Official documents relating to the Basel 2 agreement

Note: to download the documents in PDF format, it is advisable to click on the link with the right mouse button and save the document locally with the option: “Save object with name”; Then open the object with Acrobat Reader.

1) Basel 2 in the Italian legal system:

• Law No. 15 of February 23, 2007, published on the Official Gazette of February 24, 2007 (conversion of the decree-law of December 22, 2006, published on the Official Gazette of December 27, 2007 to No. 297) (html page from the website www.parlamento.it );

• Decree of the Minister of Economy and Finance, as President of the ICRC, of ​​December 27, 2006 (PDF, 8 pages, 566.904 bytes, from the Bank of Italy website);

• Implementing provisions issued by the Bank of Italy, Circular no. 263 of 27 December 2006 “New prudential supervisory provisions for banks” (complete document, .ZIP file, 3,905,154 bytes);
alternatively it is possible to download the index and the five parts (titles) of which the circular is composed: index (PDF, 19 pages, 248,805 bytes), Title I (Common disposition) (PDF, 59 pages, 610,863 bytes), Title II (Capital requirements) (PDF, 433 pages, 3,557,100 bytes), Title III (Prudential control process) (PDF, 37 pages, 351,739 bytes), Title IV (Public disclosure) (PDF, 28 pages, 252,983 bytes ), Title V (Risk concentration) (PDF, 16 pages, 176.773 bytes).

2) The original final document of the Basel Committee (26.06.2004), complete, in English, from the website of the Bank for International Settlements:

• International Convergence of Capital Measurement and Capital Standards. A Revised Framework (PDF, 251 pages, 1,938,179 bytes);

Partial documents (final version of 26.06.2004), in English, from the website of the International Settlement Bank:

• Part 1: Scope of Application (PDF, 23 pages, 298 kb);

• Part 2: The First Pillar – Minimum Capital Requirements (PDF, 146 pages, 892 kb);

• Part 3: Parts 3,4: The Second Pillar – Supervisory Review Process The Third Pillar – Market Discipline (PDF, 33 pages, 431 kb);

• Attachments: Annexes (PDF, 49 pages, 186 kb).

… and its Italian version (22.11.2004):

• International convergence of capital measurement and capital ratios. New regulatory framework (PDF, 223 pages, 1,300,537 bytes);

Partial documents (Italian version of 22.11.2004), from the website of the Bank for International Settlements:

• Part 1: Introduction (PDF, 20 pages, 202.964 bytes);

• Part 2: The First Pillar – Minimum capital requirements (PDF, 127 pages, 735.119 bytes);

• Parts 3,4: The Second Pillar – Prudential Control Process / The Third Pillar – Market Discipline (PDF, 33 pages, 185,411 bytes);

• Attachments: Attachments (PDF, 43 pages, 216.441 kb).

3) Previous documents:

The three basic documents, from the International Settlements Bank website:

• The New Basel Capital Accord: an explanatory note (PDF, 16 pages, 73194 bytes);

• Overview of The New Basel Capital Accord (PDF, 39 pages, 225954 bytes);

• The New Basel Capital Accord (PDF, 139 pages, 751224 bytes).

Update to documents (3rd consultative document – 29 April 2003), from the website of the International Settlement Bank:

• Overview of The New Basel Capital Accord (PDF, 18 pages, 103 kb);

• Scope of Application (PDF, 15 pages, 70 kb);

• Pillar One (PDF, 132 pages, 732 kb);

• Pillar Two (PDF, 16 pages, 88 kb);

• Pillar Three (PDF, 15 pages, 82 kb);

• Annexes (PDF, 48 pages, 220 kb).

4) Results of the 3rd impact study (document published May 5, 2003), from the website of the International Settlement Bank:

• QIS 3 – Third Quantitative Impact Study – Results (PDF, 33 pages, 304 kb);

5) Some interesting support documents, from the same site of the International Settlement Bank:

• The Standardized Approach to Credit Risk (PDF, 56 pages, 317194 bytes);

• The Internal Ratings-Based Approach (PDF, 108 pages, 590602 bytes);

• Asset securitization (PDF, 32 pages, 166501 bytes);

• Operational Risk (PDF, 30 pages, 191136 bytes);

• Pillar 2 (Supervisory Review Process) (PDF, 16 pages, 92539 bytes);

• Principles for the Management and Supervision of Interest Rate Risk (PDF, 42 pages, 202453 bytes);

• Pillar 3 (Market Discipline) (PDF, 63 pages, 376386 bytes).

Some updates to the fundamental documents seen above, also from the website of the International Settlement Bank:

• Update on the new Basel capital agreement (25 June 2001), page of the BIS website;

• A revised approach (December 2001), page of the BIS website.