BCBS

Prudential treatment of cryptoasset exposures

This standard sets out how the Basel Framework is to be applied in respect of banks’ exposures to cryptoassets. The implementation date is 1 January 2025. The standard has been integrated into the consolidated Basel Framework.

Principles for the effective management and supervision of climate-related financial risks

This document is intended to promote a principles-based approach to improving both banks' risk management and supervisors' practices related to climate-related financial risks.

Principles for operational resilience

The objective of these guidelines is to promote a principles-based approach to improving bank’s operational resilience.

Supplemental note to External audits of banks – audit of expected credit loss

The objective of these guidelines is to contribute to the high-quality audits of internationally active banks by communicating supervisory expectations for the audit of ECL estimates and providing questions that banks' audit committees may ask the external auditor.

Supervisory issues associated with benchmark transition: Report to the G20

Report on the remaining challenges in transitioning from LIBOR, with recommendations to support transition.

FSB and Basel Committee set out supervisory recommendations for benchmark transition

Report recommends actions to facilitate financial and non-financial firms’ transition from LIBOR by end-2021.

Financial policymakers discuss responses to COVID-19 with the private sector

Official and private sector participants discuss effectiveness of COVID-related financial policy measures.

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 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.

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