Basel Committee - Current Capital Accord and market risk
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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 risken15Nov/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 Framework2005-11-14T23:00:00ZBasel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework2005-11-14T23:00:00ZBISBasel IIBasel 2Basle 2Capital MeasurementCapital StandardsCapital accordBasel capital accordBasle IIPDF versionhttp://www.bis.org/publ/bcbs118.pdfNovember 2005Bank for International Settlements: BCBS Publications11815Nov/Amendment to the capital accord to incorporate market risks
http://www.bis.org/publ/bcbs119.htm
2005-11-14T23:00:00ZAmendment to the capital accord to incorporate market risks2005-11-14T23:00:00ZBISPDF versionhttp://www.bis.org/publ/bcbs119.pdfDeutschhttp://www.bis.org/publ/bcbs119de.pdfÄnderung der Eigenkapitalvereinbarung zur Einbeziehung der MarktrisikenEspañolhttp://www.bis.org/publ/bcbs119es.pdfEnmienda al Acuerdo de Capital para incorporar riesgos de mercadoNovember 2005Bank for International Settlements: BCBS Publications11910Apr/Capital requirements and bank behaviour: the impact of the Basel Accord
http://www.bis.org/publ/bcbs_wp1.htm
1999-04-09T22:00:00ZCapital requirements and bank behaviour: the impact of the Basel Accord1999-04-09T22:00:00ZBISPDF versionhttp://www.bis.org/publ/bcbs_wp1.pdfApril 1999Bank for International Settlements: BCBS Publications104Apr/Interpretation of the capital accord for the multilateral netting of forward value foreign exchange transactions
http://www.bis.org/publ/bcbs25.htm
1996-04-03T22:00:00ZInterpretation of the capital accord for the multilateral netting of forward value foreign exchange transactions1996-04-03T22:00:00ZBISPDF versionhttp://www.bis.org/publ/bcbs25.pdfApril 1996Bank for International Settlements: BCBS Publications2518Jan/Amendment to the capital accord to incorporate market risks
http://www.bis.org/publ/bcbs24.htm
1996-01-17T23:00:00ZAmendment to the capital accord to incorporate market risks1996-01-17T23:00:00ZBISPDF versionhttp://www.bis.org/publ/bcbs24.pdfDeutschhttp://www.bis.org/publ/bcbs24ade.pdfÄnderung der Eigenkapitalvereinbarung zur Einbeziehung der MarktrisikenFrançaishttp://www.bis.org/publ/bcbs24afr.pdfFrench translation:Amendment to the capital accord to incorporate market risksItalianohttp://www.bis.org/publ/bcbs24ait.pdfItalian translation:Amendment to the capital accord to incorporate market risksJanuary 1996Bank for International Settlements: BCBS Publications2404Jan/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
1996-01-03T23:00:00ZSupervisory framework for the use of 'backtesting' in conjunction with the internal models approach to market risk capital requirements1996-01-03T23:00:00ZBISPDF versionhttp://www.bis.org/publ/bcbs22.pdfDeutschhttp://www.bis.org/publ/bcbs22de.pdfAufsichtliches Rahmenkonzept für Backtesting (Rückvergleiche) bei der Berechnung des Eigenkapitalbedarfs zur Unterlegung des Marktrisikos mit bankeigenen ModellenFrançaishttp://www.bis.org/publ/bcbs22fr.pdfFrench translation: Supervisory framework for the use of 'backtesting' in conjunction with the internal models approach to market risk capital requirementsItalianohttp://www.bis.org/publ/bcbs22it.pdfItalian translation: Supervisory framework for the use of 'backtesting' in conjunction with the internal models approach to market risk capital requirementsJanuary 1996Bank for International Settlements: BCBS Publications2204Jan/Overview of the amendment to the capital accord to incorporate market risks
http://www.bis.org/publ/bcbs23.htm
1996-01-03T23:00:00ZOverview of the amendment to the capital accord to incorporate market risks1996-01-03T23:00:00ZBISPDF versionhttp://www.bis.org/publ/bcbs23.pdfDeutschhttp://www.bis.org/publ/bcbs23de.pdfÜberblick über die Änderung der Eigenkapitalvereinbarung zur Einbeziehung der MarktrisikenFrançaishttp://www.bis.org/publ/bcbs23fr.pdfFrench translation: Overview of the amendment to the capital accord to incorporate market risksItalianohttp://www.bis.org/publ/bcbs23it.pdfItalian translation: Overview of the amendment to the capital accord to incorporate market risksJanuary 1996Bank for International Settlements: BCBS Publications2329Apr/Basel Capital Accord: treatment of potential exposure for off-balance-sheet items
http://www.bis.org/publ/bcbs18.htm
1995-04-28T22:00:00ZBasel Capital Accord: treatment of potential exposure for off-balance-sheet items1995-04-28T22:00:00ZBISPDF versionhttp://www.bis.org/publ/bcbs18.pdfDeutschhttp://www.bis.org/publ/bcbs18de.pdfBehandlung des potenziellen Engagements aus nicht bilanzwirksamen PositionenFrançaishttp://www.bis.org/publ/bcbs18fr.pdfBasel Capital Accord: treatment of potential exposure for off-balance-sheet itemsItalianohttp://www.bis.org/publ/bcbs18it.pdfBasel Capital Accord: treatment of potential exposure for off-balance-sheet itemsApril 1995Bank for International Settlements: BCBS Publications1828Dec/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)1994-12-27T23:00:00ZBasel Committee: Amendment to the 1988 Capital Accord Recognition of Collateral1994-12-27T23:00:00ZBISCapital Accord ammendmentPDF versionhttp://www.bis.org/publ/bcbs14a.pdfDeutschhttp://www.bis.org/publ/bcbs14ade.pdfÄnderung der Eigenkapitalvereinbarung von 1988 - Anerkennung von SicherheitenFrançaishttp://www.bis.org/publ/bcbs14afr.pdfBasel Committee: Amendment to the 1988 Capital Accord Recognition of CollateralItalianohttp://www.bis.org/publ/bcbs14ait.pdfBasel Committee: Amendment to the 1988 Capital Accord Recognition of CollateralDecember 1994Bank for International Settlements: BCBS Publications06Jul/Basel Capital Accord: the treatment of the credit risk associated with certain off-balance-sheet items
http://www.bis.org/publ/bcbs12a.htm
1994-07-05T22:00:00ZBasel Capital Accord: the treatment of the credit risk associated with certain off-balance-sheet items1994-07-05T22:00:00ZBISPDF versionhttp://www.bis.org/publ/bcbs12a.pdfJuly 1994Bank for International Settlements: BCBS Publications1206Jul/Amendment to the Capital Accord of July 1988
http://www.bis.org/publ/bcbs12b.htm
1994-07-05T22:00:00ZAmendment to the Capital Accord of July 19881994-07-05T22:00:00ZBISPDF versionhttp://www.bis.org/publ/bcbs12b.pdfDeutschhttp://www.bis.org/publ/bcbs12bde.pdfÄnderung der Eigenkapitalvereinbarung vom Juli 1988Françaishttp://www.bis.org/publ/bcbs12bfr.pdfAmendment to the Capital Accord of July 1988Italianohttp://www.bis.org/publ/bcbs12bit.pdfAmendment to the Capital Accord of July 1988July 1994Bank for International Settlements: BCBS Publications1229Apr/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)1993-04-28T22:00:00ZBasel Committee: Supervisory Recognition of Netting for Capital Adequacy Purposes1993-04-28T22:00:00ZBISnettingcapital adequacyPDF versionhttp://www.bis.org/publ/bcbs11c.pdfFrançaishttp://www.bis.org/publ/bcbs11cfr.pdfFrench translation: Basel Committee: Supervisory Recognition of Netting for Capital Adequacy PurposesItalianohttp://www.bis.org/publ/bcbs11cit.pdfItalian translation: Basel Committee: Supervisory Recognition of Netting for Capital Adequacy PurposesApril 1993Bank for International Settlements: BCBS Publications05Nov/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
1991-11-04T23:00:00ZAmendment of the Basel capital accord in respect of the inclusion of general provisions/general loan-loss reserves in capital1991-11-04T23:00:00ZBISPDF versionhttp://www.bis.org/publ/bcbs09.pdfDeutschhttp://www.bis.org/publ/bcbs09de.pdfÄnderung der Basler Eigenkapitalvereinbarung betreffend die Einbeziehung allgemeiner Wertberichtigungen in das EigenkapitalFrançaishttp://www.bis.org/publ/bcbs09fr.pdfFrench translation: Amendment of the Basel capital accord in respect of the inclusion of general provisions/general loan-loss reserves in capitalItalianohttp://www.bis.org/publ/bcbs09it.pdfItalian translation: Amendment of the Basel capital accord in respect of the inclusion of general provisions/general loan-loss reserves in capitalNovember 1991Bank for International Settlements: BCBS Publications928Jul/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)1988-07-27T22:00:00ZBasel Committee: Outcome of the consultative process on proposals for international convergence of capital measurement and capital standards1988-07-27T22:00:00ZBISInternational ConvergencePDF versionhttp://www.bis.org/publ/bcbs04b.pdfJuly 1988Bank for International Settlements: BCBS Publications28Jul/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 )1988-07-27T22:00:00ZBasel Committee: International convergence of capital measurement and capital standards (updated to April 1998)1988-07-27T22:00:00ZBISPDF versionhttp://www.bis.org/publ/bcbsc111.pdfDeutschhttp://www.bis.org/publ/bcbsc111de.pdfInternationale Konvergenz der Eigenkapitalmessung und EigenkapitalanforderungenFrançaishttp://www.bis.org/publ/bcbsc111fr.pdfConvergence internationale de la mesure et des normes de fonds propresJuly 1988Bank for International Settlements: BCBS Publications