International & EU

 

This page contains documents relating to QIS 5 under the Capital Requirements Directive/Basel 2.

QIS 5 Date
Results of the fifth Quantitative Impact Study (QIS 5) [PDF] 16 June 2006

Basel Committee Decision on Calibration of Basel 2

24 May 2006
FSA response to BBA: QIS5 [PDF] 13 July 2005
Letter from BBA: QIS5 [PDF] 3 June 2005
FSA response to BBA: QIS5 [PDF] 23 May 2005
Letter from BBA: QIS5 [PDF] 28 April 2005
Letter to BBA, BSA & LIBA: The UK approach to the calibration of Basel [PDF] 4 April 2005
QIS 5 workbook
Final QIS5 workbook [xls]  
Final QIS5 workbook - expanded version [xls]  
Patch macro 5.0.14 [xls]