Archives - BCBS - Basel Committee on Banking Supervision
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16 December 2022 Prudential treatment of cryptoasset exposures
This standard sets out how the Basel Framework is to be applied in respect of banks’ exposures to cryptoassets. The implementation date is 1 January 2025. The standard has been integrated into the consolidated Basel Framework. -
15 June 2022 Principles for the effective management and supervision of climate-related financial risks
This document is intended to promote a principles-based approach to improving both banks' risk management and supervisors' practices related to climate-related financial risks. -
31 March 2021 Principles for operational resilience
The objective of these guidelines is to promote a principles-based approach to improving bank’s operational resilience. -
7 December 2020 Supplemental note to External audits of banks - audit of expected credit loss
The objective of these guidelines is to contribute to the high-quality audits of internationally active banks by communicating supervisory expectations for the audit of ECL estimates and providing questions that banks' audit committees may ask the external auditor. -
9 July 2020 Supervisory issues associated with benchmark transition: Report to the G20
Report on the remaining challenges in transitioning from LIBOR, with recommendations to support transition. -
9 July 2020 FSB and Basel Committee set out supervisory recommendations for benchmark transition
Report recommends actions to facilitate financial and non-financial firms’ transition from LIBOR by end-2021. -
26 May 2020 Financial policymakers discuss responses to COVID-19 with the private sector
Official and private sector participants discuss effectiveness of COVID-related financial policy measures. -
15 December 2019 Consolidated Basel Framework - calculation of RWA for credit risk (CRE)
This standard describes how to calculate capital requirements for credit risk.
Last updated: December 2022 -
15 December 2019 Consolidated Basel Framework - calculation of RWA for market risk (MAR)
This standard describes how to calculate capital requirements for market risk and credit valuation adjustment risk.
Last updated: December 2022 -
15 December 2019 Consolidated Basel Framework - calculation of RWA for operational risk (OPE)
This standard describes how to calculate capital requirements for operational risk.