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.
Credit Risk
2 June 2015
This guidance sets out supervisory expectations as well as recommendations to strengthen the backtesting of internal assessments of counterparty credit risk exposures.
1 September 2000
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).
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).