From Open Risk Manual


BCBS 12 B is a document published by the Basel Committee on Banking Supervision on July 1994 in the Market Risk category.


Amendment to the Capital Accord of July 1988.


This brief amendment to the Accord redefines the countries which can qualify for the risk weighting applicable to banks' claims on OECD governments and banks. The effect is to disqualify a country from inclusion in this group if it has rescheduled its sovereign external debt within the previous five years.

Document Profile

  • Publication Date: July 1994
  • Publication Type: Consultative
  • Publication Status: Closed
  • Publication Category: Market Risk
  • Number of Pages: 1
  • Keywords: Market Risk, Credit Risk

See Also


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