Publications of Banking Supervision

Banking Supervision in Austria

• Banking Supervision in Austria (465 KB)

Guidelines on Operational Risk Management and Bank-Wide Risk Management

• Guidelines on Operational Risk Management (1411 KB)

• Guidelines on Bank-Wide Risk Management (1280 KB)

  Internal Capital Adequacy Assessment Process

Guidelines on Market Risk

• General Market Risk of Debt Instrument (374 KB)

• Standardized Approach Audits (233 KB)

• Evaluation of Value at Risk-Models (312 KB)

• Provisions for Option Risks (361 KB)

• Stress Testing (480 KB)

• Other Risks Associated with the Trading Book (187 KB)

Guidelines on Credit Risk

• Rating Models and Validation (4717 KB)

• Best Practices in Risk Management for Securitized Products (1201 KB)

• Appendix B: Securitization Framework in Basel II (97 KB)

• Credit Approval Process and Credit Risk Management (2163 KB)

• Legal Framework in Croatia (767 KB)

• Legal Framework in the Czech Republic (734 KB)

• Legal Framework in Hungary (636 KB)

• Legal Framework in Poland (905 KB)

• Legal Framework in Slovakia (943 KB)

• Legal Framework in Slovenia (466 KB)

Other Publications and Studies

• Financial Instuments - Structured Products Handbook (2144 KB)

• New Quantitative Models of Banking Supervision (514 KB)

• Off-Site Analysis Framework of Austrian Banking Supervision (1664 KB)

• Credit Risk Models and Credit Derivates (120 KB)

  Gaal, Plank – Focus on Austria 4/1998

• A Comparison of Value at Risk Approaches and Their Implications for Regulators (180 KB)

  de Raaji, Raunig – Focus on Austria 4/1998