Basel Committee - Basel I and Market Risk Amendment

Date	Publications
Feb 2011	The transmission channels between the financial and real sectors: a critical survey of the literature
Jan 2011	Messages from the academic literature on risk measurement for the trading book
Jun 1999	A new capital adequacy framework Also available in: German French Italian
Apr 1999	Capital requirements and bank behaviour: the impact of the Basel Accord
Apr 1998	Amendment to the Basel Capital Accord of July 1988 Also available in: German French Italian
Apr 1998	Consultative paper on the Basel Capital Accord Also available in: German French Italian
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
Apr 1995	Basel Capital Accord: treatment of potential exposure for off-balance-sheet items Also available in: German French Italian
Apr 1995	Basel committee: Planned supplement to the Capital Accord to incorporate market risks Also available in: German French Italian
Apr 1995	Basel committee: Proposal to issue a supplement to the Basel Capital Accord to cover market risks Also available in: German French Italian
Dec 1994	Basel Committee: 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	Basel Committee: Supervisory Recognition of Netting for Capital Adequacy Purposes Also available in: French Italian
Apr 1993	Basel Committee: Supervisory Treatment of Market Risks Also available in: German French Italian
Nov 1991	Amendment of the Basel capital accord in respect of the inclusion of general provisions/general loan-loss reserves in capital Also available in: German French Italian
Jul 1988	Basel Committee: Outcome of the consultative process on proposals for international convergence of capital measurement and capital standards
Jul 1988	Basel Committee: International convergence of capital measurement and capital standards (updated to April 1998) Also available in: German French Italian
Jul 1988	International convergence of capital measurement and capital standards Also available in: German French Italian
Dec 1987	Basel Committee: Consultative Document - Proposals for International Convergence of capital measurement and standards Also available in: German French Italian

Publications by category

Basel Committee - Basel I and Market Risk Amendment