Archives - Credit Risk
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2 June 2015 Developments in credit risk management across sectors: current practices and recommendations
The report provides insight into the current supervisory framework around credit risk, the state of credit risk management at firms and implications for the supervisory and regulatory treatments of credit risk. -
1 December 2010 Sound practices for backtesting counterparty credit risk models - final document
This guidance sets out supervisory expectations as well as recommendations to strengthen the backtesting of internal assessments of counterparty credit risk exposures. -
1 September 2000 Principles for the Management of Credit Risk
This paper provides guidance on credit risk in all types of banking activities, including lending, trading, investments, liquidity/funding management and asset management (September 2000). -
1 January 1999 Sound Practices for Banks' Interactions with Highly Leveraged Institutions
This paper sets out sound practice standards for the management of counterparty credit risk inherent in banks' trading and derivatives activities with highly leveraged institutions (HLIs).