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