- State of SupTech Report 2023
Report · 29 February 2024
The Cambridge SupTech Lab’s State of SupTech Report 2023 presents insights on the evolution and current state of the digital transformation of financial supervision worldwide. The Report provides a…
- Non-Performing Loans (NPL) Machine Learning Predictive Analytics Model
Solution · 1 November 2024
An AI-driven predictive analytics system deployed by the Bank of Namibia in 2024 to monitor and provide forward-looking supervisory insights on Non-Performing Loans (NPLs) in the banking sector. The…
- EVE (Automated Supervisory Inspection Tool)
Solution · 1 January 2020
EVE proposes to perform automatically an end-to-end formal examination activity. Besides the various analyses that are usually carried out in an inspection, the tool prepares reports and draft…
- How does bank capital affect the supply of mortgages? Evidence from a randomized experiment
Report · 1 April 2016
BIS Working Papers | No 557 | 01 April 2016by Valentina Michelangeli and Enrico SettePDF full text (764kb) | 44 pagesWe study the effect of bank capital on the supply of mortgages. We fully control…
- Guidelines for counterparty credit risk management
30 April 2024
Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Consultative | 30 April 2024 | Status: ClosedPDF full text…
- Final guidelines for counterparty credit risk management
Standard or Guidance · 11 December 2024
Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Guidelines | 11 December 2024 | Status: CurrentPDF full text…
- Discussion of the disciplining effect of bank supervision: evidence from SupTech
Presentation · 10 June 2024
The presentation by Olivier De Jonghe discusses the expanding use of SupTech (supervisory technology) in banking supervision, highlighting Banco Central do Brasil’s AI-powered tools, ADAM and EVE…
- ADAM (Risk Identification Tool)
Solution · 1 January 2015
ADAM (Portuguese acronym for Machine Learning Determined Sampling) is an ML-based application looking for customers with high probability of default and whose expected loss may not be adequately…
- ML for Loan Default Forecasting
Solution · 1 December 2021
Banca d'Italia is starting to explore how loan default forecasting can benefit from the use of ML algorithms, merging different data sources for this purpose (eg the Central Credit Register, the…
- ML for Loan Default Forecasting
Report · 1 December 2021
The BoI is starting to explore how loan default forecasting can benefit from the use of ML algorithms, merging different data sources for this purpose (eg the Central Credit Register, the balance…
- Newsletter on Covid-19 related credit risk issues
2 March 2022
Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Newsletters | 02 March 2022 | Status: CurrentTopics…
- Newsletter on credit risk: real estate and leveraged lending
5 August 2022
Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Newsletters | 05 August 2022 | Status: CurrentTopics: Credit…
- Basel III: The standardised approach for measuring counterparty credit risk exposures: Frequently asked questions
19 August 2015
Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | FAQs | 19 August 2015 | Status: SupersededPDF full text (212kb) |…
- Basel II: The New Basel Capital Accord
29 April 2003
Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Consultative | 29 April 2003 | Status: ClosedPDF full text…
- Basel Committee issues credit risk guidance
27 July 1999
Press release | 27 July 1999The Basel Committee on Banking Supervision today issued four papers providing guidance to banks and banking supervisors on various aspects of credit risk in banking…
- Basel Committee issues consultative document on sound credit risk assessment and valuation for loans
28 November 2005
Press release | 28 November 2005The Basel Committee on Banking Supervision today issued for public comment guidance for banks and supervisors on sound credit risk assessment and valuation policies…
- Banks' credit loss forecasts: lessons from supervisory data
Report · 25 September 2023
BIS Working Papers | No 1125 | 25 September 2023by Martin Birn, Renzo Corrias, Christian Schmieder and Nikola TarashevPDF full text (394kb) | 31 pagesSummaryFocusAfter the Great Financial Crisis…
- Artificial intelligence initiative: Bank of Namibia
Event · 16 March 2026
The Bank of Namibia has been named the winner of the Artificial Intelligence Initiative by the prestigious Central Banking Awards, in recognition of the Bank’s successful integration of artificial…
- Principles for the management of credit risk
Standard or Guidance · 5 February 2025
Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Consultative | 05 February 2025 | Status: ClosedPDF full text…
- Raghuram Rajan: Issues in banking today
Speech · 11 February 2016
Speech by Dr Raghuram Rajan, Governor of the Reserve Bank of India, at the Confederation of Indian Industry's (CII) first Banking Summit, Mumbai, 11 February 2016.The views expressed in this speech…
- Rameswurlall Basant Roi: Recent reforms in banking regulation, supervision and prudential accounting in Mauritius
Speech · 7 April 2017
Address by Mr Rameswurlall Basant Roi, Governor of the Bank of Mauritius, at the IMF Afritac South Seminar on International Financial Reporting Standards 9, Ebène, 7 April 2017.The views expressed in…
- Reducing variation in credit risk-weighted assets - constraints on the use of internal model approaches
24 March 2016
Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Consultative | 24 March 2016 | Status: ClosedPDF full text…
- Sabine Lautenschläger: After one year of European banking supervision, have expectations been met?
Speech · 13 January 2016
Speech by Ms Sabine Lautenschläger, Member of the Executive Board of the European Central Bank and Vice-Chair of the Supervisory Board of the Single Supervisory Mechanism, at the Austrian Bankers'…
- Sabine Lautenschläger: Banking supervision - what next?
Speech · 14 November 2017
Speech by Ms Sabine Lautenschläger, Member of the Executive Board of the European Central Bank and Vice-Chair of the Supervisory Board of the European Central Bank, at the Banking Supervision…
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