QIS 5 - Fifth Quantitative Impact Study

(Please note that this page has been superseded by an update of 19 September 2005)

In March 2005, the Basel Committee on Banking Supervision re-discussed the schedules for national rule-making processes within member countries and decided to review the calibration of the revised Framework in spring 2006. In order to ensure that the envisaged review is based on the most recent, high-quality data and to evaluate the impact of the new proposals for the recognition of double default and trading book-related issues, the Committee announced that it will undertake a fifth Quantitative Impact Study (QIS 5) between October and December 2005.

To enable banks to make early preparations for the impact study, the Committee issued a draft of the QIS 5 workbook and accompanying instructions.

• QIS 5 Workbook: XLS (Excel, 8,022 kb) or ZIP (compressed Excel, 1,736 kb)
• QIS 5 Instructions (PDF, 45 pages, 145 kb)

Comments from banks intending to participate in QIS 5 are welcomed by 5 August 2005 and should be addressed to the Committee at the following address:

Basel Committee on Banking Supervision
Bank for International Settlements
Centralbahnplatz 2
CH-4002 Basel
Switzerland

Alternatively, comments may be sent by e-mail to baselcommittee@bis.org. The Committee intends to publish the final version of the QIS 5 package in September 2005.