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310 results

Consolidated Basel Framework – calculation of RWA for credit risk (CRE)

15 December 2019

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)

15 December 2019

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)

15 December 2019

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

Consolidated Basel Framework – leverage ratio (LEV)

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.

Consolidated Basel Framework – liquidity coverage ratio (LCR)

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

Consolidated Basel Framework – net stable funding ratio (NSF)

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.

Consolidated Basel Framework – large exposure (LEX)

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.

Consolidated Basel Framework – margin requirements (MGN)

15 December 2019

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)

15 December 2019

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.

Consolidated Basel Framework – disclosure requirements (DIS)

15 December 2019

This standard sets out disclosure requirements, which aim to encourage market discipline.