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Risk Library
Documents by Author
The documents are listed here in reverse chronological order for each
type of source.
Sound Practices for Banks’ Interactions with Highly Leveraged Institutions
Basle Committee on Banking Supervision - BIS, Jan. 1999
Intra-Group Transactions and Exposures and Risk Concentrations Principles
Basle Committee, July 1999
Supervisory Guidance for Managing Settlement Risk in Foreign Exchange
Basle Committee, July 1999
Best Practices for Credit Risk Disclosure
Basle Committee, July 1999
Principles for the Management of Credit Risk
Basle Committee, July 1999
Consultative Paper on a New Capital Adequacy Framework
June 1999, Basle Committee
Sound Practices for Loan Accounting and Disclosure
Basle Committee, July 1999
Market Liquidity: Research Findings and Selected Policy Implications
May 1999, Committee on the Global Financial System
Credit Risk Modelling: Current Practices and Applications
Apr. 1999, Basle Committee
Implications of repo markets for central banks
Mar. 1999, Committee on the Global Financial System
Recommendations for Public Disclosure of Trading and Derivatives Activities of Banks and Securities Firms
Feb. 1999, Basle Committee/IOSCO
Supervision of Financial Conglomerates
Feb. 1999, Basle Committee/IOSCO/International Association of Insurance Supervisors
Banks’ Interactions with Highly Leveraged Institutions
Basle Committee on Banking Supervision - BIS, Jan. 1999
Sound Practices for Banks' Interactions with Highly Leveraged Institutions
Basle Committee on Banking Supervision Jan 1999
Review of the Disclosure Template Regarding the Authorities' Foreign Currency Liquidity Position
Euro-currency Standing Committee - BIS, Dec. 1998
Survey of Disclosures about Trading and Derivatives Activities of Banks and Securities Firms 1997
Joint paper published by the Basle Committee on Banking Supervision
and the International Organization of Securities Commissions, Nov 1998
Sound Practices for Loan Accounting, Credit Risk Disclosure and Related Matters
Basle Committee on Banking Supervision, October 1998
Enhancing transparency regarding the authorities’ foreign currency liquidity position
Euro-currency Standing Committee, September 1998
Report on OTC Derivatives: Settlement procedures and counterparty risk management
Joint report by the Committee on Payment and Settlement Systems and the Euro-currency Standing Commmittee, September 1998
Framework for Internal Control Systems in Banking Organizations
Basle Committee for Banking Supervision, Sept. 1998
Enhancing Bank Transparency
Basle Committee for Banking Supervision, Sept. 1998
Operational Risk Management
Basle Committee for Banking Supervision, Sept. 1998
Reducing Foreign Exchange Settlement Risk
July 1998, Committee on Payment and Settlement Systems, BIS
Supervisory Cooperation on Year 2000 Cross-Border Issues
July 1998, Basle Committee on Banking Supervision
Amendment to Capital Accord
April 1998, Basle Committee on Banking Supervision
On-balance-sheet netting
(CONSULTATIVE DOCUMENTS)
April 1998, Basle Committee on Banking Supervision
Risk Management for Electronic Banking and Electronic Money Activities
March 1998, Basle Committee on Banking Supervision
Supervision of Financial Conglomerates
(CONSULTATIVE DOCUMENTS)
February 1998, Basle Committee on Banking Supervision and The International Organisation of Securities Commissions
Principles for Supervisory Information Sharing Paper
Paper prepared by the Joint Forum on Financial Conglomerates, February 1998. This paper is included in a broad scope document published by the Basle Committee on Banking Supervision under the title of "Supervison of Financial Conglomerates"
Supervisory Questionnaire
Paper prepared by the Joint Forum on Financial Conglomerates, February 1998. This paper is included in a broad scope document published by the Basle Committee on Banking Supervision under the title of "Supervison of Financial Conglomerates"
Coordinator Paper
Paper prepared by the Joint Forum on Financial Conglomerates, February 1998. This paper is included in a broad scope document published by the Basle Committee on Banking Supervision under the title of "Supervison of Financial Conglomerates"
Framework for Supervisory Information Sharing
Paper prepared by the Joint Forum on Financial Conglomerates, February 1998. This paper is included in a broad scope document published by the Basle Committee on Banking Supervision under the title of "Supervison of Financial Conglomerates"
Fit and Proper Principles
Paper prepared by the Joint Forum on Financial Conglomerates, February 1998. This paper is included in a broad scope document published by the Basle Committee on Banking Supervision under the title of "Supervison of Financial Conglomerates"
Capital Adequacy Principles Paper
Paper prepared by the Joint Forum on Financial Conglomerates, February 1998. This paper is included in a broad scope document published by the Basle Committee on Banking Supervision under the title of "Supervison of Financial Conglomerates"
Framework for the Evaluation of Internal Control Systems
Basle Committee, January 1998
DRAFT FOR COMMENT
Survey of Disclosures about Trading and Derivatives Activities of Banks and Securities Firms
November 1997, Joint report by the Basle Committee on Banking Supervision and the Technical Committee of the International Organisation of Securities Commissions
The Year 2000 - A Challenge for Financial Institutions and Bank Supervisors
Basle Committee, September 1997
Core Principles for Effective Banking Supervision
September 1997
The Principles for the Management of Interest Rate Risk
September 1997, Basel Committee on Banking Supervision
Real-Time Gross Settlement Systems
March 1997
Clearing Arrangements for Exchange-Traded Derivatives
March 1997
Deposit protection schemes in the G-10 countries
March 1997, Updated document
Disclosure Framework For Securities Settlement Systems
February 1997, BIS - Committee On Payment And Settlement Systems of the G-10/International Organization Of Securities Commissions
Survey of Disclosures about Trading and Derivatives Activities of Banks and Securities Firms
Basel Committee on Banking Supervision, November 1996
The Supervision of Cross-Border Banking
Basel Committee on Banking Supervision, October 1996
Supervising Global Financial Markets
May 1996, Submission to the G-7 Lyon Summit of June 1996
Basle/Iosco Joint Statement For The Lyon Summit
May 1996
Interpretation of the Capital Accord for the Multilateral Netting of Forward Value Foreign Exchange Transactions
Basel Committee on Banking Supervision, April 1996
Settlement Risk in Foreign Exchange Transactions
Allsop report, March 96
Supervisory Framework for the use of "Backtesting" in Conjunction with the Internal Models Approach to Market Risk Capital Requirements
Basel Committee on Banking Supervision, January 1996
Overview of the Amendment to the Capital Accord to Incorporate Market Risks
Basel Committee on Banking Supervision, January 1996
Amendment of the Capital Accord to Incorporate Market Risk
Basel Committee on Banking Supervision, Jannuary 1996
Public Disclosure of the Trading and Derivatives Activities of Banks and Securities Firms
Nov. 1995, Report No.22
The Supervision of Financial Conglomerates
BIS / IOSCO / IAIS / Tripartite Group of bank, securities and insurance regulators, July 1995
Framework For Supervisory Information About The Derivatives Activities Of Banks And Securities Firms
Joint report issued in conjunction with the Technical Committee of IOSCO, May 1995
Proposal To Issue A Supplement To The Basel Capital Accord To Cover Market Risk
April 1995
Planned Supplement to the Capital Accord to Incorporate Market Risk
April 1995
An Internal Model-Based Approach to Market Risk Capital Requirements
Basel Committee on Banking Supervision, April 1995
The Treatment of Potential Exposure For Off-Balance-Sheet Items
Basel Committee on Banking Supervision, April 1995
Cross-Border Securities Settlements
March 1995, Basle
Prudential Supervision of Banks' Derivatives Activities
December 1994
Public Disclosure of Market and Credit Risks by Financial Intermediaries
September 1994, Prepared by a Working
Group of the Euro-currency Standing Committee of the Central Banks
of the Group of Ten countries, Basle
Amendment to the Capital Accord of July 1988
July 1994
Basle Capital Accord: The Treatment of the Credit Risk Associated with Certain Off-Balance-Sheet Items
Basle Committee on Banking Supervision, July 1994
Risk Management Guidelines for Derivatives
Basel Committee on Banking Supervision, July 1994
Central Bank Payment and Settlement Services with respect to Cross-Border and Multi-Currency Transactions
Noël Report, September 1993
Measurement of Bank's Exposure to Interest Risk
April 1993, Consultative proposal by the Basle Committee on Banking Supervision (No. 11)
The Supervisory Treatment of Market Risks
Basel Committee on Banking Supervision, April 1993
The Supervisory Recognition of Netting for Capital Adequacy Purposes
April 1993, (Consultative Proposal)
The Insolvency Liquidation of a Multinational Bank
December 1992, Basle Committee on Banking Supervision
Delivery Versus Payment in Securities Settlement Systems
September 1992
A Framework For Measuring And Managing Liquidity
September 1992, Basle Committee on Banking Supervision
Minimum Standards for the Supervision of International Banking Groups and their Cross-Border Establishments
July 1992, Basle Committee on Banking Supervision
Amendment of the Basle Capital Accord in respect of the Inclusion of General Provisions/General Loan-Loss Reserves in Capital
Basel Committee on Banking Supervision, November 1991
Measuring and Controlling Large Credit Exposures
January 1991
Report of the Committee on Interbank Netting Schemes of the Central Banks of the Group of Ten Countries
November 1990
Information Flows Between Banking Supervisory Authorities
April 1990, Supplement to the "Basle Concordat" of May 1983. Report No.7
Report on Netting Schemes
February 1989, Report No.2
Prevention Of Criminal Use Of The Banking
December 1988
International Convergence of Capital Measurement and Capital Standards
Usually referred to as the "1988 Capital Accord". The content of this hypertext version is identical to that of the orignal document available on the BIS web site.
Framework for Supervisory Information About Derivatives and Trading Activities
International Organization of Securities Commissions and Basle Committee for Banking Supervision, Sept. 1998
Causes, Effects And Regulatory Implications Of Financial and Economic Turbulence in Emerging Markets
Sept 1998 The Emerging Markets Committee of the International Organisation of Securities Commissions
International Disclosure Standards for Cross-Border Offerings and Initial Listings by Foreign Issuers
September 1998, International Organization Of Securities Commissions
Objectives and Principles of Securities Regulation
September 1998, International Organization of Securities Commissions
Methodologies for Determining Capital Standards for Internationally Active Securities Firms
May 1998, A Report by the Technical Committee of the International Organization of Securities Commissions
Risk Management and Control Guidance for Securities Firms and their Supervisors
(CONSULTATIVE DOCUMENTS)
March 1998, International Organisation of Securities Commissions
Towards a Legal Framework for Clearing and Settlement in Emerging Markets
November1997, Emerging Markets of the International Organization of Securities Commissions
Principles for the Supervision of Operators of Collective Investment Schemes
September1997, Technical Committee of the International Organization of Securities Commissions
Disclosure of Risk A Discussion Paper
September 1996, Report of the Technical Committee of IOSCO
Reporting of Material Events in Emerging Markets
September 1996, Report of the Emerging Markets Committee of IOSCO
Final Report from the Co-Chairmen of the May 1995 Windsor Meeting to the Technical Committee of IOSCO
August 1996, SIB/CFTC
International Equity Offers: Changes in Regulation since April, 1994
September 1996, Annual Survey Report of IOSCO Working Party No.1
Client Asset Protection
August 1996, Report of the Technical Committee of IOSCO
Measures Available on A Cross Border Basis to Protect Interests and Assets Of Defrauded Investors
July 1996, Technical Committee of the International Organization of Securities Commissions
Discussion Paper on International Co-operation in Relation to Cross-Border Activity of Collective Investment Schemes
June 1996, Report of the Technical Committee of IOSCO No. 38
Legal and Regulatory Framework for Exchange-Traded Derivatives
June 1996, Report of the Emerging Markets Committee of IOSCO
Regulatory Cooperation in Emergencies (A Discussion Paper)
June 1996, Technical Committee of the International Organization of Securities Commissions
Report on Cooperation Between Market Authorities and Default Procedures
Report of the Technical Committee of IOSCO No. 35
Report on Margin
Report of the Technical Committee of IOSCO No. 36
The Implications for Securities Regulators of the Increased Use of Value at Risk Models by Securities Firms
July 1995
Report on Investment Management
October 1994, Report of the Technical Committee of IOSCO No. 27
Issues in the Regulation of Cross-Border Proprietary Screen-Based Trading Systems
October 1994, Report of the Technical Committee of IOSCO No. 28
Report On Issues Raised For Securities And Futures Regulators By Under-Regulated And Uncooperative Jurisdictions
October 1994, Technical Committee of the International Organization Of Securities Commissions
Operational and Financial Risk Management Control Mechanisms for Over-the-Counter Derivatives Activities of Regulated Securities Firms
July 1994
Regulation of Derivative Markets, Products and Financial Intermediaries
October 1993, Report of the Technical Committee of IOSCO
Mechanisms to Enhance Open and Timely Communication Between Market Authorities of Related Cash and Derivative Markets During Periods of Market Disruption
October 1993, Report of the Technical Committee of IOSCO
Coordination Between Cash and Derivative Markets
October 1992, Report of the Technical Committee of IOSCO
Principles For Memoranda Of Understanding
September 1991, Prepared by Working Party No. 4 of the Technical Committee International Organization
Capital Requirements for Multinational Securities Firms
1990, Report of the Technical Committee of IOSCO
International Conduct of Business Principles
July 9, 1990, The Technical Committee of the International Organization of Securities Commissions
Capital Adequacy Standards for Securities Firms
1989, Report of the Technical Committee of IOSCO No.
Global Institutions, National Supervision and Systemic Risk
January 1997, G-30 Study Group Report
International Insolvencies in the Financial Sector; Study Group Discussion Draft
August 1996, Financial Sector Insolvency Study In cooperation with INSOL International, the International Association of Insolvency Practitioners
Derivatives: Practices and Principles
July 1993, Special Report on Global Derivatives
A comprehensive study of derivatives and derivatives markets drawn from the experience of Market participants, with recommendations designed to help dealers and end-users better manage the risks of derivatives activities.
Appendix I: Working Papers Global Derivatives Study Group
Section 2: Working Paper
of the Credit Risk Measurement and Management Subcommittee
Net Capital Rule - A Concept Release
December 1997, Securities and Exchange Commission
DRAFT FOR COMMENT
London Communique on the Supervison of Commodity Futures Markets
CFTC, MITI,MAFF,SIB Nov. 1996
Report on Windsor Follow-Up Developments
September 1996, Futures Industry Association Global Task Force on Financial Integrity
Extracts from the Report to the Board of Banking Supervision Inquiry into the Circumstances of the Collapse of Barings
July 1995, Bank of England
Financial Integrity Recommendations for Futures and Options Markets and Market Participants
FIA/Global Task Force on Financial Integrity, June 1995
Framework for Voluntary Oversight
Derivatives Policy Group, March 1995
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