Credit Risk, Market Risk and the Basle Committee on Banking Supervision

Dimitris N. Chorafas

Chapter 15 in The Commercial Banking Handbook, 1999, pp 373-400 from Palgrave Macmillan

Abstract: Abstract The Basle Committee on Banking Supervision was established in 1975 by the governors of central banks of the Group of Ten (G-10) countries and other authorities with responsibility in the supervision of banks. About five years after the Capital Accord of 1988 and in recognition of the fact this addressed only credit risk, in April 1993 the Basle Committee issued for comment by banks and financial market participants a package of supervisory proposals concerning market risk, with an improved second version released in April 1995.

Keywords: Interest Rate; Central Bank; Credit Risk; Capital Requirement; Market Risk (search for similar items in EconPapers)
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-0-230-37908-4_15

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DOI: 10.1057/9780230379084_15

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