http://www.bis.org/list/bcbs/tid_139/index.rss Publications and updates by the Basel Committee on Banking Supervision (BCBS), including on topics related to the Basel II Framework and its implementation. Interest rate risk en http://www.bis.org/bcbs/publ/d305.htm Abstract of "Fundamental review of the trading book: outstanding issues - consultative document", December 2014. The Basel Committee on Banking Supervision has today issued a consultative paper on outstanding issues for its fundamental review of the trading book capital standards. In undertaking its review, the Committee's goal is to improve trading book capital requirements and to promote consistent implementation of the rules so that they produce comparable levels of capital across jurisdictions. Fundamental review of the trading book: outstanding issues - consultative document 2014-12-19T13:10:00Z The Basel Committee on Banking Supervision has today issued a consultative paper on outstanding issues for its fundamental review of the trading book capital standards. In undertaking its review, the Committee's goal is to improve trading book capital requirements and to promote consistent implementation of the rules so that they produce comparable levels of capital across jurisdictions. Fundamental review of the trading book: outstanding issues - consultative document 2014-12-19T13:10:00Z BIS securitisation market risk Trading Book Basel 2.5 PDF version http://www.bis.org/bcbs/publ/d305.pdf December 2014 Bank for International Settlements: BCBS Publications 305 http://www.bis.org/publ/joint34.htm Abstract of "Longevity risk transfer market: market structure, growth drivers and impediments, and potential risks", December 2013 Longevity risk transfer markets: market structure, growth drivers and impediments, and potential risks 2013-12-20T10:29:00Z Ageing populations pose serious social policy and regulatory/supervisory challenges in many countries. Longevity risk - the risk of paying out on pensions and annuities for longer than anticipated - is significant when measured from a financial perspective. Longevity risk transfer markets: market structure, growth drivers and impediments, and potential risks is a forward-looking report released by the Joint Forum on longevity risk transfer (LRT) markets. It makes the following recommendations to policymakers and supervisors: ... Longevity risk transfer markets: market structure, growth drivers and impediments, and potential risks 2013-12-20T10:29:00Z BIS insurance pension funds buy-out longevity swaps buy-in PDF version http://www.bis.org/publ/joint34.pdf December 2013 Bank for International Settlements: BCBS Publications 34 http://www.bis.org/publ/bcbs265.htm Abstract of "Fundamental review of the trading book - second consultative document", October 2013 The Basel Committee on Banking Supervision has today issued a second consultative paper on the fundamental review of capital requirements for the trading book. The paper comprises a detailed set of proposals for a comprehensive revision of the market risk framework. This initiative forms part of the Committee's broader agenda to reform regulatory standards for banks in response to the financial crisis. Fundamental review of the trading book - second consultative document 2013-10-31T10:00:00Z Basel Committee's Fundamental review of the trading book - second consultative document The Basel Committee on Banking Supervision has today issued a second consultative paper on the fundamental review of capital requirements for the trading book. The paper comprises a detailed set of proposals for a comprehensive revision of the market risk framework. This initiative forms part of the Committee's broader agenda to reform regulatory standards for banks in response to the financial crisis. Fundamental review of the trading book - second consultative document 2013-10-31T10:00:00Z BIS market risk Trading Book Basel III Basel 2.5 Basel II.5 PDF version http://www.bis.org/publ/bcbs265.pdf October 2013 Bank for International Settlements: BCBS Publications 265 http://www.bis.org/publ/bcbs108.htm Abstract of 'Principles for the management and supervision of interest rate risk - final document' (Basel Committee Publications No. 108 - July 2004) Principles for the management and supervision of interest rate risk - final document 2004-07-14T00:00:00Z Principles for the management and supervision of interest rate risk - final document 2004-07-14T00:00:00Z BIS internal controls Banking book Risk monitoring PDF version http://www.bis.org/publ/bcbs108.pdf July 2004 Bank for International Settlements: BCBS Publications 108 http://www.bis.org/publ/bcbs102.htm Abstract of the Basel Committee on Banking Supervision on 'Principles for the Management and Supervision of Interest Rate Risk - consultative paper' (Basel Committee Publications No. 102 - September 2003) Principles for the Management and Supervision of Interest Rate Risk - consultative paper 2003-09-03T22:00:00Z Principles for the Management and Supervision of Interest Rate Risk - consultative paper 2003-09-03T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs102.pdf September 2003 Bank for International Settlements: BCBS Publications 102 http://www.bis.org/publ/bcbs29a.htm Principles for the management of interest rate risk 1997-09-17T22:00:00Z Principles for the management of interest rate risk 1997-09-17T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs29a.pdf September 1997 Bank for International Settlements: BCBS Publications 29 http://www.bis.org/publ/bcbs28a.htm Abstract of "Principles for the management of interest rate risk - consultative document" (Basel Committee publications - January 1997) Principles for the management of interest rate risk - consultative document 1997-01-27T23:00:00Z Principles for the management of interest rate risk - consultative document 1997-01-27T23:00:00Z BIS interest rate risk PDF version http://www.bis.org/publ/bcbs28a.pdf January 1997 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs11.htm Measurement of Banks' Exposure to Interest Rate Risk 1993-04-26T22:00:00Z Measurement of Banks' Exposure to Interest Rate Risk 1993-04-26T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs11.pdf April 1993 Bank for International Settlements: BCBS Publications 11