Archives - BCBS - Basel Committee on Banking Supervision

• 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

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision

• 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.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision

• 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.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision

• 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.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision

• 15 December 2019 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.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision

• 15 December 2019 Consolidated Basel Framework - disclosure requirements (DIS)

  This standard sets out disclosure requirements, which aim to encourage market discipline.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision

• 15 December 2019 Consolidated Basel Framework - core principles for effective banking supervision (BCP)

  The Basel Core Principles provide a comprehensive standard for establishing a sound foundation for the regulation, supervision, governance and risk management of the banking sector.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision

• 15 December 2019 Consolidated Basel Framework - scope and definitions (SCO)

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

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision

• 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.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision

• 15 December 2019 Consolidated Basel Framework - risk based capital requirements (RBC)

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

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision