2013 - ICC India

ICC BANKING COMMISSION | 2013 GLOBAL RISKS TRADE FINANCE | REFERENCES 73REFERENCESAraten, M, Jacobs, Jr., M. and Peeyush, V. (2004) “Measuring Loss GivenDefault on Commercial Loans: An 18 Year Internal Study”, RMA Journal, May2004, 28-35.Basel Committee on Banking Supervision (BCBS) (1986). “THEMANAGEMENT OF BANKS’ OFF-BALANCE-SHEET EXPOSURES”Basel Committee on Banking Supervision (BCBS) (1988). “INTERNATIONALCONVERGENCE OF CAPITAL MEASUREMENT AND CAPITAL STANDARDS”Basel Committee on Banking Supervision (BCBS) (1996). “AMENDMENT TOTHE CAPITAL ACCORD TO INCORPORATE MARKET RISKS”Basel Committee on Banking Supervision (BCBS) (1999). “A NEW CAPITALADEQUACY FRAMEWORK Consultative paper issued by the BaselCommittee on Banking Supervision”Basel Committee on Banking Supervision (BCBS) (2005). “An ExplanatoryNote on the Basel II IRB Risk Weight Functions”Basel Committee on Banking Supervision (BCBS) (2006). “InternationalConvergence of Capital Measurement and Capital Standards, A RevisedFramework Comprehensive Version”Basel Committee on Banking Supervision (BCBS) (2009a). “Enhancementsto the Basel II framework”Basel Committee on Banking Supervision (BCBS) (2009b). “Revisions to theBasel II market risk framework”Basel Committee on Banking Supervision (BCBS) (2009c). “Guidelines forcomputing capital for incremental risk in the trading book”Basel Committee on Banking Supervision (BCBS) (2011). “Treatment oftrade finance under the Basel capital framework”Basel Committee on Banking Supervision (BCBS) (2013). “Basel III: TheLiquidity Coverage Ratio and liquidity risk monitoring tools”Calderón, C., and Fuentes, R. (2010). “Characterizing the Business Cycles ofEmerging Economies”, The World Bank Policy Research Working Paper No.5343, JuneMoody’s Investor Services (2011). “Defaults and Recoveries for FinancialInstitution Debt Issuers, 1983 – 2010”Moody’s Investor Services (2012). “Annual Default Study: Corporate Defaultand Recovery Rates, 1920-2011”UK FSA (2007a). “Own estimates of Exposure at Default under IRB”UK FSA (2007b). “Use of variable scaling factors to derive long runprobabilities of default for Retail portfolios”