BCBS C121

From Open Risk Manual

Definition

BCBS C121 is a document published by the Basel Committee on Banking Supervision on January 1991 in the Market Risk category.

Title

Measuring and controlling large credit exposures.

Abstract

Introduction

Diversification of risk is a key precept in banking. A significant proportion of major bank failures have been due to credit risk concentration of one kind or another. Following preliminary discussion of this issue at the fifth International Conference of Banking Supervisors in October 1988, the Basle Committee on Banking Supervision developed a discussion paper for the sixth International Conference in Frankfurt in October 1990. The paper received broad approval and, after taking into account various comments made, is now being reissued as a guide to best practice for bank supervisors in the monitoring and control of large credit exposures.

On 1 January 2019 this document will be superseded by the final standard for measuring and controlling large exposures, published on 15 April 2014.

Document Profile

  • Publication Date: January 1991
  • Publication Type: Sound Practices
  • Publication Status: Current
  • Publication Category: Market Risk
  • Number of Pages: 8
  • Keywords: Credit Exposures, Credit Risk

See Also

Disclaimers

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