Basel Committee - Credit risk and securitisation

Date Titles
Dec 2017

Basel III: Finalising post-crisis reforms

Dec 2017

Basel III Monitoring Report - Results of the cumulative quantitative impact study

Dec 2017

The regulatory treatment of sovereign exposures - discussion paper

Jul 2017

Criteria for identifying simple, transparent and comparable short-term securitisations - consultative document

Jul 2017

Capital treatment for simple, transparent and comparable short-term securitisations - consultative document

Sep 2016

Frequently asked questions on the supervisory framework for measuring and controlling large exposures

Also available in:

Jul 2016

Revisions to the securitisation framework

Apr 2016

Prudential treatment of problem assets - definitions of non-performing exposures and forbearance - consultative document

Apr 2016

Regulatory consistency assessment programme (RCAP) - Analysis of risk-weighted assets for credit risk in the banking book

Mar 2016

Reducing variation in credit risk-weighted assets - constraints on the use of internal model approaches - consultative document

Jan 2016

Minimum capital requirements for market risk

Also available in:

Dec 2015

Revisions to the Standardised Approach for credit risk - second consultative document

Also available in:

Nov 2015

Capital treatment for "simple, transparent and comparable" securitisations - consultative document

Oct 2015

Regulatory Consistency Assessment Programme (RCAP) - report on risk-weighted assets for counterparty credit risk (CCR)

Aug 2015

Basel III: The standardised approach for measuring counterparty credit risk exposures: Frequently asked questions

Jul 2015

Criteria for identifying simple, transparent and comparable securitisations

Jul 2015

Review of the Credit Valuation Adjustment (CVA) risk framework - consultative document

Jun 2015

Developments in credit risk management across sectors: current practices and recommendations

Feb 2015

Developments in credit risk management across sectors: current practices and recommendations - consultative document

Jan 2015

Revised Pillar 3 disclosure requirements

Also available in:

Dec 2014

Revisions to the standardised approach for credit risk - consultative document

Also available in:

Dec 2014

Criteria for identifying simple, transparent and comparable securitisations - consultative paper

Dec 2014

Revisions to the securitisation framework

Nov 2014

Reducing excessive variability in banks' regulatory capital ratios

Apr 2014

Supervisory framework for measuring and controlling large exposures - final standard

Also available in:

Mar 2014

The standardised approach for measuring counterparty credit risk exposures

Dec 2013

Revisions to the securitisation framework - consultative document

Dec 2013

Progress in adopting the principles for effective risk data aggregation and risk reporting

Dec 2013

Capital requirements for banks' equity investments in funds - final standard

Oct 2013

Fundamental review of the trading book - second consultative document

Also available in:

Aug 2013

Mortgage insurance: market structure, underwriting cycle and policy implications - final document

Jul 2013

Regulatory consistency assessment programme (RCAP) - Analysis of risk-weighted assets for credit risk in the banking book

Jun 2013

The non-internal model method for capitalising counterparty credit risk exposures - consultative document

Jun 2013

Frequently asked questions on Large Exposures QIS

Mar 2013

Supervisory framework for measuring and controlling large exposures - consultative document

Mar 2013

Recognising the cost of credit protection purchased - consultative document

Feb 2013

Mortgage insurance: market structure, underwriting cycle and policy implications - Consultative paper released by the Joint Forum

Jan 2013

Principles for effective risk data aggregation and risk reporting

Also available in:

Dec 2012

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

Also available in:

Dec 2012

Revisions to the Basel Securitisation Framework - consultative document