Compendium

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.

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.

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.

Recommendations for a framework assessing leverage in investment funds

Drawing on established national and regional regimes for measuring, collecting and analysing information related to leverage in funds, IOSCO has developed a two-step framework – the “Leverage Framework' – to facilitate more meaningful monitoring of leverage in funds for financial stability purposes in a consistent manner across jurisdictions.

Archives

2024 (2)
April (1)
2023 (14)
July (3)
June (1)
April (2)
2022 (9)
July (2)
June (1)
2021 (20)
2019 (30)
July (1)
June (3)
May (1)
2018 (21)
2016 (12)
2015 (28)
2014 (14)
June (1)
May (1)
April (3)
March (1)
2013 (28)
2012 (20)
2010 (15)
2009 (15)
July (1)
June (3)
May (4)
April (2)
2008 (8)
July (2)
May (2)
March (1)
2006 (7)
2005 (6)
July (1)
May (1)
April (1)
2004 (1)
May (1)
2002 (4)
1999 (1)
1996 (1)
1983 (1)
May (1)