6 May 2008

Agenda for CRSG meeting held on 6 May 2008 [PDF]

EAD: Time period for application of the various requirements specifically mentioned in the FSA's February 2007 paper on EAD [PDF]

EAD Models [PDF]

Materiality in the definition of default [PDF]

Issues in Own Estimates of Loss Given Default [PDF]

4 February 2008

Credit Risk Standing Group Agenda, 4 February 2008

Letter to BBA re EL-provisions

Post-approval changes for IRB approaches

Tax Treatment of Expected Loss Deduction - Worked Example

5 November 2007

Credit Risk Standing Group Agenda, 5 November 2007

Proposed interim solution for agency lending transactions where disclosure is incomplete

Note on the capital treatment for transactions cleared on behalf of clients with a central counterparty

3 September 2007

Credit Risk Standing Group Agenda, 3 September 2007

Use of variable scaling factors to derive long run probabilities of default for Retail portfolios

Use of long run Probabilities of Default, counter-cyclical scaling factors, and the interaction of these with economic cycle stress testing

Banks, Large Corporates and Sovereigns HPE

Capital treatment: Clients, clearing members and central counterparties

18 June 2007

Lifetime mortgages

Revaluations

Integrated Regulatory Reporting

Item 6) IRB maturity calculation for financial derivatives

5 March 2007

Monitoring Basel 2 Capital Requirements

EADs - report on discussions in Expert Group

LGDs - final version of note on FSA's approach

LGDs - response to Comments on the Wholesale LGD note

Definition of Default - final version of note on FSA's approach

Definition of default in Retail IRB approaches

Single estimates in lieu of ratings

Update on Hypothetical Portfolio Exercise on Banks, Sovereigns and Large Corporates

15 January 2007

Corporate LGD common themes emerging from approvals process

Definition of Default – issues arising from approvals process

Large Exposures Review

IRB stress testing

6 November 2006

Long run PDs and Procyclicality

August 2006

CRSG going forward

Approach to conditional waivers

5 June 2006

EAD Expert Group

Retail Mortgage LGD

8 May 2006

Reversion and Lifetime Mortgages

Home Information Packs

LGD Expert Group

6 March 2006

Qualifying Revolving Retail Exposures (QRRE)

Approach to applications for IRB

AMA Large Exposures Review Working Group Reporting Lines

9 January 2006

CRSG paper: Future Planning for the Expert Groups - FSA Note

I December 2005

December CRSG Paper: FSA note on LGDs

December CRSG Paper: User's guide to SA residential mortgage treatment - FSA note to the CRSG

December CRSG Paper: Future planning- FSA note to the CRSG

07 November 2005

November CRSG Paper: Loss Given Default (Other) - Expert Group paper

November CRSG Paper: Loss Given Default (Mortgages) Expert Group Paper

November CRSG Paper: Loss Given Default - Material Drivers- FSA staff note

November CRSG Paper: Intra-Group Exposures - FSA Note to the CRSG

November CRSG Paper: Low Default Portfolios - FSA response to Expert Group paper

November CRSG Paper: Procyclicality - Ratings Migration - FSA Note to the CRSG

November CRSG Paper: Senior Management Responsibilities - FSA Note to the CRSG

November CRSG Paper: Use Test and Retail Models - FSA Note to the CRSG

3 October 2005

October CRSG Paper: LGD (Other) - Expert Group paper

October CRSG Paper: Retail SME - Industry Feedback paper

October CRSG Paper: Qualifying Revolving Retail Exposures - FSA note

October CRSG Paper: Significance of Retail Exposures under the Standardised Approach - update


10 August 2005

CRSG Paper August: Simplified Approach to Credit Risk FAQ

CRSG Paper August: Margin Lending / Capital Notes FAQ

CRSG Paper August: IRB Waiver Process FAQ

August CRSG Paper: Aggregation - Response to the Expert Group Paper

August CRSG Paper: Low Default portfolio - Note from the Expert Group

August CRSG Paper: External models and Data - Response to the Expert Group Paper

4 July 2005

CRSG Paper July: Significance in retail exposures under the Standardised Approach

CRSG Paper July: Concentration Risk- Integrated Groups and Treasury Concessions


15 June 2005

CRSG Paper June 2005: Aggregation Issues - Paper from the Expert Group

CRSG Paper June 2005: Low default portfolios- Paper from the Expert Group

CRSG Paper June 2005: Procyclicality stress testing - Paper from the Expert Group

CRSG Paper June 2005: External Models and External Data in the IRB Approach: Paper from the Expert Group


26 April 2005

CRSG Paper April 2005: Experience Requirement FAQ


5 July 2004

Major issues arising from Policy visits on Corporate borrower ratings and PD estimation

15 July 2004

Own estimates of loss given default

Issues arising from policy visits on loss given default in large corporate and mid market portfolios

Further issues in Retail IRB

2 August 2004

Treatment of equity exposures in the Banking Book under Basel 2

6 September 2004

Issues arising from policy visits on exposure at default in large corporate and mid market portfolios

Own estimates of exposure at default

Addressing the procyclicality of IRB requirements - Pillar 1 or Pillar 2?

Procyclicality of capital requirements under Basel II: aide memoire

16 September 2004

Slotting Criteria for Specialised Lending

Specialised Slotting Criteria for Specialised Lending

21 October 2004

Integrated Groups

1 November 2004

National Discretions in the IRB

National Discretions in the IRB not yet discussed with CRSG

Stress Testing in the Draft Commission Proposal