Basel Committee - Credit risk and securitisation

Date	Titles
Dec 2014	Revisions to the standardised approach for credit risk - consultative document Also available in: Spanish
Dec 2014	Criteria for identifying simple, transparent and comparable securitisations
Dec 2014	Revisions to the securitisation framework
Nov 2014	Reducing excessive variability in banks' regulatory capital ratios
Apr 2014	Supervisory framework for measuring and controlling large exposures - final standard Also available in: German Italian Spanish
Mar 2014	The standardised approach for measuring counterparty credit risk exposures
Dec 2013	Revisions to the securitisation framework - consultative document
Dec 2013	Progress in adopting the principles for effective risk data aggregation and risk reporting
Dec 2013	Capital requirements for banks' equity investments in funds - final standard
Oct 2013	Fundamental review of the trading book - second consultative document Also available in: Spanish
Aug 2013	Mortgage insurance: market structure, underwriting cycle and policy implications - final document
Jul 2013	Regulatory consistency assessment programme (RCAP) - Analysis of risk-weighted assets for credit risk in the banking book
Jun 2013	The non-internal model method for capitalising counterparty credit risk exposures - consultative document
Jun 2013	Frequently asked questions on Large Exposures QIS
Mar 2013	Supervisory framework for measuring and controlling large exposures - consultative document
Mar 2013	Recognising the cost of credit protection purchased - consultative document
Feb 2013	Mortgage insurance: market structure, underwriting cycle and policy implications - Consultative paper released by the Joint Forum
Jan 2013	Principles for effective risk data aggregation and risk reporting Also available in: German Spanish French Italian
Dec 2012	Basel III counterparty credit risk and exposures to central counterparties - Frequently asked questions (update of FAQs published in November 2012) Also available in: German Spanish French Italian
Dec 2012	Revisions to the Basel Securitisation Framework - consultative document
Nov 2012	Basel III counterparty credit risk - Frequently asked questions (update of FAQs published in July 2012) Also available in: German Spanish French Italian
Jul 2012	Basel III counterparty credit risk - Frequently asked questions (update of FAQs published in November 2011) Also available in: German Spanish French Italian
Jul 2012	Capital requirements for bank exposures to central counterparties Also available in: German Spanish French Italian
Jul 2012	Margin requirements for non-centrally-cleared derivatives - consultative document
Dec 2011	Application of own credit risk adjustments to derivatives - consultative document
Nov 2011	Basel III counterparty credit risk - Frequently asked questions Also available in: German Spanish French Italian
Jul 2011	Report on asset securitisation incentives
Dec 2010	Sound practices for backtesting counterparty credit risk models - final document
Apr 2010	Sound practices for backtesting counterparty credit risk models - consultative document
Jan 2010	Review of the Differentiated Nature and Scope of Financial Regulation - Key Issues and Recommendations
Jun 2009	Stocktaking on the use of credit ratings
Jul 2008	Credit risk transfer - developments from 2005 to 2007 - final document
Apr 2008	Credit risk transfer - developments from 2005 to 2007 - consultative document
Jun 2006	Sound credit risk assessment and valuation for loans - final document
Nov 2005	Sound credit risk assessment and valuation for loans - consultative document
Mar 2005	Credit Risk Transfer
Oct 2004	Credit risk transfer - consultative paper
Jan 2004	Changes to the securitisation framework
Jan 2004	Modifications to the capital treatment for expected and unexpected credit losses
Mar 2001	Review of issues relating to Highly Leveraged Institutions

Publications by category

Basel Committee - Credit risk and securitisation