Financial Regulation and Supervision

Consolidated Basel Framework – scope and definitions (SCO)

This standard describes the scope of application of the Basel Framework.
Last updated: December 2022

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.

Consolidated Basel Framework – risk based capital requirements (RBC)

This standard describes the framework for risk-based capital requirements.

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

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

Consolidated Basel Framework – calculation of RWA for operational risk (OPE)

This standard describes how to calculate capital requirements for operational risk.

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.

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

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.

Consolidated Basel Framework – large exposure (LEX)

Large exposures regulation limits a bank's potential loss from a sudden counterparty failure to ensure solvency. Banks must measure and limit their exposures to single or connected counterparties relative to their capital.

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