Basel Committee - Basel II framework

Date Publications
Nov 2011

Interpretive issues with respect to the revisions to the market risk framework - updates from 16 November 2011

Oct 2011

Treatment of trade finance under the Basel capital framework

Feb 2011

Revisions to the Basel II market risk framework - updated as of 31 December 2010

Oct 2010

Recognising the risk-mitigating impact of insurance in operational risk modelling

Aug 2010

Proposal to ensure the loss absorbency of regulatory capital at the point of non-viability - consultative document

Aug 2010

An assessment of the long-term economic impact of stronger capital and liquidity requirements

May 2010

Risk weight for the Multilateral Investment Guarantee Agency (MIGA)

Dec 2009

LGD Floors

Dec 2009

Strengthening the resilience of the banking sector - consultative document

Jul 2009

Guidelines for computing capital for incremental risk in the trading book - final version

Jul 2009

Revisions to the Basel II market risk framework - final version

Jul 2009

Enhancements to the Basel II framework

Jun 2009

Stocktaking on the use of credit ratings

Mar 2009

Range of practices and issues in economic capital frameworks - final paper

Jan 2009

Proposed enhancements to the Basel II framework

Jan 2009

Guidelines for computing capital for incremental risk in the trading book - consultative version

Jan 2009

Revisions to the Basel II market risk framework - consultative version

Aug 2008

Range of practices and issues in economic capital modelling - consultative paper

Jul 2008

Guidelines for computing capital for incremental risk in the trading book - consultative document

Jul 2008

Proposed revisions to the Basel II market risk framework

Oct 2007

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

May 2007

Progress on Basel II implementation, new workstreams and outreach

Oct 2006

Risk weight for International Finance Facility for Immunization (IFFIm)

Sep 2006

The IRB Use Test: Background and Implementation

Jun 2006

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

Also available in:

Mar 2006

Use of vendor products in the Basel II IRB framework

Nov 2005

Amendment to the capital accord to incorporate market risks

Also available in:

Nov 2005

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

Sep 2005

Validation of low-default portfolios in the Basel II Framework

May 2005

Studies on the Validation of Internal Rating Systems (revised)

Apr 2005

Trading Book Survey: A Summary of Responses

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

Also available in:

Jan 2004

Changes to the securitisation framework

Jan 2004

Modifications to the capital treatment for expected and unexpected credit losses

Aug 2003

Markets for Bank Subordinated Debt and Equity in Basel Committee Member Countries

Apr 2003

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

Oct 2002

Second Working Paper on the Treatment of Asset Securitisations

Oct 2001

Working Paper on the Treatment of Asset Securitisations

Oct 2001

Working Paper on the Internal Ratings-Based Approach to Specialised Lending Exposures