This standard describes how to calculate capital requirements for credit risk.
Last updated: December 2022
Last updated: December 2022
BCBS
This standard describes how to calculate capital requirements for market risk and credit valuation adjustment risk.
Last updated: December 2022
Last updated: December 2022
27 November 2019
These guiding principles are intended to support the implementation of a sectoral countercyclical capital buffer on a consistent basis across jurisdictions.
19 November 2018
A post-implementation evaluation of the effects of the G20 financial regulatory reforms.
19 November 2018
An overview of responses to the August 2018.
19 November 2018
Standard-setters publish final report on evaluation of the effects of the G20 reforms on incentives to centrally clear OTC derivatives.
17 October 2018
These principles are the guidelines that focus on the core elements of stress testing frameworks.
14 September 2018
Consultation responses to 'Incentives to centrally clear over-the-counter (OTC) derivatives'.
CCP resources and central clearing exposures are concentrated at a small number of financial institutions.
9 August 2018
A study by standard-setters on the interdependencies between CCPs and clearing members and other financial service providers.