Basel Committee - Credit risk and securitisation

Date Titles
Nov 2012

Basel III counterparty credit risk - Frequently asked questions (update of FAQs published in July 2012)

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Jul 2012

Basel III counterparty credit risk - Frequently asked questions (update of FAQs published in November 2011)

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Jul 2012

Capital requirements for bank exposures to central counterparties

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Jul 2012

Margin requirements for non-centrally-cleared derivatives - consultative document

Dec 2011

Application of own credit risk adjustments to derivatives - consultative document

Nov 2011

Basel III counterparty credit risk - Frequently asked questions

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Jul 2011

Report on asset securitisation incentives

Dec 2010

Sound practices for backtesting counterparty credit risk models - final document

Apr 2010

Sound practices for backtesting counterparty credit risk models - consultative document

Jan 2010

Review of the Differentiated Nature and Scope of Financial Regulation - Key Issues and Recommendations

Jun 2009

Stocktaking on the use of credit ratings

Jul 2008

Credit risk transfer - developments from 2005 to 2007 - final document

Apr 2008

Credit risk transfer - developments from 2005 to 2007 - consultative document

Jun 2006

Sound credit risk assessment and valuation for loans - final document

Nov 2005

Sound credit risk assessment and valuation for loans - consultative document

Mar 2005

Credit Risk Transfer

Oct 2004

Credit risk transfer - consultative paper

Jan 2004

Changes to the securitisation framework

Jan 2004

Modifications to the capital treatment for expected and unexpected credit losses

Mar 2001

Review of issues relating to Highly Leveraged Institutions

Sep 2000

Principles for the Management of Credit Risk - final document

Sep 2000

Best Practices for Credit Risk Disclosure

Jul 2000

Credit Ratings and Complementary Sources of Credit Quality Information

Jan 2000

Banks' Interactions with Highly Leveraged Institutions: Implementation of the Basel Committee's Sound Practices Paper

Jan 2000

Industry views on credit risk mitigation

Jan 2000

Range of Practice in Banks' Internal Ratings Systems

Oct 1999

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

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Jul 1999

Best Practices for Credit Risk Disclosure

Jul 1999

Sound Practices for Loan Accounting and Disclosure

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Jul 1999

Principles for the Management of Credit Risk - consultative document

Apr 1999

Credit Risk Modelling: Current Practices and Applications

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Jan 1999

Banks' Interactions with Highly Leveraged Institutions

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Jan 1999

Sound Practices for Banks' Interactions with Highly Leveraged Institutions

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Oct 1998

Sound Practices for Loan Accounting, Credit Risk Disclosure and Related Matters

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Sep 1992

Asset transfers and securitisation

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Jan 1991

Measuring and controlling large credit exposures

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