Basel Committee on Banking Supervision

Publications by year

Publications by category

RSS feeds

Basel Committee - Credit risk and securitisation

Nov 2006: Studies on credit risk concentration: an overview of the issues and a synopsis of the results from the Research Task Force project

Jun 2006: Sound credit risk assessment and valuation for loans

Nov 2005: Sound credit risk assessment and valuation for loans - consultative document

May 2005: Studies on the Validation of Internal Rating Systems (revised)

Jan 2004: Changes to the securitisation framework

Aug 2003: Markets for Bank Subordinated Debt and Equity in Basel Committee Member Countries

Oct 2002: Second Working Paper on the Treatment of Asset Securitisations

Oct 2001: Working Paper on the Treatment of Asset Securitisations

Mar 2001: Review of issues relating to Highly Leveraged Institutions

Sep 2000: Best Practices for Credit Risk Disclosure

Sep 2000: Principles for the Management of Credit Risk

Jan 2000: Banks' Interactions with Highly Leveraged Institutions: Implementation of the Basel Committee's Sound Practices Paper

Sep 1999: Performance of Models-Based Capital Charges for Market Risk: 1 July-31 December 1998

Jul 1999: Best Practices for Credit Risk Disclosure

Jul 1999: Principles for the Management of Credit Risk

Apr 1999

Credit Risk Modelling: Current Practices and Applications

Other languages:

Deutsch

Jan 1999

Banks' Interactions with Highly Leveraged Institutions

Other languages:

Jan 1999

Sound Practices for Banks' Interactions with Highly Leveraged Institutions

Other languages:

Deutsch

Sep 1992

Basel Committee: Asset transfers and securitisation

Other languages:

Jan 1991

Basel Committee: Measuring and controlling large credit exposures

Other languages:

Mar 1982

Basel Committee: Management of banks' international lending: country risk analysis and country exposure measurement and control

Other languages: