Basel Committee - BIS - Credit risk and securitisation

Date	Publications
Dec 2011	High cost credit protection
Jul 2011	Report on asset securitisation incentives
Dec 2010	Sound practices for backtesting counterparty credit risk models - final document
Apr 2010	Sound practices for backtesting counterparty credit risk models - consultative document
Feb 2010	Vendor models for credit risk measurement and management
May 2009	Findings on the interaction of market and credit risk
Jul 2008	Credit risk transfer - developments from 2005 to 2007
Apr 2008	Credit risk transfer - developments from 2005 to 2007 - consultative document
Nov 2006	Studies on credit risk concentration: an overview of the issues and a synopsis of the results from the Research Task Force project
Jun 2006	Sound credit risk assessment and valuation for loans
Nov 2005	Sound credit risk assessment and valuation for loans - consultative document
Jul 2005	Guidance on the estimation of loss given default (Paragraph 468 of the Framework Document)
May 2005	Studies on the Validation of Internal Rating Systems (revised)
Mar 2005	Credit Risk Transfer
Oct 2004	Credit risk transfer
Jan 2004	Changes to the securitisation framework
Jan 2004	Modifications to the capital treatment for expected and unexpected credit losses
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
Mar 2001	Review of issues relating to Highly Leveraged Institutions
Sep 2000	Best Practices for Credit Risk Disclosure
Sep 2000	Principles for the Management of Credit Risk
Aug 2000	Credit ratings and complementary sources of credit quality information
Jul 2000	Credit Ratings and Complementary Sources of Credit Quality Information
May 2000	Summary of responses received on the report 'Credit Risk Modelling: Current Practices and Applications'
Jan 2000	Banks' Interactions with Highly Leveraged Institutions: Implementation of the Basel Committee's Sound Practices Paper
Jan 2000	Industry Views on Credit Risk Mitigation
Jan 2000	Range of Practice in Banks' Internal Ratings Systems
Jul 1999	Best Practices for Credit Risk Disclosure
Jul 1999	Sound Practices for Loan Accounting and Disclosure Also available in: German French Italian
Jul 1999	Principles for the Management of Credit Risk - consultative document
Apr 1999	Credit Risk Modelling: Current Practices and Applications Also available in: German
Jan 1999	Banks' Interactions with Highly Leveraged Institutions Also available in: German French
Jan 1999	Sound Practices for Banks' Interactions with Highly Leveraged Institutions Also available in: German
Oct 1998	Sound Practices for Loan Accounting, Credit Risk Disclosure and Related Matters Also available in: German Italian
Sep 1992	Basel Committee: Asset transfers and securitisation Also available in: German French Italian
Jan 1991	Basel Committee: Measuring and controlling large credit exposures Also available in: German French Italian

Dec 2011