Basel Committee - Market risk

Date	Publications
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 Also available in: Spanish Translations in German, French and Italian will be published soon.
Jul 2012	Margin requirements for non-centrally-cleared derivatives - consultative document
May 2012	Fundamental review of the trading book - consultative document Also available in: Spanish
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 Also available in: German Spanish
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 Also available in: German
Dec 1999	Risk concentrations principles
Oct 1999	Recommendations for Public Disclosure of Trading and Derivatives Activities of Banks and Securities Firms Also available in: German
Sep 1999	Performance of Models-Based Capital Charges for Market Risk: 1 July-31 December 1998
Jun 1999	A new capital adequacy framework Also available in: German French Italian
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 Also available in: German French Italian
Sep 1998	Enhancing Bank Transparency Also available in: German French Italian
Sep 1998	Supervisory Information Framework for derivatives and trading activities Also available in: German French
Apr 1996	Interpretation of the capital accord for the multilateral netting of forward value foreign exchange transactions
Jan 1996	Amendment to the capital accord to incorporate market risks Also available in: German French Italian
Jan 1996	Modifications to the market risk amendment Also available in: German French Italian
Jan 1996	Supervisory framework for the use of 'backtesting' in conjunction with the internal models approach to market risk capital requirements Also available in: German French Italian
Jan 1996	Overview of the amendment to the capital accord to incorporate market risks Also available in: German French Italian
Nov 1995	Public disclosure of the trading and derivatives activities of banks and securities firms Also available in: German French Italian
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'.) Also available in: German French
Apr 1995	Basel Capital Accord: treatment of potential exposure for off-balance-sheet items Also available in: German French Italian
Apr 1995	An internal model-based approach to market risk capital requirements Also available in: German French Italian
Apr 1995	Planned supplement to the Capital Accord to incorporate market risks Also available in: German French Italian
Apr 1995	Proposal to issue a supplement to the Basel Capital Accord to cover market risks Also available in: German French Italian

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Basel Committee - Market risk