Archives - BCBS - Basel Committee on Banking Supervision

• 6 November 2014 The G-SIB assessment methodology - score calculation

  This document further explains the methodology and the denominators used to calculate the scores for banks in the end-2013 exercise and the cut-off score that was used to identify the updated list of G-SIBs.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Resolution/Crisis Management/Safety Nets

• 31 October 2014 Basel III: the net stable funding ratio

  The NSFR requires banks to maintain a stable funding profile in relation to their on- and off-balance sheet activities, thus reducing the likelihood that disruptions to a bank's regular sources of funding will erode its liquidity position in a way that could increase the risk of its failure and potentially lead to broader systemic stress.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Liquidity and Funding, Risk Management

• 26 June 2014 Principles for effective supervisory colleges

  The Principles aim to promote and strengthen the operation of colleges and have been revised to reflect observations on best practice.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Resolution/Crisis Management/Safety Nets, Risk Management

• 15 April 2014 Supervisory framework for measuring and controlling large exposures

  The purpose of large exposure limits is to constrain the maximum loss a bank could face in the event of a sudden failure of a counterparty or a group of connected counterparties and to help ensure the bank remains a going concern.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Resolution/Crisis Management/Safety Nets, Risk Management

• 10 April 2014 Capital requirements for bank exposures to central counterparties

  The Basel Committee's framework for capitalising exposures to central counterparties (CCPs).

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Payment Systems, Risk Management

• 31 March 2014 The standardised approach for measuring counterparty credit risk exposures

  This standard provides a comprehensive, non-modelled approach for measuring counterparty credit risk associated with OTC derivatives, exchange-traded derivatives, and long settlement transactions.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Credit Risk, Risk Management

• 31 March 2014 External audits of banks

  This document describes supervisory expectations regarding audit quality and how that relates to the work of the external auditor and of the audit Committee in a bank.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Accounting and Auditing

• 12 January 2014 The Liquidity Coverage Ratio and restricted-use committed liquidity facilities

  Within the Liquidity Coverage Ratio, the Basel Committee has agreed to modify the definition of High Quality Liquid Assets (HQLA) within the LCR to provide greater use of Committed Liquidity Facilities (CLFs) provided by central banks.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Liquidity and Funding, Prudential Supervision and Oversight

• 12 January 2014 Basel III leverage ratio framework and disclosure requirements

  The leverage ratio is intended as a simple non-risk-based "backstop" measure that will reinforce the risk-based capital requirements.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Prudential Supervision and Oversight

• 12 January 2014 Guidance for supervisors on market-based indicators of liquidity

  This document has been published to assist supervisors in their evaluation of the liquidity profile of assets held by banks, and to help promote greater of consistency in High Quality Liquid Assets (HQLA) classifications across jurisdictions, for the purposes of Basel III's LCR.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Liquidity and Funding, Risk Management