BCBS 128

From Open Risk Manual

Definition

BCBS 128 is a document published by the Basel Committee on Banking Supervision on June 2006 in the Basel II category.

Title

International Convergence of Capital Measurement and Capital Standards: A Revised Framework - Comprehensive Version.

Abstract

Note: This standard has been integrated into the consolidated Basel Framework.

This document is a compilation of the June 2004 Basel II Framework, the elements of the 1988 Accord that were not revised during the Basel II process, the 1996 Amendment to the Capital Accord to Incorporate Market Risks, and the November 2005 paper on Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework. No new elements have been introduced in this compilation.

By chapter:
Part 1: Introduction and Scope of Application PDF, 25 pages, 176 kb
Part 2: The First Pillar - Minimum Capital Requirements PDF, 192 pages, 863 kb
Parts 3,4: The Second Pillar - Supervisory Review Process and
The Third Pillar - Market Discipline PDF, 39 pages, 264 kb
Annexes: PDF, 91 pages, 416 kb
Full document PDF, 347 pages, 1396 kb

Document Profile

  • Publication Date: June 2006
  • Publication Type: Standards
  • Publication Status: Consolidated
  • Publication Category: Basel II
  • Number of Pages: 347
  • Keywords: Market Risk, Credit Risk, Operational Risk

See Also

Disclaimers

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