http://www.bis.org/list/bcbs/tid_22/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. Basel II framework en http://www.bis.org/publ/bcbs208.htm Abstract of "Interpretive issues with respect to the revisions to the market risk framework - updates as of 16 November 2011", November 2011 Interpretive issues with respect to the revisions to the market risk framework - updates from 16 November 2011 2011-11-16T14:12:00Z In this document, the Basel Committee on Banking Supervision ("the Committee") provides responses to interpretive issues regarding the Revisions to the Basel II market risk framework ("the Revisions") and the Guidelines for computing capital for incremental risk in the trading book ("the IRC Guidelines"). Updated versions of this document will be published on the Committee's website if and when additional interpretive issues arise. Unless stated otherwise, paragraph numbers given in the remainder of this document refer to the International convergence of capital measurement and capital standards: A revised framework, comprehensive version, June 2006, as amended through the Revisions to the Basel II market risk framework (updated as of 31 December 2010), February 2011. Interpretive issues with respect to the revisions to the market risk framework - updates from 16 November 2011 2011-11-16T14:12:00Z BIS Basel II basel iii PDF version http://www.bis.org/publ/bcbs208.pdf November 2011 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs205.htm Abstract of "Treatment of trade finance under the Basel capital framework", October 2011. The Basel Committee on Banking Supervision has evaluated the impact of Basel II and Basel III on trade finance in the context of low income countries. As a result, it adopted two technical changes to the Basel regulatory capital adequacy framework related to ... Treatment of trade finance under the Basel capital framework 2011-10-25T07:00:00Z The Basel Committee on Banking Supervision has evaluated the impact of Basel II and Basel III on trade finance in the context of low income countries. As a result, it adopted two technical changes to the Basel regulatory capital adequacy framework related to the treatment of trade finance that will help promote trade with low income countries. The Committee conducted its evaluation in consultation with the World Bank, the World Trade Organisation and the International Chamber of Commerce. The agreed changes will improve the access to and lower the cost of trade finance instruments for low income countries. Treatment of trade finance under the Basel capital framework 2011-10-25T07:00:00Z BIS basel iii trade finance Basel II Framework PDF version http://www.bis.org/publ/bcbs205.pdf October 2011 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs193.htm Full text of "Revisions to the Basel II market risk framework - updated as of 31 December 2010", February 2011 Revisions to the Basel II market risk framework - updated as of 31 December 2010 2011-02-11T14:54:00Z Revisions to the Basel II market risk framework - updated as of 31 December 2010 2011-02-11T14:54:00Z BIS Basel II PDF version http://www.bis.org/publ/bcbs193.pdf February 2011 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs181.htm Abstract of "Recognising the risk-mitigating impact of insurance in operational risk modelling", October 2010 Recognising the risk-mitigating impact of insurance in operational risk modelling 2010-10-28T15:45:00Z Recognising the risk-mitigating impact of insurance in operational risk modelling 2010-10-28T15:45:00Z BIS operational risk insurance risk mitigation PDF version http://www.bis.org/publ/bcbs181.pdf October 2010 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs174.htm Abstract of the "Proposal to ensure the loss absorbency of regulatory capital at the point of non-viability - consultative document" by the Basel Committee on Banking Supervision, August 2010. Proposal to ensure the loss absorbency of regulatory capital at the point of non-viability - consultative document 2010-08-19T08:00:00Z Proposal to ensure the loss absorbency of regulatory capital at the point of non-viability - consultative document 2010-08-19T08:00:00Z BIS moral hazard contingent capital Gone-concern non-viability subordinated debt PDF version http://www.bis.org/publ/bcbs174.pdf August 2010 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs173.htm Abstract of the "An assessment of the long-term economic impact of stronger capital and liquidity requirements" by the Basel Committee on Banking Supervision, August 2010. An assessment of the long-term economic impact of stronger capital and liquidity requirements 2010-08-18T08:00:00Z An assessment of the long-term economic impact of stronger capital and liquidity requirements 2010-08-18T08:00:00Z BIS PDF version http://www.bis.org/publ/bcbs173.pdf August 2010 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs_nl15.htm Basel Committee note on Risk weight for the Multilateral Investment Guarantee Agency (MIGA) (Basel Committee newsletter No. 15) Risk weight for the Multilateral Investment Guarantee Agency (MIGA) 2010-05-03T22:00:00Z Risk weight for the Multilateral Investment Guarantee Agency (MIGA) 2010-05-03T22:00:00Z BIS May 2010 Bank for International Settlements: Basel Committee newsletter 15 http://www.bis.org/publ/bcbs_nl14.htm Basel Committee note on LGD (Basel Committee newsletter No. 14) LGD Floors 2009-12-22T23:00:00Z LGD Floors 2009-12-22T23:00:00Z BIS December 2009 Bank for International Settlements: Basel Committee newsletter 14 http://www.bis.org/publ/bcbs164.htm Abstract of the "Strengthening the resilience of the banking sector - consultative document" by the Basel Committee on Banking Supervision, December 2009. Strengthening the resilience of the banking sector - consultative document 2009-12-17T10:00:00Z Strengthening the resilience of the banking sector - consultative document 2009-12-17T10:00:00Z BIS Basel II systemic risk macroprudential bank capital regulatory capital procyclicality leverage ratio counterparty credit risk capital cyclicality macroprudential supervision macroprudential framework PDF version http://www.bis.org/publ/bcbs164.pdf December 2009 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs159.htm Full text of "Guidelines for computing capital for incremental risk in the trading book - final version", July 2009 Guidelines for computing capital for incremental risk in the trading book - final version 2009-07-13T20:00:00Z Guidelines for computing capital for incremental risk in the trading book - final version 2009-07-13T20:00:00Z BIS Basel II PDF version http://www.bis.org/publ/bcbs159.pdf July 2009 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs158.htm Full text of "Revisions to the Basel II market risk framework - final version", July 2009 Revisions to the Basel II market risk framework - final version 2009-07-13T19:00:00Z Revisions to the Basel II market risk framework - final version 2009-07-13T19:00:00Z BIS Basel II PDF version http://www.bis.org/publ/bcbs158.pdf July 2009 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs157.htm Full text of "Enhancements to the Basel II framework", July 2009 Enhancements to the Basel II framework 2009-07-12T22:00:00Z Enhancements to the Basel II framework 2009-07-12T22:00:00Z BIS Basel II PDF version http://www.bis.org/publ/bcbs157.pdf July 2009 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/joint22.htm Abstract of Joint Forum publication 'Stocktaking on the use of credit ratings', June 2009. Stocktaking on the use of credit ratings 2009-06-15T09:09:00Z Stocktaking on the use of credit ratings 2009-06-15T09:09:00Z BIS regulation credit ratings credit rating agencies external credit assessment institutions (ECAIs) nationally recognised statistical rating organisations (NRSROs) regulatory capital, disclosure PDF version http://www.bis.org/publ/joint22.pdf June 2009 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs152.htm Abstract of 'Range of practices and issues in economic capital frameworks - final paper', March 2009 Range of practices and issues in economic capital frameworks - final paper 2009-03-26T23:00:00Z Range of practices and issues in economic capital frameworks - final paper 2009-03-26T23:00:00Z BIS risk management risk measurement and management economic capital PDF version http://www.bis.org/publ/bcbs152.pdf March 2009 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs150.htm Full text of 'Proposed enhancements to the Basel II framework', January 2009. Proposed enhancements to the Basel II framework 2009-01-16T12:44:00Z Proposed enhancements to the Basel II framework 2009-01-16T12:44:00Z BIS PDF version http://www.bis.org/publ/bcbs150.pdf January 2009 Bank for International Settlements: BCBS Publications