Archives - Financial Regulation and Supervision
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15 December 2019 Consolidated Basel Framework - calculation of RWA for operational risk (OPE)
This standard describes how to calculate capital requirements for operational risk. -
15 December 2019 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. -
15 December 2019 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.
Last updated: December 2022 -
15 December 2019 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. -
13 December 2019 Recommendations for a framework assessing leverage in investment funds
Drawing on established national and regional regimes for measuring, collecting and analysing information related to leverage in funds, IOSCO has developed a two-step framework – the “Leverage Framework' – to facilitate more meaningful monitoring of leverage in funds for financial stability purposes in a consistent manner across jurisdictions.
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