Archives - BCBS - Basel Committee on Banking Supervision
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9 November 2021 Consolidated Basel Framework - scope and definitions (SCO)
This standard describes the scope of application of the Basel Framework. -
31 March 2021 Principles for operational resilience
The objective of these guidelines is to promote a principles-based approach to improving bank’s operational resilience. -
7 December 2020 Supplemental note to External audits of banks - audit of expected credit loss
The objective of these guidelines is to contribute to the high-quality audits of internationally active banks by communicating supervisory expectations for the audit of ECL estimates and providing questions that banks' audit committees may ask the external auditor. -
9 July 2020 Supervisory issues associated with benchmark transition: Report to the G20
Report on the remaining challenges in transitioning from LIBOR, with recommendations to support transition. -
9 July 2020 FSB and Basel Committee set out supervisory recommendations for benchmark transition
Report recommends actions to facilitate financial and non-financial firms’ transition from LIBOR by end-2021. -
26 May 2020 Financial policymakers discuss responses to COVID-19 with the private sector
Official and private sector participants discuss effectiveness of COVID-related financial policy measures. -
15 December 2019 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. -
15 December 2019 Consolidated Basel Framework - risk based capital requirements (RBC)
This standard describes the framework for risk-based capital requirements. -
15 December 2019 Consolidated Basel Framework - calculation of RWA for credit risk (CRE)
This standard describes how to calculate capital requirements for credit risk. -
15 December 2019 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.