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Revisions to the Basel II market risk framework : consultative document

2009 - Jan. 2009

Persistent link: https://www.econbiz.de/10003814745

Principles for sound stress testing practices and supervision : consultative document

2009 - Jan. 2009

Persistent link: https://www.econbiz.de/10003814755

Revisions to the Basel II market risk framework : [final version]

2009 - July 2009

Persistent link: https://www.econbiz.de/10003902860

Principles for sound stress testing practices and supervision : [final paper]

2009 - May 2009

Persistent link: https://www.econbiz.de/10003860732

Basel III: a global regulatory framework for more resilient banks and banking systems

2011 - December 2010 (rev. June 2011)

The Basel Committee on Banking Supervision has completed its review of and finalised the Basel III capital treatment for counterparty credit risk in bilateral trades. The review resulted in a minor modification of the credit valuation adjustment (CVA), which is the risk of loss caused by changes...