Credit Risk

Final guidelines for counterparty credit risk management

The guidelines for banks' counterparty credit risk (CCR) management include key practices critical to resolving long-standing industry weaknesses in CCR management.

Developments in credit risk management across sectors: current practices and recommendations

The report provides insight into the current supervisory framework around credit risk, the state of credit risk management at firms and implications for the supervisory and regulatory treatments of credit risk.

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.

Principles for the Management of Credit Risk

This paper provides guidance on credit risk in all types of banking activities, including lending, trading, investments, liquidity/funding management and asset management (September 2000).

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