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2010-01-08
Basel II_International Convergence of Capital Measurement and Capital Standards A Revised Framework - Comprehensive Version



On 4 July 2006, the Committee issued a comprehensive version of the Basel II Framework.

Solely as a matter of convenience to readers,

this comprehensive document is a compilation of the June 2004 Basel II Framework, the elements of the 1988 Accord that were not revised during the Basel II process, the 1996 Amendment to the Capital Accord to Incorporate Market Risks, and the 2005 paper on the Application of Basel II to Trading Activities and the Treatment of Double Default Effects.

No new elements have been introduced in this compilation.
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2010-1-8 15:40:13
searainsky 发表于 2010-1-8 15:29
Basel II_International Convergence of Capital Measurement and Capital Standards A Revised Framework - Comprehensive Version



On 4 July 2006, the Committee issued a comprehensive version of the Basel II Framework.

Solely as a matter of convenience to readers,

this comprehensive document is a compilation of the June 2004 Basel II Framework, the elements of the 1988 Accord that were not revised during the Basel II process, the 1996 Amendment to the Capital Accord to Incorporate Market Risks, and the 2005 paper on the Application of Basel II to Trading Activities and the Treatment of Double Default Effects.

No new elements have been introduced in this compilation.
这东西都可在 http://www.bis.org/publ/bcbsca.htm 找到。现在已经是Basel III 了。太不厚道了~
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2012-4-6 16:09:12
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