Archives - Basel I/II/III

• 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

• 12 January 2014 Guidance for supervisors on market-based indicators of liquidity

  This document has been published to assist supervisors in their evaluation of the liquidity profile of assets held by banks, and to help promote greater of consistency in High Quality Liquid Assets (HQLA) classifications across jurisdictions, for the purposes of Basel III's LCR.

  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

• 1 December 2010 Guidance for national authorities operating the countercyclical capital buffer

  This document serves as a supplement to the requirements set out in the Basel III rules text. In addition to providing guidance for national authorities, this document should help banks understand and anticipate the buffer decisions in the jurisdictions to which they have credit exposures.

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

• 28 October 2010 Recognising the risk-mitigating impact of insurance in operational risk modelling

  This document clarifies supervisory expectations on the range of industry AMA practices while promoting increased convergence in operational risk management.

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

• 1 November 2007 Principles for home-host supervisory cooperation and allocation mechanisms in the context of Advanced Measurement Approaches (AMA)

  This document sets out principles related to two important topics in the implementation of the Advanced Measurement Approaches (AMA) for operational risk under Basel II.

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

• 1 September 2006 The IRB Use Test: Background and Implementation

  This document presents a number of principles that are intended to support banks and supervisors in interpreting the key use test provisions of the Basel II Framework.

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

• 2 June 2006 Home-host information sharing for effective Basel II implementation

  This document addresses the question of information sharing between home and host supervisors under the Basel II Capital Framework.

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

• 13 July 2005 Guidance on the estimation of loss given default (Reference to Paragraph 468 of the Basel II framework)

  This document provides further clarification surrounding the quantification of loss-given-default (LGD) parameters used for Pillar 1 capital calculations.This guidance is not intended to amend the Revised Basel II Framework Document issued in June 2004 or to introduce any new rules.

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