Archives - Credit Risk

• 2 June 2015 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.

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

• 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 September 2000 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).

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

• 1 January 1999 Sound Practices for Banks' Interactions with Highly Leveraged Institutions

  This paper sets out sound practice standards for the management of counterparty credit risk inherent in banks' trading and derivatives activities with highly leveraged institutions (HLIs).

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