Basel Committee - Credit risk and securitisation

Date	Publications
Mar 2013	Supervisory framework for measuring and controlling large exposures
Mar 2013	Recognising the cost of credit protection purchased
Feb 2013	Mortgage insurance: market structure, underwriting cycle and policy implications - Consultative paper released by the Joint Forum
Jan 2013	Principles for effective risk data aggregation and risk reporting Also available in: Spanish Translations in German, French and Italian will be published soon.
Dec 2012	Basel III counterparty credit risk and exposures to central counterparties - Frequently asked questions (update of FAQs published in November 2012) Also available in: German Spanish French Italian
Dec 2012	Revisions to the Basel Securitisation Framework - consultative document
Nov 2012	Basel III counterparty credit risk - Frequently asked questions (update of FAQs published in July 2012) Also available in: German Spanish French Italian
Jul 2012	Basel III counterparty credit risk - Frequently asked questions (update of FAQs published in November 2011) Also available in: German Spanish French Italian
Jul 2012	Capital requirements for bank exposures to central counterparties Also available in: German Spanish French Italian
Jul 2012	Margin requirements for non-centrally-cleared derivatives - consultative document
Dec 2011	Application of own credit risk adjustments to derivatives - consultative document
Nov 2011	Basel III counterparty credit risk - Frequently asked questions Also available in: German Spanish French Italian
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
Jan 2010	Review of the Differentiated Nature and Scope of Financial Regulation - Key Issues and Recommendations
Jun 2009	Stocktaking on the use of credit ratings
Jul 2008	Credit risk transfer - developments from 2005 to 2007 - final document
Apr 2008	Credit risk transfer - developments from 2005 to 2007 - consultative document
Jun 2006	Sound credit risk assessment and valuation for loans - final document
Nov 2005	Sound credit risk assessment and valuation for loans - consultative document
Mar 2005	Credit Risk Transfer
Oct 2004	Credit risk transfer - consultative paper
Jan 2004	Changes to the securitisation framework
Jan 2004	Modifications to the capital treatment for expected and unexpected credit losses
Mar 2001	Review of issues relating to Highly Leveraged Institutions
Sep 2000	Principles for the Management of Credit Risk - final document
Sep 2000	Best Practices for Credit Risk Disclosure
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
Oct 1999	Recommendations for Public Disclosure of Trading and Derivatives Activities of Banks and Securities Firms Also available in: German
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

Publications by category

Basel Committee - Credit risk and securitisation