http://www.bis.org/list/bcbs/tid_159/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. QIS - Quantitative Impact Study 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/bcbs289.htm Abstract of "Basel III Monitoring Report", September 2014. This report is the sixth publication of results from the Basel III monitoring exercise and summarises the aggregate results using data as of 31 December 2013. Basel III Monitoring Report as of 31 December 2013 2014-09-11T09:00:00Z To assess the impact of the Basel III framework on banks, the Basel Committee on Banking Supervision monitors the effects and dynamics of the reforms. For this purpose, a semiannual monitoring framework has been set up on the risk-based capital ratio, the leverage ratio, and the liquidity metrics using data collected by national supervisors on a representative sample of institutions in each country. This report is the sixth publication of results from the Basel III monitoring exercise and summarises the aggregate results using data as of 31 December 2013. The Committee believes that the information contained in the report will provide relevant stakeholders with a useful benchmark for analysis. Basel III Monitoring Report as of 31 December 2013 2014-09-11T09:00:00Z BIS quantitative impact study Monitoring QIS basel iii PDF version http://www.bis.org/publ/bcbs289.pdf September 2014 Bank for International Settlements: BCBS Publications 289 http://www.bis.org/publ/bcbs288.htm The Basel Committee on Banking Supervision has today issued the results of the trading book test portfolio exercise that was conducted in parallel with the Basel Committee's Basel III monitoring exercise as of 31 December 2013. The report assesses the impact of proposals to revise the internal models-based approach for market risk, as set out in the second consultative paper of the Basel Committee's fundamental review of the trading book (October 2013). Analysis of the trading book hypothetical portfolio exercise 2014-09-09T13:13:00Z The Basel Committee on Banking Supervision has today issued the results of the trading book test portfolio exercise that was conducted in parallel with the Basel Committee's Basel III monitoring exercise as of 31 December 2013. The report assesses the impact of proposals to revise the internal models-based approach for market risk, as set out in the second consultative paper of the Basel Committee's fundamental review of the trading book (October 2013). Analysis of the trading book hypothetical portfolio exercise 2014-09-09T13:13:00Z BIS quantitative impact study market risk QIS Trading Book HPE hypothetical portfolio exercise PDF version http://www.bis.org/publ/bcbs288.pdf September 2014 Bank for International Settlements: BCBS Publications 288 http://www.bis.org/publ/bcbs278.htm Abstract of "Results of the Basel III monitoring exercise as of 30 June 2013", March 2014. This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on the rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. Results of the Basel III monitoring exercise as of 30 June 2013 2014-03-06T10:00:00Z This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on the rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. The results of previous exercises in this series were published in September 2013, March 2013, September 2012 and April 2012. A total of 227 banks participated in the current study, comprising 102 large internationally active banks ("Group 1 banks", defined as internationally active banks that have Tier 1 capital of more than €3 billion) and 125 Group 2 banks (ie representative of all other banks). Results of the Basel III monitoring exercise as of 30 June 2013 2014-03-06T10:00:00Z BIS Monitoring QIS basel iii impact PDF version http://www.bis.org/publ/bcbs278.pdf March 2014 Bank for International Settlements: BCBS Publications 278 http://www.bis.org/publ/bcbs262.htm Abstract of "Results of the Basel III monitoring exercise as of 31 December 2012", September 2013. This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on the rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. Results of the Basel III monitoring exercise as of 31 December 2012 2013-09-25T08:00:00Z This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on the rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. Results of the Basel III monitoring exercise as of 31 December 2012 2013-09-25T08:00:00Z BIS Monitoring QIS basel iii impact PDF version http://www.bis.org/publ/bcbs262.pdf September 2013 Bank for International Settlements: BCBS Publications 262 http://www.bis.org/publ/bcbs243.htm Abstract of "Results of the Basel III monitoring exercise as of 30 June 2012", March 2013. This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. Results of the Basel III monitoring exercise as of 30 June 2012 2013-03-19T08:39:00Z This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. Results of the Basel III monitoring exercise as of 30 June 2012 2013-03-19T08:39:00Z BIS Monitoring QIS basel iii impact PDF version http://www.bis.org/publ/bcbs243.pdf March 2013 Bank for International Settlements: BCBS Publications 243 http://www.bis.org/publ/bcbs231.htm Abstract of "Results of the Basel III monitoring exercise as of 31 December 2011", September 2012. This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. Results of the Basel III monitoring exercise as of 31 December 2011 2012-09-20T08:51:00Z This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. Results of the Basel III monitoring exercise as of 31 December 2011 2012-09-20T08:51:00Z BIS QIS basel iii impact PDF version http://www.bis.org/publ/bcbs231.pdf September 2012 Bank for International Settlements: BCBS Publications 231 http://www.bis.org/publ/bcbs217.htm Abstract of "Results of the Basel III monitoring exercise as of 30 June 2011", April 2012. This report summarises the aggregate results of the latest Basel III monitoring exercise, using data as of 30 June 2011. The Committee believes that the information contained in the report will provide the relevant stakeholders with a useful benchmark for analysis. Results of the Basel III monitoring exercise as of 30 June 2011 2012-04-12T13:00:00Z This report summarises the aggregate results of the latest Basel III monitoring exercise, using data as of 30 June 2011. The Committee believes that the information contained in the report will provide the relevant stakeholders with a useful benchmark for analysis. Results of the Basel III monitoring exercise as of 30 June 2011 2012-04-12T13:00:00Z BIS QIS basel iii impact PDF version http://www.bis.org/publ/bcbs217.pdf April 2012 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs186.htm Abstract of "Results of the comprehensive quantitative impact study", December 2010 Results of the comprehensive quantitative impact study 2010-12-16T10:00:00Z Results of the comprehensive quantitative impact study 2010-12-16T10:00:00Z BIS capital adequacy leverage ratio liquidity coverage ratio capital conservation liquidity standards risk weighted assets Capital ratio LCR NSFR Net sufficient Funding Ratio PDF version http://www.bis.org/publ/bcbs186.pdf December 2010 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs163.htm Abstract of the "Analysis of the trading book quantitative impact study" by the Basel Committee on Banking Supervision, October 2009. Analysis of the trading book quantitative impact study 2009-10-15T10:30:00Z Analysis of the trading book quantitative impact study 2009-10-15T10:30:00Z BIS quantitative impact study market risk Trading Book value-at-risk incremental risk correlation trading PDF version http://www.bis.org/publ/bcbs163.pdf October 2009 Bank for International Settlements: BCBS Publications