This standard describes the scope of application of the Basel Framework.
Last updated: December 2022
Last updated: December 2022
Compendium
15 December 2019
15 December 2019
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
This standard describes the framework for risk-based capital requirements.
This standard describes how to calculate capital requirements for credit risk.
Last updated: December 2022
Last updated: December 2022
This standard describes how to calculate capital requirements for market risk and credit valuation adjustment risk.
Last updated: December 2022
Last updated: December 2022
This standard describes how to calculate capital requirements for operational risk.
15 December 2019
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
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
Last updated: December 2022
15 December 2019
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
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.