Basel Committee - Current Capital Accord and market risk http://www.bis.org/list/bcbs/tid_21/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. Current Capital Accord and market risk en 15Nov/Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework http://www.bis.org/publ/bcbs118.htm Introduction to Basel II (Revised International Capital Framework): International Convergence of Capital Measurement and Capital Standards: a Revised Framework 2005-11-14T23:00:00Z Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework 2005-11-14T23:00:00Z BIS Basel II Basel 2 Basle 2 Capital Measurement Capital Standards Capital accord Basel capital accord Basle II PDF version http://www.bis.org/publ/bcbs118.pdf November 2005 Bank for International Settlements: BCBS Publications 118 15Nov/Amendment to the capital accord to incorporate market risks http://www.bis.org/publ/bcbs119.htm 2005-11-14T23:00:00Z Amendment to the capital accord to incorporate market risks 2005-11-14T23:00:00Z BIS PDF version http://www.bis.org/publ/bcbs119.pdf Deutsch http://www.bis.org/publ/bcbs119de.pdf Änderung der Eigenkapitalvereinbarung zur Einbeziehung der Marktrisiken Español http://www.bis.org/publ/bcbs119es.pdf Enmienda al Acuerdo de Capital para incorporar riesgos de mercado November 2005 Bank for International Settlements: BCBS Publications 119 10Apr/Capital requirements and bank behaviour: the impact of the Basel Accord http://www.bis.org/publ/bcbs_wp1.htm 1999-04-09T22:00:00Z Capital requirements and bank behaviour: the impact of the Basel Accord 1999-04-09T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs_wp1.pdf April 1999 Bank for International Settlements: BCBS Publications 1 04Apr/Interpretation of the capital accord for the multilateral netting of forward value foreign exchange transactions http://www.bis.org/publ/bcbs25.htm 1996-04-03T22:00:00Z Interpretation of the capital accord for the multilateral netting of forward value foreign exchange transactions 1996-04-03T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs25.pdf April 1996 Bank for International Settlements: BCBS Publications 25 18Jan/Amendment to the capital accord to incorporate market risks http://www.bis.org/publ/bcbs24.htm 1996-01-17T23:00:00Z Amendment to the capital accord to incorporate market risks 1996-01-17T23:00:00Z BIS PDF version http://www.bis.org/publ/bcbs24.pdf Deutsch http://www.bis.org/publ/bcbs24ade.pdf Änderung der Eigenkapitalvereinbarung zur Einbeziehung der Marktrisiken Français http://www.bis.org/publ/bcbs24afr.pdf French translation:Amendment to the capital accord to incorporate market risks Italiano http://www.bis.org/publ/bcbs24ait.pdf Italian translation:Amendment to the capital accord to incorporate market risks January 1996 Bank for International Settlements: BCBS Publications 24 04Jan/Supervisory framework for the use of 'backtesting' in conjunction with the internal models approach to market risk capital requirements http://www.bis.org/publ/bcbs22.htm 1996-01-03T23:00:00Z Supervisory framework for the use of 'backtesting' in conjunction with the internal models approach to market risk capital requirements 1996-01-03T23:00:00Z BIS PDF version http://www.bis.org/publ/bcbs22.pdf Deutsch http://www.bis.org/publ/bcbs22de.pdf Aufsichtliches Rahmenkonzept für Backtesting (Rückvergleiche) bei der Berechnung des Eigenkapitalbedarfs zur Unterlegung des Marktrisikos mit bankeigenen Modellen Français http://www.bis.org/publ/bcbs22fr.pdf French translation: Supervisory framework for the use of 'backtesting' in conjunction with the internal models approach to market risk capital requirements Italiano http://www.bis.org/publ/bcbs22it.pdf Italian translation: Supervisory framework for the use of 'backtesting' in conjunction with the internal models approach to market risk capital requirements January 1996 Bank for International Settlements: BCBS Publications 22 04Jan/Overview of the amendment to the capital accord to incorporate market risks http://www.bis.org/publ/bcbs23.htm 1996-01-03T23:00:00Z Overview of the amendment to the capital accord to incorporate market risks 1996-01-03T23:00:00Z BIS PDF version http://www.bis.org/publ/bcbs23.pdf Deutsch http://www.bis.org/publ/bcbs23de.pdf Überblick über die Änderung der Eigenkapitalvereinbarung zur Einbeziehung der Marktrisiken Français http://www.bis.org/publ/bcbs23fr.pdf French translation: Overview of the amendment to the capital accord to incorporate market risks Italiano http://www.bis.org/publ/bcbs23it.pdf Italian translation: Overview of the amendment to the capital accord to incorporate market risks January 1996 Bank for International Settlements: BCBS Publications 23 29Apr/Basel Capital Accord: treatment of potential exposure for off-balance-sheet items http://www.bis.org/publ/bcbs18.htm 1995-04-28T22:00:00Z Basel Capital Accord: treatment of potential exposure for off-balance-sheet items 1995-04-28T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs18.pdf Deutsch http://www.bis.org/publ/bcbs18de.pdf Behandlung des potenziellen Engagements aus nicht bilanzwirksamen Positionen Français http://www.bis.org/publ/bcbs18fr.pdf Basel Capital Accord: treatment of potential exposure for off-balance-sheet items Italiano http://www.bis.org/publ/bcbs18it.pdf Basel Capital Accord: treatment of potential exposure for off-balance-sheet items April 1995 Bank for International Settlements: BCBS Publications 18 28Dec/Basel Committee: Amendment to the 1988 Capital Accord Recognition of Collateral http://www.bis.org/publ/bcbs14a.htm Abstract of the Amendment to the 1988 Capital Accord Recognition of Collateral (Basel Committee publications - December 1994) 1994-12-27T23:00:00Z Basel Committee: Amendment to the 1988 Capital Accord Recognition of Collateral 1994-12-27T23:00:00Z BIS Capital Accord ammendment PDF version http://www.bis.org/publ/bcbs14a.pdf Deutsch http://www.bis.org/publ/bcbs14ade.pdf Änderung der Eigenkapitalvereinbarung von 1988 - Anerkennung von Sicherheiten Français http://www.bis.org/publ/bcbs14afr.pdf Basel Committee: Amendment to the 1988 Capital Accord Recognition of Collateral Italiano http://www.bis.org/publ/bcbs14ait.pdf Basel Committee: Amendment to the 1988 Capital Accord Recognition of Collateral December 1994 Bank for International Settlements: BCBS Publications 06Jul/Basel Capital Accord: the treatment of the credit risk associated with certain off-balance-sheet items http://www.bis.org/publ/bcbs12a.htm 1994-07-05T22:00:00Z Basel Capital Accord: the treatment of the credit risk associated with certain off-balance-sheet items 1994-07-05T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs12a.pdf July 1994 Bank for International Settlements: BCBS Publications 12 06Jul/Amendment to the Capital Accord of July 1988 http://www.bis.org/publ/bcbs12b.htm 1994-07-05T22:00:00Z Amendment to the Capital Accord of July 1988 1994-07-05T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs12b.pdf Deutsch http://www.bis.org/publ/bcbs12bde.pdf Änderung der Eigenkapitalvereinbarung vom Juli 1988 Français http://www.bis.org/publ/bcbs12bfr.pdf Amendment to the Capital Accord of July 1988 Italiano http://www.bis.org/publ/bcbs12bit.pdf Amendment to the Capital Accord of July 1988 July 1994 Bank for International Settlements: BCBS Publications 12 29Apr/Basel Committee: Supervisory Recognition of Netting for Capital Adequacy Purposes http://www.bis.org/publ/bcbs11c.htm Abstract of the Supervisory Recognition of Netting for Capital Adequacy Purposes (Basel Committee publications - April 1993) 1993-04-28T22:00:00Z Basel Committee: Supervisory Recognition of Netting for Capital Adequacy Purposes 1993-04-28T22:00:00Z BIS netting capital adequacy PDF version http://www.bis.org/publ/bcbs11c.pdf Français http://www.bis.org/publ/bcbs11cfr.pdf French translation: Basel Committee: Supervisory Recognition of Netting for Capital Adequacy Purposes Italiano http://www.bis.org/publ/bcbs11cit.pdf Italian translation: Basel Committee: Supervisory Recognition of Netting for Capital Adequacy Purposes April 1993 Bank for International Settlements: BCBS Publications 05Nov/Amendment of the Basel capital accord in respect of the inclusion of general provisions/general loan-loss reserves in capital http://www.bis.org/publ/bcbs09.htm 1991-11-04T23:00:00Z Amendment of the Basel capital accord in respect of the inclusion of general provisions/general loan-loss reserves in capital 1991-11-04T23:00:00Z BIS PDF version http://www.bis.org/publ/bcbs09.pdf Deutsch http://www.bis.org/publ/bcbs09de.pdf Änderung der Basler Eigenkapitalvereinbarung betreffend die Einbeziehung allgemeiner Wertberichtigungen in das Eigenkapital Français http://www.bis.org/publ/bcbs09fr.pdf French translation: Amendment of the Basel capital accord in respect of the inclusion of general provisions/general loan-loss reserves in capital Italiano http://www.bis.org/publ/bcbs09it.pdf Italian translation: Amendment of the Basel capital accord in respect of the inclusion of general provisions/general loan-loss reserves in capital November 1991 Bank for International Settlements: BCBS Publications 9 28Jul/Basel Committee: Outcome of the consultative process on proposals for international convergence of capital measurement and capital standards http://www.bis.org/publ/bcbs04b.htm Abstract of the Outcome of the consultative process on proposals for international convergence of capital measurement and capital standards (Basel Committee publications - July 1988) 1988-07-27T22:00:00Z Basel Committee: Outcome of the consultative process on proposals for international convergence of capital measurement and capital standards 1988-07-27T22:00:00Z BIS International Convergence PDF version http://www.bis.org/publ/bcbs04b.pdf July 1988 Bank for International Settlements: BCBS Publications 28Jul/Basel Committee: International convergence of capital measurement and capital standards (updated to April 1998) http://www.bis.org/publ/bcbsc111.htm Abstract of the International convergence of capital measurement and capital standards (Basel Committee publications - 1988 July ) 1988-07-27T22:00:00Z Basel Committee: International convergence of capital measurement and capital standards (updated to April 1998) 1988-07-27T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbsc111.pdf Deutsch http://www.bis.org/publ/bcbsc111de.pdf Internationale Konvergenz der Eigenkapitalmessung und Eigenkapitalanforderungen Français http://www.bis.org/publ/bcbsc111fr.pdf Convergence internationale de la mesure et des normes de fonds propres July 1988 Bank for International Settlements: BCBS Publications