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Principles for sound stress testing practices and supervision : [final paper]
2009 - May 2009
Persistent link: https://www.econbiz.de/10003860732
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Revisions to the Basel II market risk framework : [final version]
2009 - July 2009
Persistent link: https://www.econbiz.de/10003902860
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Enhancements to the Basel II framework
2009 - July 2009
Persistent link: https://www.econbiz.de/10003902870
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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...
Persistent link: https://www.econbiz.de/10009563075
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International convergence of capital measurement and capital standards : a revised framework
2004
Persistent link: https://www.econbiz.de/10002122781
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Overview of the New Basel Capital Accord : issued for comment by 31 May 2001
2001
Persistent link: https://www.econbiz.de/10001551307
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Revisions to the Basel II market risk framework : consultative document
2009 - Jan. 2009
Persistent link: https://www.econbiz.de/10003814745
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Proposed enhancements to the Basel II framework : consultative document
2009 - Jan. 2009
Persistent link: https://www.econbiz.de/10003814749
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Principles for sound stress testing practices and supervision : consultative document
2009 - Jan. 2009
Persistent link: https://www.econbiz.de/10003814755