Archives - BCBS - Basel Committee on Banking Supervision
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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. -
15 December 2019 Consolidated Basel Framework - leverage ratio (LEV)
This standard describes the simple, transparent, non-risk-based leverage ratio. This measure intends to restrict the build-up of leverage in the banking sector and reinforce the risk-based requirements with a simple, non-risk-based "backstop" measure. -
15 December 2019 Consolidated Basel Framework - liquidity coverage ratio (LCR)
This standard describes the Liquidity Coverage Ratio, a measure which promotes the short-term resilience of a bank's liquidity risk profile.
Last updated: December 2022 -
15 December 2019 Consolidated Basel Framework - net stable funding ratio (NSF)
The net stable funding ratio requires banks to maintain a stable funding profile in relation to the composition of their assets and off-balance-sheet activities. -
15 December 2019 Consolidated Basel Framework – large exposure (LEX)
Large exposures regulation limits the maximum loss that a bank could face in the event of a sudden counterparty failure to a level that does not endanger the bank's solvency. This standard requires banks to measure their exposures to a single counterparty or a group of connected counterparties and limit the size of large exposures in relation to their capital. -
15 December 2019 Consolidated Basel Framework - margin requirements (MGN)
This standard establishes minimum standards for margin requirements for non-centrally cleared derivatives. Such requirements reduce systemic risk with respect to non-standardised derivatives by reducing contagion and spillover risks and promoting central clearing. -
15 December 2019 Consolidated Basel Framework - supervisory review process (SRP)
The Pillar 2 supervisory review process ensures that banks have adequate capital and liquidity to support all the risks in their business, especially with respect to risks not fully captured by the Pillar 1 process, and encourages good risk management. -
15 December 2019 Consolidated Basel Framework - disclosure requirements (DIS)
This standard sets out disclosure requirements, which aim to encourage market discipline.