BCBS

Supervisory guidance for managing risks associated with the settlement of foreign exchange transactions

This document provides guidance to supervisors and banks on approaches for managing the risks associated with the settlement of foreign exchange (FX) transactions. It expands on, and replaces, the Basel Committee's Supervisory guidance for managing settlement risk in foreign exchange transactions published in 2000.

Core Principles for Effective Banking Supervision

The Core Principles for Effective Banking Supervision are the minimum standard for sound prudential regulation and supervision of banks and banking systems.

Supervision of Financial Conglomerates

The Joint Forum's final report on Principles for the Supervision of Financial Conglomerates provides a set of principles which supersedes the compendium of principles on this topic developed in 1999 and published in 2001 by the Joint Forum ('the 1999 Principles').

The internal audit function in banks

This revised supervisory guidance for assessing the effectiveness of the internal audit function in banks forms part of the Committee's ongoing efforts to address bank supervisory issues and enhance supervision through guidance that encourages sound practices within banks. It takes into account developments in supervisory practices and in banking organisations and incorporates lessons drawn from the recent financial crisis.

Operational Risk – Supervisory Guidelines for the Advanced Measurement Approaches

The document identifies supervisory guidelines associated with the development and maintenance of key internal governance, data and modelling frameworks underlying the Advanced Measurement Approaches for operational risk.

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.

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.

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.

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 […]

Assessment of the Macroeconomic Impact of Stronger Capital and Liquidity Requirements

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