Basel Committee: Update to the Quantitative Impact Study - national impact studies

20 December 2004

Several member countries decided to conduct a further national impact study or field test during 2004 or 2005. The Committee's working group on Overall Capital and Quantitative Impact Studies prepared templates to support these national exercises, i.e. (i) a questionnaire in the form of an Excel workbook and (ii) corresponding instructions that specify how to complete the questionnaire.

It is expected that national supervisory agencies intending to carry out an impact study or field test adjust the workbook accordingly to reflect the particularities of the implementation of the revised Framework in their respective jurisdiction. Similarly, the instructions provided only discuss technical issues related to the workbook and would have to be adjusted in order to reflect the changes to the workbook template national supervisors made. They are not intended to interpret the revised Framework.

All guidance on issues related to implementation and interpretation of the revised Framework within a certain jurisdiction which might be necessary to complete the questionnaire will be provided by national supervisory agencies.

National Impact Studies (QIS 4)
Germany
USA
BIS Document

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