QIS 4: National impact studies and field tests in 2004 or 2005


Several member countries decided to conduct a further national impact study or field test during 2004 or 2005. These exercises did not represent a joint effort of the Basel Committee on Banking Supervision, and the details varied significantly across countries. Nevertheless, the Committee's working group on Overall Capital and Quantitative Impact Studies prepared templates to support these national exercises, i.e. (i) a questionnaire in the form of an Excel workbook and (ii) corresponding instructions that specified how to complete the questionnaire.

In contrast to earlier exercises conducted by the Committee, national supervisory agencies which carried out an impact study or field test adjusted the workbook accordingly to reflect the particularities of the implementation of the Basel II Framework in their respective jurisdiction. Similarly, the instructions provided only discussed technical issues related to the workbook and had to be adjusted in order to reflect the changes to the workbook template national supervisors made. They were not intended to interpret the Basel II Framework.

All guidance on issues related to implementation and interpretation of the Basel II Framework within a certain jurisdiction which might have been necessary to complete the questionnaire was provided by national supervisory agencies.

Documents available for download

  • Template of Excel workbook (version 4.0.10, updated 29 March 2005):
    (Excel, 7829 kb) or ZIP (compressed Excel, 1587 kb)
  • Instructions for workbooks (PDF, 39 pages, 125 kb)

Information provided by national supervisory agencies

  • Germany: Deutsche Bundesbank provides information on QIS 4 in Germany (also available in German).
  • Japan: The Japanese FSA provides information on its field test (only available in Japanese).
  • USA: The Federal Financial Institutions Examination Council provides information on QIS 4 in the US.