Basel Committee - Market risk

Date Titles
Jun 2017

Simplified alternative to the standardised approach to market risk capital requirements - consultative document

Jan 2017

Frequently asked questions on market risk capital requirements

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Sep 2016

Frequently asked questions on the supervisory framework for measuring and controlling large exposures

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Mar 2016

Pillar 3 disclosure requirements - consolidated and enhanced framework - consultative document

Jan 2016

Minimum capital requirements for market risk

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Jul 2015

Review of the Credit Valuation Adjustment (CVA) risk framework - consultative document

Mar 2015

Margin requirements for non-centrally cleared derivatives

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Jan 2015

Revised Pillar 3 disclosure requirements

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Dec 2014

Fundamental review of the trading book: outstanding issues - consultative document

Oct 2013

Fundamental review of the trading book - second consultative document

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Jul 2012

Margin requirements for non-centrally-cleared derivatives - consultative document

May 2012

Fundamental review of the trading book - consultative document

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Jul 2009

Revisions to the Basel II market risk framework - final version

Jan 2009

Revisions to the Basel II market risk framework - consultative version

Jul 2008

Proposed revisions to the Basel II market risk framework

Nov 2005

Amendment to the capital accord to incorporate market risks

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Jul 2005

The Application of Basel II to Trading Activities and the Treatment of Double Default Effects

Apr 2005

The Application of Basel II to Trading Activities and the Treatment of Double Default Effects

Jun 1999

A new capital adequacy framework

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Sep 1997

Modifications to the market risk amendment

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Jan 1996

Amendment to the capital accord to incorporate market risks

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Jan 1996

Overview of the amendment to the capital accord to incorporate market risks

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Apr 1995

Basel Capital Accord: treatment of potential exposure for off-balance-sheet items

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Apr 1995

Planned supplement to the Capital Accord to incorporate market risks

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Apr 1995

Proposal to issue a supplement to the Basel Capital Accord to cover market risks

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Dec 1994

Amendment to the 1988 Capital Accord Recognition of Collateral

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Jul 1994

Basel Capital Accord: the treatment of the credit risk associated with certain off-balance-sheet items

Jul 1994

Amendment to the Capital Accord of July 1988

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Apr 1993

Supervisory Treatment of Market Risks

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Apr 1993

Prudential supervision of netting, Market Risks and Interest Rate Risk - preface to consultative proposal

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Apr 1993

Supervisory Recognition of Netting for Capital Adequacy Purposes

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