Publications by year

Basel Committee - Credit risk and securitisation

Nov 2006

Studies on credit risk concentration: an overview of the issues and a synopsis of the results from the Research Task Force project

Abstract of the BCBS working paper 'Studies on credit risk concentration: an overview of the issues and a synopsis of the results from the Research Task Force project' (Basel Committee Working Paper No. 15 - November 2006


Jun 2006

Sound credit risk assessment and valuation for loans

Introduction to 'Sound credit risk assessment and valuation for loans'


Nov 2005

Sound credit risk assessment and valuation for loans - consultative document


May 2005

Studies on the Validation of Internal Rating Systems (revised)

Abstract of the BCBS working paper on 'Studies on the Validation of Internal Rating Systems' (Basel Committee Working paper No. 14 - February 2005, revised May 2005)


Jan 2004

Changes to the securitisation framework

Abstract of the technical paper of the Basel Committee on Banking Supervision


Aug 2003

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

Abstract of the BCBS working paper on 'Markets for Bank Subordinated Debt and Equity in Basel Committee Member Countries' (Basel Committee Working paper No. 12 - August 2003)


Oct 2002

Second Working Paper on the Treatment of Asset Securitisations


Oct 2001

Working Paper on the Treatment of Asset Securitisations


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


Jan 2000

Banks' Interactions with Highly Leveraged Institutions: Implementation of the Basel Committee's Sound Practices Paper


Sep 1999

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


Jul 1999

Best Practices for Credit Risk Disclosure


Jul 1999

Principles for the Management of Credit Risk


Apr 1999

Credit Risk Modelling: Current Practices and Applications

Other languages: > Deutsch PDF


Jan 1999

Banks' Interactions with Highly Leveraged Institutions

Other languages: > Deutsch PDF > Français PDF


Jan 1999

Sound Practices for Banks' Interactions with Highly Leveraged Institutions

Other languages: > Deutsch PDF


Sep 1992

Basel Committee: Asset transfers and securitisation

Abstract of the Asset transfers and securitisation (Basel Committee publications - September 1992)

Other languages: > Deutsch PDF > Français PDF > Italiano PDF


Jan 1991

Basel Committee: Measuring and controlling large credit exposures

Abstract of the Measuring and controlling large credit exposures (Basel Committee publications - 1991 January )

Other languages: > Deutsch PDF > Français PDF > Italiano PDF


Mar 1982

Basel Committee: Management of banks' international lending: country risk analysis and country exposure measurement and control

Abstract of the Management of banks' international lending: country risk analysis and country exposure measurement and control (Basel Committee publications - 1982 March )

Other languages: > Deutsch PDF > Français PDF