Archives - BCBS - Basel Committee on Banking Supervision
-
15 December 2019 Consolidated Basel Framework - disclosure requirements (DIS)
This standard sets out disclosure requirements, which aim to encourage market discipline. -
15 December 2019 Consolidated Basel Framework - core principles for effective banking supervision (BCP)
The Basel Core Principles provide a comprehensive standard for establishing a sound foundation for the regulation, supervision, governance and risk management of the banking sector. -
15 December 2019 Consolidated Basel Framework - scope and definitions (SCO)
This standard describes the scope of application of the Basel Framework.
Last updated: December 2022 -
15 December 2019 Consolidated Basel Framework - definition of capital (CAP)
This standard describes the criteria that bank capital instruments must meet to be eligible to satisfy the Basel capital requirements, as well as necessary regulatory adjustments and transitional arrangements. -
15 December 2019 Consolidated Basel Framework - risk based capital requirements (RBC)
This standard describes the framework for risk-based capital requirements. -
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