Basel II: The New Basel Capital Accord - second consultative paper

Please note that the Second Consultative Paper has been superseded by the Third Consultative Paper, published in April 2003.

In January 2001 the Basel Committee on Banking Supervision issued a proposal for a New Basel Capital Accord that, once finalised, will replace the current 1988 Capital Accord. The proposal is based on three mutually reinforcing pillars that allow banks and supervisors to evaluate properly the various risks that banks face.

• The New Basel Capital Accord: an explanatory note (PDF, 16 pages, 73194 bytes),
  (german translation (PDF) on the Deutsche Bundesbank website)
• Overview of The New Basel Capital Accord (PDF, 39 pages, 225954 bytes),
  (german translation (PDF) on the Deutsche Bundesbank website),
  french translation,
  italian translation,
  spanish translation
• The New Basel Capital Accord (PDF, 139 pages, 751224 bytes),
  (german translation (PDF) on the Deutsche Bundesbank website),
  spanish translation

Supporting documents

• The Standardised Approach to Credit Risk (PDF, 56 pages, 317194 bytes)
• The Internal Ratings-Based Approach (PDF, 108 pages, 590602 bytes)
• Asset securitisation (PDF, 32 pages, 166501 bytes)
• Operational Risk (PDF, 30 pages, 191136 bytes)
• Pillar 2 (Supervisory Review Process) (PDF, 16 pages, 92539 bytes)
• Principles for the Management and Supervision of Interest Rate Risk (PDF, 42 pages, 202453 bytes)
• Pillar 3 (Market Discipline) (PDF, 63 pages, 376386 bytes)