Basel Committee - Basel II

Date Titles
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

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

Nov 2007

Principles for home-host supervisory cooperation and allocation mechanisms in the context of Advanced Measurement Approaches (AMA) - final document

Oct 2007

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

Feb 2007

Principles for home-host supervisory cooperation and allocation mechanisms in the context of Advanced Measurement Approaches (AMA) - consultative document

Jun 2006

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

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Jun 2006

Home-host information sharing for effective Basel II implementation - final document

Nov 2005

Home-host information sharing for effective Basel II implementation - consultative document

Nov 2005

Amendment to the capital accord to incorporate market risks

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Nov 2005

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

Jul 2005

The Application of Basel II to Trading Activities and the Treatment of Double Default Effects

Jul 2005

Guidance on the estimation of loss given default (Paragraph 468 of the Framework Document)

Apr 2005

Trading Book Survey: A Summary of Responses

Apr 2005

The Application of Basel II to Trading Activities and the Treatment of Double Default Effects

Jul 2004

Implementation of Basel II: Practical Considerations

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Jun 2004

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

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Jan 2004

Changes to the securitisation framework

Jan 2004

Modifications to the capital treatment for expected and unexpected credit losses

Apr 2003

Basel II: The New Basel Capital Accord - third consultative paper

Jan 2001

Basel II: The New Basel Capital Accord - second consultative paper

Jan 2001

Overview of The New Basel Capital Accord - consultative document

Jan 2001

The New Basel Capital Accord - consultative document

Jul 2000

Credit Ratings and Complementary Sources of Credit Quality Information

Jan 2000

Industry views on credit risk mitigation

Jan 2000

Range of Practice in Banks' Internal Ratings Systems

Sep 1999

Performance of Models-Based Capital Charges for Market Risk: 1 July-31 December 1998

Apr 1999

Credit Risk Modelling: Current Practices and Applications

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