Archive – guidelines and publications
Here you will find a list of former guidelines, publications and studies.
You will find the currently valid EBA and SSM-Standards here.
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Downloads
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Banking Supervision in Austria
- Banking Supervision in Austria (PDF, 466 kB)
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Guidelines on Operational Risk Management and Bank-Wide Risk Management
- Guidelines on Operational Risk Management (PDF, 1.4 MB)
- Guidelines on Bank-Wide Risk Management – Internal Capital Adequacy Assessment Process (PDF, 1.3 MB)
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Guidelines on Credit Risk
- Credit Approval Process and Credit Risk Management (PDF, 2.1 MB)
- Rating Models and Validation (PDF, 4.6 MB)
- Best Practices in Risk Management for Securitized Products (PDF, 1.2 MB)
- Appendix B: Securitization Framework in Basel II (PDF, 98 kB)
- Legal Framework in Croatia (PDF, 767 kB)
- Legal Framework in the Czech Republic (PDF, 735 kB)
- Legal Framework in Hungary (PDF, 636 kB)
- Legal Framework in Poland (PDF, 905 kB)
- Legal Framework in Slovakia (PDF, 944 kB)
- Legal Framework in Slovenia (PDF, 467 kB)
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Guidelines on Market Risk
- General Market Risk of Debt Instrument (PDF, 375 kB)
- Standardized Approach Audits (PDF, 233 kB)
- Evaluation of Value at Risk-Models (PDF, 312 kB)
- Provisions for Option Risks (PDF, 362 kB)
- Stress Testing (PDF, 480 kB)
- Other Risks Associated with the Trading Book (PDF, 188 kB)
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Other Publications and Studies
- Financial Instruments - Structured Products Handbook (PDF, 2.1 MB)
- New Quantitative Models of Banking Supervision (PDF, 515 kB)
- Off-Site Analysis Framework of Austrian Banking Supervision (PDF, 1.6 MB)
- Credit Risk Models and Credit Derivates – Gaal, Plank – Focus on Austria 4/1998 (PDF, 121 kB)
- A Comparison of Value at Risk Approaches and Their Implications for Regulators – de Raaji, Raunig – Focus on Austria 4/1998 (PDF, 181 kB)
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