Julio 2010
Chronicle of currency collapses: re-examining the effects on output
BIS

Julio 2010
Funding liquidity risk: definition and measurement
BIS

Octubre 2009
Analysis of the trading book quantitative impact study
BIS

Julio 2009
Guidelines for computing capital for incremental risk in the trading book - final version
BIS

Julio 2009
Revisions to the Basel II market risk framework
BIS

Mayo 2009
Findings on the interaction of market and credit risk
BIS

Enero 2009
Revisions to the Basel II market risk framework - consultative version
BIS

Enero 2009
Guidelines for computing capital for incremental risk in the trading book - consultative version*
BIS

Septiembre 2008
Principios para la adecuada gestión y supervisión del riesgo de liquidez
BIS

Julio 2008
Guidelines for computing capital for incremental risk in the trading book*
BIS

Junio 2008
Fair value measurement and modelling: An assessment of challenges and lessons learned from the market stress*
BIS

Julio 2004
Principles for the management and supervision of interest rate risk
BIS

Octubre 2001
Working Paper on the Treatment of Asset Securitisations
BIS