Compendium of Standards - Financial Stability Board
https://www.fsb.org/rss-feeds/
FSB RSS Feedsen2022-12-06T11:17:54+00:00Consolidated Basel Framework - definition of capital (CAP)
https://www.fsb.org/2019/12/consolidated-basel-framework-definition-of-capital-cap/
This standard describes the criteria that bank capital instruments must meet to be eligible to satisfy the Basel capital requirements, as well as necessary regulatory adjustments and transitional arrangements.2019-12-15T00:00:00+00:00Consolidated Basel Framework - definition of capital (CAP)2019-12-15Consolidated Basel Framework - risk based capital requirements (RBC)
https://www.fsb.org/2019/12/consolidated-basel-framework-risk-based-capital-requirements-rbc/
This standard describes the framework for risk-based capital requirements.2019-12-15T00:00:00+00:00Consolidated Basel Framework - risk based capital requirements (RBC)2019-12-15Consolidated Basel Framework - calculation of RWA for credit risk (CRE)
https://www.fsb.org/2019/12/consolidated-basel-framework-calculation-of-rwa-for-credit-risk-cre/
This standard describes how to calculate capital requirements for credit risk.2019-12-15T00:00:00+00:00Consolidated Basel Framework - calculation of RWA for credit risk (CRE)2019-12-15Consolidated Basel Framework - calculation of RWA for market risk (MAR)
https://www.fsb.org/2019/12/consolidated-basel-framework-calculation-of-rwa-for-market-risk-mar/
This standard describes how to calculate capital requirements for market risk and credit valuation adjustment risk.2019-12-15T00:00:00+00:00Consolidated Basel Framework - calculation of RWA for market risk (MAR)2019-12-15Consolidated Basel Framework - calculation of RWA for operational risk (OPE)
https://www.fsb.org/2019/12/consolidated-basel-framework-calculation-of-rwa-for-operational-risk-ope/
This standard describes how to calculate capital requirements for operational risk.2019-12-15T00:00:00+00:00Consolidated Basel Framework - calculation of RWA for operational risk (OPE)2019-12-15Consolidated Basel Framework - leverage ratio (LEV)
https://www.fsb.org/2019/12/consolidated-basel-framework-leverage-ratio-lev/
This standard describes the simple, transparent, non-risk-based leverage ratio. This measure intends to restrict the build-up of leverage in the banking sector and reinforce the risk-based requirements with a simple, non-risk-based "backstop" measure.2019-12-15T00:00:00+00:00Consolidated Basel Framework - leverage ratio (LEV)2019-12-15Consolidated Basel Framework - liquidity coverage ratio (LCR)
https://www.fsb.org/2019/12/consolidated-basel-framework-liquidity-coverage-ratio-lcr/
This standard describes the Liquidity Coverage Ratio, a measure which promotes the short-term resilience of a bank's liquidity risk profile.2019-12-15T00:00:00+00:00Consolidated Basel Framework - liquidity coverage ratio (LCR)2019-12-15Consolidated Basel Framework - net stable funding ratio (NSF)
https://www.fsb.org/2019/12/consolidated-basel-framework-net-stable-funding-ratio-nsf/
The net stable funding ratio requires banks to maintain a stable funding profile in relation to the composition of their assets and off-balance-sheet activities.2019-12-15T00:00:00+00:00Consolidated Basel Framework - net stable funding ratio (NSF)2019-12-15Consolidated Basel Framework – large exposure (LEX)
https://www.fsb.org/2019/12/consolidated-basel-framework-large-exposure-lex/
Large exposures regulation limits the maximum loss that a bank could face in the event of a sudden counterparty failure to a level that does not endanger the bank's solvency. This standard requires banks to measure their exposures to a single counterparty or a group of connected counterparties and limit the size of large exposures in relation to their capital.2019-12-15T00:00:00+00:00Consolidated Basel Framework – large exposure (LEX)2019-12-15Consolidated Basel Framework - margin requirements (MGN)
https://www.fsb.org/2019/12/consolidated-basel-framework-margin-requirements-mgn/
This standard establishes minimum standards for margin requirements for non-centrally cleared derivatives. Such requirements reduce systemic risk with respect to non-standardised derivatives by reducing contagion and spillover risks and promoting central clearing.2019-12-15T00:00:00+00:00Consolidated Basel Framework - margin requirements (MGN)2019-12-15