http://www.bis.org/list/bcbs/tid_27/index.rss Publications and updates by the Basel Committee on Banking Supervision (BCBS), including on topics related to the Basel II Framework and its implementation. Credit risk and securitisation en http://www.bis.org/publ/bcbs_wp15.htm Abstract of the BCBS working paper 'Studies on credit risk concentration: an overview of the issues and a synopsis of the results from the Research Task Force project' (Basel Committee Working Paper No. 15 - November 2006 2006-11-29T23:00:00Z Studies on credit risk concentration: an overview of the issues and a synopsis of the results from the Research Task Force project 2006-11-29T23:00:00Z BIS Studies Credit risk concentration PDF version http://www.bis.org/publ/bcbs_wp15.pdf November 2006 Bank for International Settlements: BCBS Publications 15 Studies on credit risk concentration: an overview of the issues and a synopsis of the results from the Research Task Force project http://www.bis.org/publ/bcbs126.htm Introduction to 'Sound credit risk assessment and valuation for loans' 2006-06-12T22:00:00Z Sound credit risk assessment and valuation for loans 2006-06-12T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs126.pdf June 2006 Bank for International Settlements: BCBS Publications 126 Sound credit risk assessment and valuation for loans http://www.bis.org/publ/bcbs121.htm 2005-11-27T23:00:00Z Sound credit risk assessment and valuation for loans - consultative document 2005-11-27T23:00:00Z BIS PDF version http://www.bis.org/publ/bcbs121.pdf November 2005 Bank for International Settlements: BCBS Publications 121 Sound credit risk assessment and valuation for loans - consultative document http://www.bis.org/publ/bcbs_wp14.htm Abstract of the BCBS working paper on 'Studies on the Validation of Internal Rating Systems' (Basel Committee Working paper No. 14 - February 2005, revised May 2005) 2005-05-18T22:00:00Z Studies on the Validation of Internal Rating Systems (revised) 2005-05-18T22:00:00Z BIS Studies Validation Internal Rating Systems PDF version http://www.bis.org/publ/bcbs_wp14.pdf May 2005 Bank for International Settlements: BCBS Publications 14 Studies on the Validation of Internal Rating Systems (revised) http://www.bis.org/publ/bcbs105.htm Abstract of the technical paper of the Basel Committee on Banking Supervision 2004-01-29T23:00:00Z Changes to the securitisation framework 2004-01-29T23:00:00Z BIS securitisation framework PDF version http://www.bis.org/publ/bcbs105.pdf January 2004 Bank for International Settlements: BCBS Publications 105 Changes to the securitisation framework http://www.bis.org/publ/bcbs_wp12.htm Abstract of the BCBS working paper on 'Markets for Bank Subordinated Debt and Equity in Basel Committee Member Countries' (Basel Committee Working paper No. 12 - August 2003) 2003-08-27T22:00:00Z Markets for Bank Subordinated Debt and Equity in Basel Committee Member Countries 2003-08-27T22:00:00Z BIS markets for banks' securities Bank Subordinated Debt and Equity PDF version http://www.bis.org/publ/bcbs_wp12.pdf August 2003 Bank for International Settlements: BCBS Publications 12 Markets for Bank Subordinated Debt and Equity in Basel Committee Member Countries http://www.bis.org/publ/bcbs_wp11.htm 2002-10-12T22:00:00Z Second Working Paper on the Treatment of Asset Securitisations 2002-10-12T22:00:00Z BIS asset securitisation securitisation IRB traditional synthetic PDF version http://www.bis.org/publ/bcbs_wp11.pdf October 2002 Bank for International Settlements: BCBS Publications 11 Second Working Paper on the Treatment of Asset Securitisations http://www.bis.org/publ/bcbs_wp10.htm 2001-10-11T22:00:00Z Working Paper on the Treatment of Asset Securitisations 2001-10-11T22:00:00Z BIS asset securitisation securitisation IRB traditional synthetic PDF version http://www.bis.org/publ/bcbs_wp10.pdf October 2001 Bank for International Settlements: BCBS Publications 10 Working Paper on the Treatment of Asset Securitisations http://www.bis.org/publ/bcbs79.htm 2001-03-22T23:00:00Z Review of issues relating to Highly Leveraged Institutions 2001-03-22T23:00:00Z BIS PDF version http://www.bis.org/publ/bcbs79.pdf March 2001 Bank for International Settlements: BCBS Publications 79 Review of issues relating to Highly Leveraged Institutions http://www.bis.org/publ/bcbs74.htm 2000-09-26T22:00:00Z Best Practices for Credit Risk Disclosure 2000-09-26T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs74.pdf September 2000 Bank for International Settlements: BCBS Publications 74 Best Practices for Credit Risk Disclosure http://www.bis.org/publ/bcbs75.htm 2000-09-26T22:00:00Z Principles for the Management of Credit Risk 2000-09-26T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs75.pdf September 2000 Bank for International Settlements: BCBS Publications 75 Principles for the Management of Credit Risk http://www.bis.org/publ/bcbs68.htm 2000-01-24T23:00:00Z Banks' Interactions with Highly Leveraged Institutions: Implementation of the Basel Committee's Sound Practices Paper 2000-01-24T23:00:00Z BIS PDF version http://www.bis.org/publ/bcbs68.pdf January 2000 Bank for International Settlements: BCBS Publications 68 Banks' Interactions with Highly Leveraged Institutions: Implementation of the Basel Committee's Sound Practices Paper http://www.bis.org/publ/bcbs57.htm 1999-09-15T22:00:00Z Performance of Models-Based Capital Charges for Market Risk: 1 July-31 December 1998 1999-09-15T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs57.pdf September 1999 Bank for International Settlements: BCBS Publications 57 Performance of Models-Based Capital Charges for Market Risk: 1 July-31 December 1998 http://www.bis.org/publ/bcbs53.htm 1999-07-25T22:00:00Z Best Practices for Credit Risk Disclosure 1999-07-25T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs53.pdf July 1999 Bank for International Settlements: BCBS Publications 53 Best Practices for Credit Risk Disclosure http://www.bis.org/publ/bcbs54.htm 1999-07-22T22:00:00Z Principles for the Management of Credit Risk 1999-07-22T22:00:00Z BIS PDF version http://www.bis.org/publ/bcbs54.pdf July 1999 Bank for International Settlements: BCBS Publications 54 Principles for the Management of Credit Risk