Consolidated Basel Framework – calculation of RWA for operational risk (OPE)

This standard describes how to calculate capital requirements for operational risk.

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.

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.

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

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.
Last updated: December 2022

Consolidated Basel Framework – calculation of RWA for credit risk (CRE)

This standard describes how to calculate capital requirements for credit risk.
Last updated: December 2022

Consolidated Basel Framework – risk based capital requirements (RBC)

This standard describes the framework for risk-based capital requirements.

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.

Consolidated Basel Framework – scope and definitions (SCO)

This standard describes the scope of application of the Basel Framework.
Last updated: December 2022

Consolidated Basel Framework – supervisory review process (SRP)

The Pillar 2 supervisory review process ensures that banks have adequate capital and liquidity to support all the risks in their business, especially with respect to risks not fully captured by the Pillar 1 process, and encourages good risk management.

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