Publications by year

Basel Committee - Basel II new framework

Jul 2008

Proposed revisions to the Basel II market risk framework


Jul 2008

Guidelines for Computing Capital for Incremental Risk in the Trading Book


Oct 2007

Guidelines for Computing Capital for Incremental Default Risk in the Trading Book – consultative document


Oct 2006

Risk weight for International Finance Facility for Immunization (IFFIm)


Sep 2006

The IRB Use Test: Background and Implementation


Jun 2006

Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework - Comprehensive Version

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Mar 2006

Use of vendor products in the Basel II IRB framework


Nov 2005

Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework


Apr 2005

Trading Book Survey: A Summary of Responses


Jun 2004

Update on joint Basel Committee and International Organization of Securities Commission work on the prudential treatment of some trading book items


Jun 2004

Basel II: International Convergence of Capital Measurement and Capital Standards: a Revised Framework

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Apr 2003

Basel II: The New Basel Capital Accord - Third Consultative Paper


Sep 2001

Update on work on the New Basel Capital Accord


Jan 2001

Basel II: The New Basel Capital Accord - Second Consultative Paper (January 2001)


Nov 1999

Update on work on a New Capital Adequacy Framework


Jul 1988

International convergence of capital measurement and capital standards

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