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Monetary & financial stability
Basel Committee on Banking Supervision
Basel Committee - Basel II new framework
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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
Other languages:
Deutsch
Español
Français
Italiano
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
Other languages:
Deutsch
Español
Français
Italiano
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
Other languages:
Deutsch
Français
Italiano
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