

Operational RiskOperational RiskEquities- Disclosures

for banking book

positions

Equities- Disclosuresfor banking book

positions

Internal Rate Risk in

the banking book

Internal Rate Risk in

the banking book


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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)
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Do you have any questions or queries or some feedback to give?

Just mark an email to [email protected]
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CAIIBSuper-Notes M S Ahluwalia Sirf BusinessFor more Super-Notes: Click Here

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
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