This document provides further clarification surrounding the quantification of loss-given-default (LGD) parameters used for Pillar 1 capital calculations.This guidance is not intended to amend the Revised Basel II Framework Document issued in June 2004 or to introduce any new rules.
BCBS
13 July 2005
26 April 2005
This document provides basic guidance for banks and sets out banking supervisors' views on compliance in banking organisations.
27 March 2005
This final report, issued on a consultative basis in October 2004, contains a series of recommendations for market participants and supervisors in the areas of risk management, disclosure, and supervisory approaches.
28 February 2005
15 February 2005
This document presents a set of principles to assist firms and regulators in considering their outsourcing activities