Archives - Basel I/II/III

• 29 March 2017 Pillar 3 disclosure requirements – consolidated and enhanced framework

  This BCBS document contains the standard for the Pillar 3 disclosure requirements under the Basel Committee’s regulatory framework

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Transparency and Disclosure

• 29 March 2017 Regulatory treatment of accounting provisions – interim approach and transitional arrangements

  This BCBS document sets out the interim regulatory treatment of accounting provisions and the transitional arrangements.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Accounting and Auditing, Basel I/II/III

• 11 July 2016 Revisions to the securitisation framework

  This document is an updated standard for the regulatory capital treatment of securitisation exposures that includes the regulatory capital treatment for "simple, transparent and comparable" (STC) securitisations.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Prudential Supervision and Oversight, Risk Management

• 14 January 2016 Minimum capital requirements for market risk

  This document is the revised market risk framework aimed at ensuring that the standardised and internal model approaches to market risk deliver credible capital outcomes and promote consistent implementation of the standards across jurisdictions.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Prudential Supervision and Oversight, Risk Management, Transparency and Disclosure

• 9 November 2015 Total Loss-Absorbing Capacity (TLAC) Principles and Term Sheet

  The objective of this standard is to ensure that global systemically important banks (G-SIBs) have the loss-absorbing and recapitalisation capacity necessary to help ensure that, in and immediately following a resolution, critical functions can be continued without taxpayers’ funds (public funds) or financial stability being put at risk.

  Content Type(s): Compendium Source(s): FSB Policy Area(s): Institutional and Market Infrastructure Topic(s): Basel I/II/III, Resolution/Crisis Management/Safety Nets

• 22 June 2015 Net Stable Funding Ratio disclosure standards

  This document is the final version of the Net Stable Funding Ratio (NSFR) disclosure standards, following the publication of the NSFR standard in October 2014.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Liquidity and Funding, Transparency and Disclosure

• 18 March 2015 Margin requirements for non-centrally cleared derivatives

  This document presents the revised policy framework that establishes minimum standards for margin requirements for non-centrally cleared derivatives as agreed by the Basel Committee on Banking Supervision (BCBS) and the International Organization of Securities Commissions.

  Content Type(s): Compendium Source(s): BCBS, IOSCO Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Liquidity and Funding, Risk Management

• 28 January 2015 Revised Pillar 3 disclosure requirements

  This document sets out the revised Pillar 3 disclosure requirements. The revised Pillar 3 disclosures in this document focus on regulatory measures defined in Pillar 1 of the Basel framework, which requires banks to adopt specified approaches for measuring credit, market and operational risks and their associated resulting risk-weighted assets (RWA) and capital requirements.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Prudential Supervision and Oversight, Transparency and Disclosure

• 31 October 2014 Basel III: the net stable funding ratio

  The NSFR requires banks to maintain a stable funding profile in relation to their on- and off-balance sheet activities, thus reducing the likelihood that disruptions to a bank's regular sources of funding will erode its liquidity position in a way that could increase the risk of its failure and potentially lead to broader systemic stress.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Liquidity and Funding, Risk Management

• 31 March 2014 The standardised approach for measuring counterparty credit risk exposures

  This standard provides a comprehensive, non-modelled approach for measuring counterparty credit risk associated with OTC derivatives, exchange-traded derivatives, and long settlement transactions.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Credit Risk, Risk Management