Publications by year

Publications by category

RSS feeds RSS feeds

Basel Committee - Basel I and Market Risk Amendment

Nov 2005

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


Nov 2005

Amendment to the capital accord to incorporate market risks

Other languages:


Apr 1999

Capital requirements and bank behaviour: the impact of the Basel Accord


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

Other languages:


Jan 1996

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

Other languages:


Jan 1996

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

Other languages:


Apr 1995

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

Other languages:


Dec 1994

Basel Committee: Amendment to the 1988 Capital Accord Recognition of Collateral

Other languages:


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

Other languages:


Apr 1993

Basel Committee: Supervisory Recognition of Netting for Capital Adequacy Purposes

Other languages:


Nov 1991

Amendment of the Basel capital accord in respect of the inclusion of general provisions/general loan-loss reserves in capital

Other languages:


Jul 1988

Basel Committee: Outcome of the consultative process on proposals for international convergence of capital measurement and capital standards


Jul 1988

Basel Committee: International convergence of capital measurement and capital standards (updated to April 1998)

Other languages:


Mar 1986

Basel Committee: The management of banks' off-balance-sheet exposures: a supervisory perspective

Other languages:


Mar 1979

Basel Committee: Consolidated supervision of banks' international activities

Other languages: