BASEL II: A REVISED FRAMEWORK FOR INTERNATIONAL CONVERGENCE OF CAPITAL MEASUREMENT AND CAPITAL STANDARDS

04 November 2005

This 284-page document is a comprehensive version of 'International Convergence of Capital Measurement and Capital Standards: A Revised Framework'. It includes 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.

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