Publications by year

Basel Committee - Basel II new framework

Oct 2007

Guidelines for Computing Capital for Incremental Default Risk in the Trading Book – consultative document

Abstract of the Report on Guidelines for Computing Capital for Incremental Default Risk in the Trading Book – consultative document, October 2007.


Oct 2006

Risk weight for International Finance Facility for Immunization (IFFIm)

Basel Committee note on the agreement that supervisors may allow banks to apply a 0% risk weight to claims on the IFFIm (Basel Committee newsletter No. 10)


Sep 2006

The IRB Use Test: Background and Implementation

Background on the evolution of the Basel Committee's thinking on the use test for IRB and clarify expectations for the use of IRB components and risk estimates for internal purposes (Basel Committee newsletter No. 9)


Jun 2006

Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework - Comprehensive Version

Introduction to the comprehensive verion of 'International Convergence of Capital Measurement and Capital Standards: A Revised Framework'

Other languages: > Deutsch PDF > Español PDF > Français PDF > Italiano PDF


Mar 2006

Use of vendor products in the Basel II IRB framework

Basel Committee newsletter, the purpose of which is to set forth the views of the Basel Committee Accord Implementation Group's Validation Subgroup (AIGV) relating to the use of vendor products within internal ratings-based (IRB) approaches of the Basel II framework (Basel Committee newsletter No. 8)


Nov 2005

Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework

Introduction to Basel II (Revised International Capital Framework): International Convergence of Capital Measurement and Capital Standards: a Revised Framework


Apr 2005

Trading Book Survey: A Summary of Responses

Abstract of 'Trading Book Survey: A Summary of Responses' (Basel Committee Publications No. 112 - April 2005)


Jun 2004

Update on joint Basel Committee and International Organization of Securities Commission work on the prudential treatment of some trading book items


Jun 2004

Basel II: International Convergence of Capital Measurement and Capital Standards: a Revised Framework

Introduction to Basel II (Revised International Capital Framework): International Convergence of Capital Measurement and Capital Standards: a Revised Framework

Other languages: > Deutsch > Español > Français > Italiano


Apr 2003

Basel II: The New Basel Capital Accord - Third Consultative Paper

Introduction to the Third Consultative Paper of the New Basel Capital Accord, also known as Basel II. (April 2003)


Sep 2001

Update on work on the New Basel Capital Accord


Jan 2001

Basel II: The New Basel Capital Accord - Second Consultative Paper (January 2001)

Introduction to the Second Consultative Paper on The New Basel Capital Accord - January 2001


Nov 1999

Update on work on a New Capital Adequacy Framework


Jul 1988

International convergence of capital measurement and capital standards

Other languages: > Deutsch PDF > Français PDF > Italiano PDF