This standard describes how to calculate capital requirements for market risk and credit valuation adjustment risk.
Last updated: December 2022
Last updated: December 2022
BCBS
This standard describes how to calculate capital requirements for operational risk.
15 December 2019
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.
27 November 2019
These guiding principles are intended to support the implementation of a sectoral countercyclical capital buffer on a consistent basis across jurisdictions.
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