Basel Committee - Credit risk and securitisation

Date Titles
Jul 2017

Capital treatment for simple, transparent and comparable short-term securitisations - consultative document

Sep 2016

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

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Jul 2016

Revisions to the securitisation framework

Mar 2016

Reducing variation in credit risk-weighted assets - constraints on the use of internal model approaches - consultative document

Jan 2016

Minimum capital requirements for market risk

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Dec 2015

Revisions to the Standardised Approach for credit risk - second consultative document

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Nov 2015

Capital treatment for "simple, transparent and comparable" securitisations - consultative document

Aug 2015

Basel III: The standardised approach for measuring counterparty credit risk exposures: Frequently asked questions

Jul 2015

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

Jan 2015

Revised Pillar 3 disclosure requirements

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Dec 2014

Revisions to the standardised approach for credit risk - consultative document

Also available in:

Dec 2014

Revisions to the securitisation framework

Apr 2014

Supervisory framework for measuring and controlling large exposures - final standard

Also available in:

Mar 2014

The standardised approach for measuring counterparty credit risk exposures

Dec 2013

Revisions to the securitisation framework - consultative document

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:

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

Dec 2012

Basel III counterparty credit risk and exposures to central counterparties - Frequently asked questions (update of FAQs published in November 2012)

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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)

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Jul 2012

Basel III counterparty credit risk - Frequently asked questions (update of FAQs published in November 2011)

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Jul 2012

Capital requirements for bank exposures to central counterparties

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Jul 2012

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

Dec 2011

Application of own credit risk adjustments to derivatives - consultative document