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• BCBS 121
  ''Sound Credit Risk Assessment and Valuation for Loans - consultative paper''. ...Basel Committee on Banking Supervision believes will promote sound credit risk assessment and controls. </li>
  7 KB (1,077 words) - 11:43, 26 March 2021
• BCBS 141
  ''Guidelines for Computing Capital for Incremental Risk in the Trading Book''. ...commented that singling out just default risk was inconsistent with their internal practices and could be potentially burdensome.</p>
  5 KB (720 words) - 11:43, 26 March 2021
• BCBS 143
  ...ing Supervision]] on August 2008 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...veloping their economic capital models, the further use and recognition of risk measures derived from these models remain subject to significant methodolog
  3 KB (392 words) - 11:43, 26 March 2021
• BCBS 148
  ...Supervision]] on January 2009 in the [[:Category:BCBS Market Risk | Market Risk]] category. ''Revisions to the Basel II market risk framework''.
  3 KB (471 words) - 11:43, 26 March 2021
• BCBS 152
  ...king Supervision]] on March 2009 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...ping their economic capital frameworks, the further use and recognition of risk measures derived from these frameworks remain subject to significant method
  3 KB (397 words) - 11:43, 26 March 2021
• BCBS 157
  ...g higher risk weights for resecuritisation exposures to better reflect the risk inherent in these products and is also requiring that banks conduct more ri ...pan>addresses several notable weaknesses that have been revealed in banks' risk management processes during the financial turmoil that began in 2007. The a
  4 KB (539 words) - 11:44, 26 March 2021
• BCBS 159
  ''Guidelines for computing capital for incremental risk in the trading book''. ...commented that singling out just default risk was inconsistent with their internal practices and could be potentially burdensome.</p>
  7 KB (1,041 words) - 12:46, 26 March 2021
• BCBS 164
  ...from financial and economic stress, whatever the source, thus reducing the risk of spillover from the financial sector to the real economy.</p> ...the crisis. Through its reform package, the Committee also aims to improve risk management and governance as well as strengthen banks' transparency and dis
  11 KB (1,648 words) - 11:44, 26 March 2021
• BCBS 17
  ''An internal model-based approach to market risk capital requirement''. ...ying capital charges to the market risks incurred by banks, defined as the risk of losses in on- and off-balance-sheet positions arising from movements in
  2 KB (276 words) - 11:44, 26 March 2021
• BCBS 193
  ''Revisions to the Basel II market risk framework updated as of 31 December 2010''. ...here banks may be allowed by their supervisor to calculate a comprehensive risk capital charge subject to strict qualitative minimum requirements as well a
  4 KB (631 words) - 11:44, 26 March 2021
• BCBS 210
  ''The internal audit function in banks - consultative document''. ...sound practices within banks. The document replaces the 2001 document <em>Internal audit in banks and the supervisor's relationship with auditors</em>. It tak
  4 KB (627 words) - 11:44, 26 March 2021
• BCBS 219
  ...anking Supervision]] on May 2012 in the [[:Category:BCBS Risk Management | Risk Management]] category. <p>This consultative document sets out a revised market risk framework and proposes a number of specific measures to improve trading boo
  4 KB (559 words) - 13:06, 16 April 2021
• BCBS 223
  ''The internal audit function in banks''. ...sound practices within banks. The document replaces the 2001 document <em>Internal audit in banks and the supervisor's relationship with auditors</em>. It tak
  3 KB (424 words) - 11:44, 26 March 2021
• BCBS 257
  ...ommittee believes the revised standard will more appropriately reflect the risk of a fund's underlying investments and its leverage.</p> ...nt risk-sensitive capital framework which provides incentives for improved risk management practices.</p>
  4 KB (588 words) - 11:45, 26 March 2021
• BCBS 265
  ...ng Supervision]] on October 2013 in the [[:Category:BCBS Risk Management | Risk Management]] category. ''Fundamental review of the trading book: A revised market risk framework – consultative document''.
  5 KB (782 words) - 13:07, 16 April 2021
• BCBS 266
  ...andardised Approach or an Internal Ratings-Based (IRB) approach for credit risk.</p> <li>taking account of a fund's leverage when determining risk-based capital requirements associated with banks' investments in a fund;</li>
  4 KB (588 words) - 17:56, 29 March 2021
• BCBS 269
  ...nformed by the Committee's desire to strike an appropriate balance between risk sensitivity, simplicity and comparability.</p> ...the Committee has proposed a simple framework akin to that used for credit risk:</p>
  4 KB (630 words) - 14:25, 9 April 2021
• BCBS 279
  ''The standardised approach for measuring counterparty credit risk exposures''. ...s a comprehensive, non-modelled approach for measuring counterparty credit risk associated with OTC derivatives, exchange-traded derivatives, and long sett
  5 KB (708 words) - 12:42, 31 March 2021
• BCBS 286
  ...framework Pillar 3 disclosure requirements, in particular those related to risk-weighted assets (RWA), have proven to be inadequate in a number of respects ...also a particular response to concerns about the opacity of internal model-based approaches to determining RWA. In most cases, the revisions do not require
  3 KB (483 words) - 11:45, 26 March 2021
• BCBS 288
  ...pervision]] on September 2014 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...mpact of proposals to revise the internal models-based approach for market risk, as set out in the second consultative paper of the Basel Committee's funda
  4 KB (666 words) - 11:45, 26 March 2021

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