Archives - BCBS - Basel Committee on Banking Supervision
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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. -
15 December 2019 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. -
15 December 2019 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. -
27 November 2019 Guiding principles for the operationalisation of a sectoral countercyclical capital buffer
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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