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CAIIB-ABM-MOD-D-Supervisory Review
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Supervisory Review
- Pillar I: Minimum Capital Requirements - which prescribes a risk-sensitive calculation of capital requirements that, for the first time, explicitly includes operational risk in addition to market and credit risk.
- Pillar 2: Supervisory Review Process (SRP) - which envisages the establishment of suitable risk management systems in banks and their review by the supervisory authority.
- Pillar 3: Market Discipline - which seeks to achieve increased transparency through expanded disclosure requirements for banks.
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