March 2022
This is a sample list of important principles relevant for Enterprise Risk Adjusted Return Management:
Principles for Financial Market Infrastructures (PFMI) https://www.bis.org/cpmi/info_pfmi.htmFundamental review of the trading book: A revised market risk framework; Issued for comment by 31 January 2014 https://www.bis.org/publ/bcbs265.pdf
October 2013, Principles for the Management and Supervision of Interest Rate Risk https://www.bis.org/publ/bcbs108.pdf
Interest rate risk in the banking book April 2016 https://www.bis.org/bcbs/publ/d368.pdf
Principles for the Management of Credit Risk https://www.bis.org/publ/bcbs75.pdf
Risk concentrations principles https://www.bis.org/publ/bcbs63.pdf
Findings on the interaction of market and credit risk https://www.bis.org/publ/bcbs_wp16.pdf
Principles for the Sound Management of Operational Risk https://www.bis.org/publ/bcbs195.pdf
General principles for international remittance services https://www.bis.org/cpmi/publ/d76.pdf
The management of liquidity risk in financial groups https://www.bis.org/publ/joint16.pdf
High-level principles for business continuity https://www.bis.org/publ/joint14.pdf
Stress testing principles October 2018 https://www.bis.org/bcbs/publ/d450.pdf
Core Principles for Effective Banking Supervision https://www.bis.org/publ/bcbs230.pdf
Liquidity Risk: Management and Supervisory Challenges https://www.bis.org/publ/bcbs136.pdf
Principles for Sound Liquidity Risk Management and Supervision https://www.bis.org/publ/bcbs144.pdf