Basel II

Austrian Comments regarding the CR-Directive

• Guidelines on Managing Interest Rate in the Banking Book (817 KB)

• Austrian Comments regarding the CR-Directive (227 KB)

New Basel Capital Framework

• Scope of Application (250 KB)

  Juni 2004, 23 S.

• The First Pillar – Minimum Capital Requirements (897 KB)

  Juni 2004, 146 S.

• The Second Pillar – Supervisory Review Process / The Third Pillar – Market Discipline (450 KB)

  Juni 2004, 33 S.

• Scope of Application (186 KB)

  Juni 2004, 49 S.

• International Convergence of Capital Measurement and Capital Standards – Gesamtdokument (1892 KB)

  Juni 2004

Second Consultative Paper and Supporting Documents

• The New Basel Capital Accord: an explanatory note (75 KB)

  January 2001, 16 S.

• Overview of the New Basel Capital Accord (224 KB)

  January 2001 (Consultative Document, 39 S.)

• The New Basel Capital Accord (735 KB)

  January 2001 (Consultative Document, 139 S.)

• The Standardised Approach to Credit Risk (313 KB)

  January 2001 (Supporting Document, 56 S.)

• The Internal Ratings-Based Approach (579 KB)

  January 2001 (Supporting Document, 108 S.)

• Asset Securitisation (166 KB)

  January 2001 (Supporting Document, 32 S.)

• Operational Risk (190 KB)

  January 2001 (Supporting Document, 30 S.)

• Pillar 2 (Supervisory Review Process) (94 KB)

  January 2001 (Supporting Document, 16 S.)

• Principles for the Management and Supervision of Interest Rate Risk (201 KB)

  January 2001 (Supporting Document, 42 S.)

• Pillar 3 (Market Discipline) (370 KB)

  January 2001 (Supporting Document, 63 S.)

Selected further Publications of the Basel Committee

• Sound Practices for the Management and Supervision of Operational Risk (103 KB)

  February 2003

Third Consultative Paper and Supporting Documents

• Overview of The New Basel Capital Accord (107 KB)

  April 2003, 15 S.

• The New Basel Capital Accord (74 KB)

  April 2003, 15 S.

• The First Pillar: Minimum Capital Requirements (731 KB)

  April 2003, 132 S.

• The Second Pillar: Supervisory Review Process (87 KB)

  April 2003, 16 S.

• The Third Pillar: Market Discipline (81 KB)

  April 2003, 15 S.

• Basel II – Third Consultative Package, Annexes (219 KB)

  April 2003, 48 S.

Working Papers of the Basel Committee

• The institutional memory hypothesis and the procyclicality of bank lending behaviour (292 KB)

  February 2003

• A survey of cyclycal effects in credit risk measurement models (303 KB)

  February 2003

• Are credit ratings procyclical? (327 KB)

  February 2003

• Second Working Paper on Securitisation (244 KB)

  October 2002

• Procyclicality of the financial system and financial stability: issues and policy options (445 KB)

  October 2002

• Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy (184 KB)

  September 2002

• Credit risk measurement and procyclicality (146 KB)

  September 2002

• The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios (263 KB)

  July 2002

• Working Paper on the Treatment of Asset Securitisations (303 KB)

  October 2001

• Working Paper on the Internal Ratings-Based Approach to Specialised Lending Exposures (170 KB)

  October 2001

• Working Paper on the Regulatory Treatment of Operational Risk (227 KB)

  September 2001

• Working Paper on Pillar 3 – Market Discipline (115 KB)

  September 2001

• Working Paper on Risk Sensitive Approaches for Equity Exposures in the Banking Book for IRB Banks (236 KB)

  August 2001

• Working Paper on the IRB Treatment of Expected Losses and Future Margin Income (44 KB)

  July 2001