Compendium

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.

Archives

2024 (2)
April (1)
2023 (14)
July (3)
June (1)
April (2)
2022 (9)
July (2)
June (1)
2021 (20)
2019 (30)
July (1)
June (3)
May (1)
2018 (21)
2016 (12)
2015 (28)
2014 (14)
June (1)
May (1)
April (3)
March (1)
2013 (28)
2012 (20)
2010 (15)
2009 (15)
July (1)
June (3)
May (4)
April (2)
2008 (8)
July (2)
May (2)
March (1)
2006 (7)
2005 (6)
July (1)
May (1)
April (1)
2004 (1)
May (1)
2002 (4)
1999 (1)
1996 (1)
1983 (1)
May (1)