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巴塞尔协议II2006年6月版本,封面介绍如下:
International Convergence
of Capital Measurement
and Capital Standards
A Revised Framework
Comprehensive Version
This document is a compilation of the June 2004 Basel II Framework, the
elements of the 1988 Accord that were not revised during the Basel II
process, the 1996 Amendment to the Capital Accord to Incorporate
Market Risks, and the 2005 paper on the Application of Basel II to
Trading Activities and the Treatment of Double Default Effects. No new
elements have been introduced in this compilation.
June 2006