Archives - BCBS - Basel Committee on Banking Supervision

• 1 December 2010 Sound practices for backtesting counterparty credit risk models - final document

  This guidance sets out supervisory expectations as well as recommendations to strengthen the backtesting of internal assessments of counterparty credit risk exposures.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Credit Risk, Risk Management

• 1 December 2010 Guidance for national authorities operating the countercyclical capital buffer

  This document serves as a supplement to the requirements set out in the Basel III rules text. In addition to providing guidance for national authorities, this document should help banks understand and anticipate the buffer decisions in the jurisdictions to which they have credit exposures.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Prudential Supervision and Oversight

• 28 October 2010 Recognising the risk-mitigating impact of insurance in operational risk modelling

  This document clarifies supervisory expectations on the range of industry AMA practices while promoting increased convergence in operational risk management.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Operational Risk, Prudential Supervision and Oversight, Risk Management

• 18 August 2010 BCBS Report on An assessment of the long-term economic impact of stronger capital and liquidity requirements

  This report provides an analysis of the long-term economic impact (LEI) of the Basel Committee's proposed capital and liquidity reforms. It assesses the economic benefits and costs of stronger capital and liquidity regulation in terms of their impact on output. The main benefits of a stronger financial system reflect a lower probability of banking crises […]

  Content Type(s): Publications Source(s): BCBS Policy Area(s): Impact Assessments

• 18 August 2010 Assessment of the Macroeconomic Impact of Stronger Capital and Liquidity Requirements

  Content Type(s): Press, Press Releases Source(s): BCBS, BIS, FSB Policy Area(s): Impact Assessments

• 18 March 2010 Report and recommendations of the Cross-border Bank Resolution Group

  The Basel Committee's Cross-border Bank Resolution Group (CBRG) developed the Recommendations as a product of its stocktaking of legal and policy frameworks for cross-border crises resolutions and its follow-up work to identify the lessons learned from the financial crisis which began in August 2007.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Resolution/Crisis Management/Safety Nets