http://www.bis.org/list/bcbs_all/sdt_1/index.rss List of Basel Committee publications, press releases, working papers and newsletters. en http://www.bis.org/bcbs/publ/d307.htm Abstract of "Revisions to the standardised approach for credit risk - consultative document", December 2014. The proposed revisions to the standardised approach for credit risk seek to strengthen the existing regulatory capital standard in several ways. These include ... Revisions to the standardised approach for credit risk - consultative document 2014-12-22T10:56:00Z The proposed revisions to the standardised approach for credit risk seek to strengthen the existing regulatory capital standard in several ways. These include ... Revisions to the standardised approach for credit risk - consultative document 2014-12-22T10:56:00Z BIS Risk weight exposure category or class capital floor PDF version http://www.bis.org/bcbs/publ/d307.pdf 22 Dec 2014 Bank for International Settlements: BCBS Publications 307 http://www.bis.org/press/p141222a.htm Press release about the Basel Committee releasing revisions to the standardised approach for credit risk (22 December 2014). Revisions to the Standardised Approach for credit risk: Basel Committee issues consultative document 2014-12-22T10:56:00Z Revisions to the Standardised Approach for credit risk: Basel Committee issues consultative document 2014-12-22T10:56:00Z BIS http://www.bis.org/bcbs/publ/d306.htm Abstract of "Capital floors: the design of a framework based on standardised approaches - consultative document", December 2014. This consultative paper outlines the Basel Committee's proposals to design a capital floor based on standardised, non-internal modelled approaches. The proposed floor would replace the existing transitional capital floor based on the Basel I framework. The floor will be based on revised standardised approaches for credit, market and operational risk, which are currently under consultation. Capital floors: the design of a framework based on standardised approaches - consultative document 2014-12-22T10:55:00Z This consultative paper outlines the Basel Committee's proposals to design a capital floor based on standardised, non-internal modelled approaches. The proposed floor would replace the existing transitional capital floor based on the Basel I framework. The floor will be based on revised standardised approaches for credit, market and operational risk, which are currently under consultation. Capital floors: the design of a framework based on standardised approaches - consultative document 2014-12-22T10:55:00Z BIS standardised approach capital floors PDF version http://www.bis.org/bcbs/publ/d306.pdf 22 Dec 2014 Bank for International Settlements: BCBS Publications 306 http://www.bis.org/press/p141222.htm Press release about the Basel Committee releasing a consultative paper on the design of a capital floor framework based on standardised, non-internal modelled approaches (22 December 2014). Basel Committee consults on capital floors 2014-12-22T10:55:00Z Basel Committee consults on capital floors 2014-12-22T10:55:00Z BIS http://www.bis.org/bcbs/publ/d305.htm Abstract of "Fundamental review of the trading book: outstanding issues - consultative document", December 2014. The Basel Committee on Banking Supervision has today issued a consultative paper on outstanding issues for its fundamental review of the trading book capital standards. In undertaking its review, the Committee's goal is to improve trading book capital requirements and to promote consistent implementation of the rules so that they produce comparable levels of capital across jurisdictions. Fundamental review of the trading book: outstanding issues - consultative document 2014-12-19T13:10:00Z The Basel Committee on Banking Supervision has today issued a consultative paper on outstanding issues for its fundamental review of the trading book capital standards. In undertaking its review, the Committee's goal is to improve trading book capital requirements and to promote consistent implementation of the rules so that they produce comparable levels of capital across jurisdictions. Fundamental review of the trading book: outstanding issues - consultative document 2014-12-19T13:10:00Z BIS securitisation market risk Trading Book Basel 2.5 PDF version http://www.bis.org/bcbs/publ/d305.pdf 19 Dec 2014 Bank for International Settlements: BCBS Publications 305 http://www.bis.org/press/p141219.htm Press release about the Basel Committee issuing consultative document on remaining issues related to its review of the trading book (19 December 2014). Review of the trading book: consultative document on remaining issues published by the Basel Committee 2014-12-19T10:55:00Z Review of the trading book: consultative document on remaining issues published by the Basel Committee 2014-12-19T10:55:00Z BIS http://www.bis.org/press/p141211a.htm Press release about the Basel Committee releasing criteria for identifying "simple, transparent and comparable" securitisations (11 December 2014). Criteria for identifying "simple, transparent and comparable" securitisations: consultative document issued by the Basel Committee and IOSCO 2014-12-11T08:06:00Z Criteria for identifying "simple, transparent and comparable" securitisations: consultative document issued by the Basel Committee and IOSCO 2014-12-11T08:06:00Z BIS http://www.bis.org/bcbs/publ/d304.htm Abstract of "Criteria for identifying simple, transparent and comparable securitisations", December 2014. The purpose of these criteria is to identify - and to assist the financial industry's development of - simple, transparent and comparable securitisations structures, as well as to help parties involved in a securitisation transaction evaluate the risks of a particular securitisation as part of their due diligence on securitisations. Criteria for identifying simple, transparent and comparable securitisations 2014-12-11T08:04:00Z The Basel Committee on Banking Supervision (BCBS) and the International Organization of Securities Commissions (IOSCO) released today a consultative document on Criteria for identifying simple, transparent and comparable securitisations. The purpose of these criteria is to identify - and to assist the financial industry's development of - simple, transparent and comparable securitisations structures, as well as to help parties involved in a securitisation transaction evaluate the risks of a particular securitisation as part of their due diligence on securitisations. Criteria for identifying simple, transparent and comparable securitisations 2014-12-11T08:04:00Z BIS non-bank investors impediments STC PDF version http://www.bis.org/bcbs/publ/d304.pdf 11 Dec 2014 Bank for International Settlements: BCBS Publications 304 http://www.bis.org/press/p141211.htm Press release about the Basel Committee issuing revisions to the securitisation framework (11 December 2014). Revisions to the securitisation framework 2014-12-11T08:02:00Z Revisions to the securitisation framework 2014-12-11T08:02:00Z BIS http://www.bis.org/bcbs/publ/d303.htm Abstract of "Revisions to the securitisation framework", December 2014. The Basel Committee on Banking Supervision's revisions to the securitisation framework aim to address a number of shortcomings in the Basel II securitisation framework and to strengthen the capital standards for securitisation exposures held in the banking book. Revisions to the securitisation framework 2014-12-11T08:00:00Z The Basel Committee on Banking Supervision's revisions to the securitisation framework aim to address a number of shortcomings in the Basel II securitisation framework and to strengthen the capital standards for securitisation exposures held in the banking book. This framework, which will come into effect in January 2018, forms part of the Committee's broader Basel III agenda to reform regulatory standards for banks in response to the global financial crisis and thus contributes to a more resilient banking sector. Revisions to the securitisation framework 2014-12-11T08:00:00Z BIS Tranche Underlying pool SEC-SA SEC-ERBA SEC-IRBA PDF version http://www.bis.org/bcbs/publ/d303.pdf 11 Dec 2014 Bank for International Settlements: BCBS Publications 303 http://www.bis.org/press/p141209.htm Press release about the Basel Committees' proposed requirements on banks' disclosure of the Net Stable Funding Ratio (9 December 2014). Proposed requirements on banks' disclosure of the Net Stable Funding Ratio issued by the Basel Committee 2014-12-09T09:44:00Z Proposed requirements on banks' disclosure of the Net Stable Funding Ratio issued by the Basel Committee 2014-12-09T09:44:00Z BIS http://www.bis.org/bcbs/publ/d302.htm Abstract of "Net Stable Funding Ratio disclosure standards - consultative document", December 2014. Disclosure requirements for the Net Stable Funding Ratio (NSFR) have been developed to improve the transparency of regulatory funding requirements, reinforce the ... Net Stable Funding Ratio disclosure standards - consultative document 2014-12-09T09:30:00Z Disclosure requirements for the Net Stable Funding Ratio (NSFR) have been developed to improve the transparency of regulatory funding requirements, reinforce the Principles for Sound Liquidity Risk Management and Supervision, strengthen market discipline, and reduce uncertainty in the markets as the NSFR is implemented. To promote the consistency and usability of disclosures related to the NSFR, internationally active banks across Basel Committee member jurisdictions will be required to publish their NSFRs according to a common template. This template includes the major categories of sources and uses of stable funding, along with qualitative requirements. Net Stable Funding Ratio disclosure standards - consultative document 2014-12-09T09:30:00Z BIS liquidity disclosure Basel III PDF version http://www.bis.org/bcbs/publ/d302.pdf 9 Dec 2014 Bank for International Settlements: BCBS Publications 302 http://www.bis.org/bcbs/publ/d300.pdf Abstract of "Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III regulations - European Union", December 2014. Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III regulations - European Union 2014-12-05T09:10:00Z 582 kb Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III regulations - European Union 2014-12-05T09:10:00Z BIS Basel III European Union level 2 RCAP capital regime Regulatory Consistency Assessment Programme 5 Dec 2014 Bank for International Settlements: BCBS Publications 300 http://www.bis.org/press/p141205.htm Press release about the Basel Committee concluding assessment of Basel capital regulations in the European Union (5 December 2014) Assessment of Basel capital regulations in the European Union concluded by the Basel Committee 2014-12-05T09:10:00Z Assessment of Basel capital regulations in the European Union concluded by the Basel Committee 2014-12-05T09:10:00Z BIS http://www.bis.org/bcbs/publ/d301.pdf Abstract of "Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III regulations - United States of America", December 2014. Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III regulations - United States of America 2014-12-05T09:05:00Z 625 kb Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III regulations - United States of America 2014-12-05T09:05:00Z BIS Basel III United States level 2 RCAP capital regime Regulatory Consistency Assessment Programme 5 Dec 2014 Bank for International Settlements: BCBS Publications 301