Basel Committee - Risk management

Date Publications
Jan 2013

Principles for effective risk data aggregation and risk reporting

Dec 2012

Basel III counterparty credit risk and exposures to central counterparties - Frequently asked questions (update of FAQs published in November 2012)

Nov 2012

Basel III counterparty credit risk - Frequently asked questions (update of FAQs published in July 2012)

Sep 2012

Core principles for effective banking supervision

Jul 2012

Basel III counterparty credit risk - Frequently asked questions (update of FAQs published in November 2011)

Also available in:

Jul 2012

Capital requirements for bank exposures to central counterparties

Also available in:

Jun 2012

Principles for effective risk data aggregation and risk reporting - consultative document

May 2012

Fundamental review of the trading book - consultative document

Also available in:

Apr 2012

Peer review of supervisory authorities' implementation of stress testing principles

Feb 2012

Report on intra-group support measures

Dec 2011

Principles for the supervision of financial conglomerates - consultative document

Dec 2011

The internal audit function in banks - consultative document

Nov 2011

Basel III counterparty credit risk - Frequently asked questions

Also available in:

Nov 2011

Capitalisation of bank exposures to central counterparties - second consultative document

Jun 2011

Operational Risk - Supervisory Guidelines for the Advanced Measurement Approaches - final document

Jun 2011

Principles for the Sound Management of Operational Risk - final document

May 2011

Range of methodologies for risk and performance alignment of remuneration - final document

Dec 2010

Sound practices for backtesting counterparty credit risk models - final document

Dec 2010

Sound Practices for the Management and Supervision of Operational Risk - consultative document

Oct 2010

Developments in Modelling Risk Aggregation

Oct 2010

Range of methodologies for risk and performance alignment of remuneration - consultative document

Apr 2010

Sound practices for backtesting counterparty credit risk models - consultative document

Jan 2010

Compensation Principles and Standards Assessment Methodology

Dec 2009

Strengthening the resilience of the banking sector - consultative document

Sep 2009

Report on Special Purpose Entities

Jul 2009

Enhancements to the Basel II framework

May 2009

Principles for sound stress testing practices and supervision - final paper

Also available in:

Apr 2009

Supervisory guidance for assessing banks' financial instrument fair value practices - final paper

Mar 2009

Range of practices and issues in economic capital frameworks - final paper

Jan 2009

Guidelines for computing capital for incremental risk in the trading book - consultative version

Jan 2009

Principles for sound stress testing practices and supervision - consultative paper

Also available in:

Dec 2008

External audit quality and banking supervision

Nov 2008

Supervisory guidance for assessing banks' financial instrument fair value practices - consultative paper

Sep 2008

Principles for Sound Liquidity Risk Management and Supervision - final document

Also available in:

Aug 2008

Range of practices and issues in economic capital modelling - consultative paper

Aug 2008

Implementation of the compliance principles

Jun 2008

Principles for Sound Liquidity Risk Management and Supervision - consultative document

Jun 2008

Fair value measurement and modelling: An assessment of challenges and lessons learned from the market stress

Apr 2008

Customer suitability in the retail sale of financial products and services

Apr 2008

Cross-sectoral review of group-wide identification and management of risk concentrations