Basel Committee - Market risk

Date Titles
Sep 2017

Basel III Monitoring Report

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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Nov 2015

Fundamental review of the trading book - interim impact analysis

Oct 2015

Regulatory Consistency Assessment Programme (RCAP) - report on risk-weighted assets for counterparty credit risk (CCR)

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

Nov 2014

Reducing excessive variability in banks' regulatory capital ratios

Sep 2014

Analysis of the trading book hypothetical portfolio exercise

Dec 2013

Progress in adopting the principles for effective risk data aggregation and risk reporting

Dec 2013

Regulatory Consistency Assessment Programme (RCAP) - Second report on risk-weighted assets for market risk in the trading book

Oct 2013

Fundamental review of the trading book - second consultative document

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Jan 2013

Regulatory consistency assessment programme (RCAP) - Analysis of risk-weighted assets for market risk

Jan 2013

Principles for effective risk data aggregation and risk reporting

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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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Nov 2011

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

Feb 2011

Revisions to the Basel II market risk framework - updated as of 31 December 2010

Oct 2009

Analysis of the trading book quantitative impact study

Jul 2009

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

Jul 2009

Revisions to the Basel II market risk framework - final version

Jan 2009

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

Jan 2009

Revisions to the Basel II market risk framework - consultative version

Jul 2008

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

Jul 2008

Proposed revisions to the Basel II market risk framework

Oct 2007

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

May 2006

Regulatory and market differences: issues and observations

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

Jul 2005

Guidance on the estimation of loss given default (Paragraph 468 of the Framework Document)

Apr 2005

Trading Book Survey: A Summary of Responses

Apr 2005

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

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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