Archives - Basel I/II/III
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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 -
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. -
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. -
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. -
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. -
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. -
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. -
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. -
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. -
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.