FRM Research Papers
Papers on Credit Risk Management by BIS
Apr 2010
Feb 2010
May 2009
May 2009
Nov 2006
Jun 2006
Nov 2005
May 2005
Jan 2004
Aug 2003
Oct 2002
Oct 2001
Mar 2001
Sep 2000
Sep 2000
Jan 2000
Sep 1999
Jul 1999
Jul 1999
Apr 1999
Jan 1999
Jan 1999
Sep 1992
Jan 1991
Mar 1982
Sound practices for backtesting counterparty credit risk models - consultative document
Vendor models for credit risk measurement and management
Principles for sound stress testing practices and supervision - final paper
Other languages: Español
Findings on the interaction of market and credit risk
Sound credit risk assessment and valuation for loans
Sound credit risk assessment and valuation for loans - consultative document
Studies on the Validation of Internal Rating Systems (revised)
Changes to the securitisation framework
Markets for Bank Subordinated Debt and Equity in Basel Committee Member Countries
Second Working Paper on the Treatment of Asset Securitisations
Working Paper on the Treatment of Asset Securitisations
Review of issues relating to Highly Leveraged Institutions
Best Practices for Credit Risk Disclosure
Principles for the Management of Credit Risk
Performance of Models-Based Capital Charges for Market Risk: 1 July-31 December 1998
Best Practices for Credit Risk Disclosure
Principles for the Management of Credit Risk
Credit Risk Modelling: Current Practices and Applications
Other languages: Deutsch
Banks' Interactions with Highly Leveraged Institutions
Other languages: Deutsch Français
Sound Practices for Banks' Interactions with Highly Leveraged Institutions
Other languages: Deutsch
Basel Committee: Asset transfers and securitisation
Other languages: Deutsch Français Italiano
Basel Committee: Measuring and controlling large credit exposures