Basel Committee - Market risk

Date	Titles
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
Dec 1994	Amendment to the 1988 Capital Accord Recognition of Collateral Also available in: German French Italian
Jul 1994	Basel Capital Accord: the treatment of the credit risk associated with certain off-balance-sheet items
Jul 1994	Amendment to the Capital Accord of July 1988 Also available in: German French Italian
Apr 1993	Supervisory Recognition of Netting for Capital Adequacy Purposes Also available in: French Italian
Apr 1993	Prudential supervision of netting, Market Risks and Interest Rate Risk - preface to consultative proposal Also available in: German French Italian
Apr 1993	Supervisory Treatment of Market Risks Also available in: German French Italian
Jan 1991	Measuring and controlling large credit exposures Also available in: German French Italian

Publications by category

Basel Committee - Market risk