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.
BCBS
16 December 2022
15 June 2022
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.
31 March 2021
The objective of these guidelines is to promote a principles-based approach to improving bank’s operational resilience.
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.
Report on the remaining challenges in transitioning from LIBOR, with recommendations to support transition.
Report recommends actions to facilitate financial and non-financial firms’ transition from LIBOR by end-2021.
Official and private sector participants discuss effectiveness of COVID-related financial policy measures.
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.