Basel Committee - Market risk

Date Titles
Jan 2013

Principles for effective risk data aggregation and risk reporting

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Nov 2011

Interpretive issues with respect to the revisions to the market risk framework - updates from 16 November 2011

Jul 2009

Guidelines for computing capital for incremental risk in the trading book - final version

Jan 2009

Guidelines for computing capital for incremental risk in the trading book - consultative version

Jul 2008

Guidelines for computing capital for incremental risk in the trading book - consultative document

Oct 2007

Guidelines for Computing Capital for Incremental Default Risk in the Trading Book - consultative document

Feb 2000

Sound Practices for Managing Liquidity in Banking Organisations

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Dec 1999

Risk concentrations principles

Oct 1999

Recommendations for Public Disclosure of Trading and Derivatives Activities of Banks and Securities Firms

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Feb 1999

Recommendations for Public Disclosure of Trading and Derivatives Activities of Banks and Securities Firms

Sep 1998

Framework for Internal Control Systems in Banking Organisations

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Sep 1998

Enhancing Bank Transparency

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Sep 1998

Supervisory Information Framework for derivatives and trading activities

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Nov 1995

Public disclosure of the trading and derivatives activities of banks and securities firms

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May 1995

Framework for supervisory information about the derivatives activities of banks and securities firms (Joint report by the Basel Committee on Banking Supervision and the Technical Committee of the 'IOSCO'.)

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