Basel Committee - Credit risk and securitisation

Date Titles
Jul 2017

Criteria for identifying simple, transparent and comparable short-term securitisations - consultative document

Apr 2016

Prudential treatment of problem assets - definitions of non-performing exposures and forbearance - consultative document

Mar 2013

Recognising the cost of credit protection purchased - consultative document

Jan 2013

Principles for effective risk data aggregation and risk reporting

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Dec 2010

Sound practices for backtesting counterparty credit risk models - final document

Apr 2010

Sound practices for backtesting counterparty credit risk models - 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

Jan 2004

Modifications to the capital treatment for expected and unexpected credit losses

Sep 2000

Principles for the Management of Credit Risk - final document

Sep 2000

Best Practices for Credit Risk Disclosure

Jan 2000

Banks' Interactions with Highly Leveraged Institutions: Implementation of the Basel Committee's Sound Practices Paper

Oct 1999

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

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Jul 1999

Best Practices for Credit Risk Disclosure

Jul 1999

Sound Practices for Loan Accounting and Disclosure

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Jul 1999

Principles for the Management of Credit Risk - consultative document

Jan 1999

Sound Practices for Banks' Interactions with Highly Leveraged Institutions

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Oct 1998

Sound Practices for Loan Accounting, Credit Risk Disclosure and Related Matters

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