This standard describes how to calculate capital requirements for credit risk.
Last updated: December 2022
Last updated: December 2022
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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 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.
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.
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.
15 December 2019
This standard sets out disclosure requirements, which aim to encourage market discipline.