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 new framework en http://www.bis.org/publ/bcbs134.htm Abstract of the Report on Guidelines for Computing Capital for Incremental Default Risk in the Trading Book – consultative document, October 2007. 2007-10-11T22:00:00Z Guidelines for Computing Capital for Incremental Default Risk in the Trading Book – consultative document 2007-10-11T22:00:00Z BIS Basel II Trading Book Incremental Default Risk Charge Boundary of trading and banking book Basel IOSCO text trading assets capital adjustment factor use of internal models default risk measurement modelling market risk PDF version http://www.bis.org/publ/bcbs134.pdf October 2007 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs_nl10.htm 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) 2006-10-23T22:00:00Z Risk weight for International Finance Facility for Immunization (IFFIm) 2006-10-23T22:00:00Z BIS October 2006 Bank for International Settlements: Basel Committee newsletter 10 http://www.bis.org/publ/bcbs_nl9.htm 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) 2006-09-17T22:00:00Z The IRB Use Test: Background and Implementation 2006-09-17T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs_nl9.pdf September 2006 Bank for International Settlements: Basel Committee newsletter 9 http://www.bis.org/publ/bcbs128.htm Introduction to the comprehensive verion of 'International Convergence of Capital Measurement and Capital Standards: A Revised Framework' 2006-06-29T22:00:00Z Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework - Comprehensive Version 2006-06-29T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs128.pdf Deutsch http://www.bis.org/publ/bcbs128ger.pdf Internationale Konvergenz der Eigenkapitalmessung und Eigenkapitalanforderungen: Überarbeitete Rahmenvereinbarung – Umfassende Version Español http://www.bis.org/publ/bcbs128_es.pdf Convergencia internacional de medidas y normas de capital: Marco revisado - Version integral Français http://www.bis.org/publ/bcbs128fre.pdf Convergence internationale de la mesure et des normes de fonds propres: dispositif révisé – version compilée Italiano http://www.bis.org/publ/bcbs128ita.pdf Convergenza internazionale della misurazione del capitale e dei coefficienti patrimoniali: nuovo schema di regolamentazione – versione integrale June 2006 Bank for International Settlements: BCBS Publications 128 http://www.bis.org/publ/bcbs_nl8.htm 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) 2006-03-29T22:00:00Z Use of vendor products in the Basel II IRB framework 2006-03-29T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs_nl8.pdf March 2006 Bank for International Settlements: Basel Committee newsletter 8 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 http://www.bis.org/publ/bcbs112.htm Abstract of 'Trading Book Survey: A Summary of Responses' (Basel Committee Publications No. 112 - April 2005) 2005-04-10T22:00:00Z Trading Book Survey: A Summary of Responses 2005-04-10T22:00:00Z BIS Trading Book Survey: A Summary of Responses PDF version http://www.bis.org/publ/bcbs112.pdf April 2005 Bank for International Settlements: BCBS Publications 112 http://www.bis.org/publ/bcbs_nl3.htm 2004-06-17T22:00:00Z Update on joint Basel Committee and International Organization of Securities Commission work on the prudential treatment of some trading book items 2004-06-17T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs_nl3.pdf June 2004 Bank for International Settlements: Basel Committee newsletter 3 http://www.bis.org/publ/bcbs107.htm Introduction to Basel II (Revised International Capital Framework): International Convergence of Capital Measurement and Capital Standards: a Revised Framework 2004-06-09T22:00:00Z Basel II: International Convergence of Capital Measurement and Capital Standards: a Revised Framework 2004-06-09T22:00:00Z 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/bcbs107.pdf Deutsch http://www.bis.org/publ/bcbs107ger.htm Internationale Konvergenz der Eigenkapitalmessung und der Eigenkapitalanforderungen - Überarbeitete Rahmenvereinbarung Español http://www.bis.org/publ/bcbs107esp.htm Convergencia internacional de medidas y normas de capital - Marco revisado Français http://www.bis.org/publ/bcbs107fre.htm Convergence internationale de la mesure et des normes de fonds propres - Dispositif révisé Italiano http://www.bis.org/publ/bcbs107ita.htm Convergenza internazionale della misurazione del capitale e dei coefficienti patrimoniali - Nuovo schema di regolamentazione June 2004 Bank for International Settlements: BCBS Publications 107 http://www.bis.org/bcbs/bcbscp3.htm Introduction to the Third Consultative Paper of the New Basel Capital Accord, also known as Basel II. (April 2003) 2003-04-28T22:00:00Z Basel II: The New Basel Capital Accord - Third Consultative Paper 2003-04-28T22:00:00Z BIS Basel II Capital Accord Basel 2 Basle 2 Basel Capital Accord PDF version http://www.bis.org/bcbs/bcbscp3.pdf April 2003 http://www.bis.org/publ/bcbs_nl2.htm 2001-09-20T22:00:00Z Update on work on the New Basel Capital Accord 2001-09-20T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs_nl2.pdf September 2001 Bank for International Settlements: Basel Committee newsletter 2 http://www.bis.org/bcbs/bcbscp2.htm Introduction to the Second Consultative Paper on The New Basel Capital Accord - January 2001 2001-01-28T23:00:00Z Basel II: The New Basel Capital Accord - Second Consultative Paper (January 2001) 2001-01-28T23:00:00Z BIS Basel II Capital Accord Basel 2 Basle 2 Basel Capital Accord January 2001 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs_nl1.htm 1999-11-20T23:00:00Z Update on work on a New Capital Adequacy Framework 1999-11-20T23:00:00Z BIS PDF version http://www.bis.org/publ/bcbs_nl1.pdf November 1999 Bank for International Settlements: Basel Committee newsletter 1 http://www.bis.org/publ/bcbs04a.htm 1988-07-03T22:00:00Z International convergence of capital measurement and capital standards 1988-07-03T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs04a.pdf Deutsch http://www.bis.org/publ/bcbs04ade.pdf Internationale Konvergenz der Eigenkapitalmessung und Eigenkapitalanforderungen Français http://www.bis.org/publ/bcbs04afr.pdf French translation: International convergence of capital measurement and capital standards Italiano http://www.bis.org/publ/bcbs04ait.pdf Italian translation: International convergence of capital measurement and capital standards July 1988 Bank for International Settlements: BCBS Publications 4