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         I. Introduction
         II. Catalogue of information for supervi...
         III. Common minimum information framewor...
         Annexes 1-4










 

Framework For Supervisory Information About The Derivatives Activities Of Banks And Securities Firms

Annexes 1-4

  1. Framework for Supervisory Information on Derivatives Activities
    • Credit Risk (OTC Contracts)
    • Liquidity Risk
    • Market Risk
    • Earnings
  2. Derivatives data elements and their uses
  3. Common minimum information framework
    • Table 1: Notional amounts by underlying exposures
    • Table 2: OTC Notional amounts, market values and potential credit exposure
    • Table 3: OTC derivative contracts' notional amounts by time intervals
    • Table 4: Information on credit quality of OTC derivative contracts
    • Table 5: Information about past-due OTC derivatives and credit losses
  4. Definitions for elements of the common minimum information framework

All above annexes can be downloaded in PDF format from the following site:

http://www.bis.org/publ/index.htm

Document No.19 under "Basle Committee on Banking Supervision"

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