Basel Committee - Market risk

Date Titles
Dec 1999

Risk concentrations principles

Oct 1999

Recommendations for Public Disclosure of Trading and Derivatives Activities of Banks and Securities Firms

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Sep 1999

Performance of Models-Based Capital Charges for Market Risk: 1 July-31 December 1998

Jun 1999

A new capital adequacy framework

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Feb 1999

Recommendations for Public Disclosure of Trading and Derivatives Activities of Banks and Securities Firms

Sep 1998

Framework for Internal Control Systems in Banking Organisations

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Sep 1998

Enhancing Bank Transparency

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Sep 1998

Supervisory Information Framework for derivatives and trading activities

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Sep 1997

Modifications to the market risk amendment

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Apr 1996

Interpretation of the capital accord for the multilateral netting of forward value foreign exchange transactions

Jan 1996

Amendment to the capital accord to incorporate market risks

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Jan 1996

Overview of the amendment to the capital accord to incorporate market risks

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Jan 1996

Supervisory framework for the use of 'backtesting' in conjunction with the internal models approach to market risk capital requirements

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Nov 1995

Public disclosure of the trading and derivatives activities of banks and securities firms

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May 1995

Framework for supervisory information about the derivatives activities of banks and securities firms (Joint report by the Basel Committee on Banking Supervision and the Technical Committee of the 'IOSCO'.)

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Apr 1995

Basel Capital Accord: treatment of potential exposure for off-balance-sheet items

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Apr 1995

An internal model-based approach to market risk capital requirements

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Apr 1995

Planned supplement to the Capital Accord to incorporate market risks

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Apr 1995

Proposal to issue a supplement to the Basel Capital Accord to cover market risks

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Dec 1994

Amendment to the 1988 Capital Accord Recognition of Collateral

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Jul 1994

Basel Capital Accord: the treatment of the credit risk associated with certain off-balance-sheet items

Jul 1994

Amendment to the Capital Accord of July 1988

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Apr 1993

Supervisory Treatment of Market Risks

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Apr 1993

Prudential supervision of netting, Market Risks and Interest Rate Risk - preface to consultative proposal

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Apr 1993

Supervisory Recognition of Netting for Capital Adequacy Purposes

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Jan 1991

Measuring and controlling large credit exposures

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