Browse the Compendium of Standards

320 results

Consolidated Basel Framework – supervisory review process (SRP)

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)

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

Consolidated Basel Framework – scope and definitions (SCO)

This standard describes the scope of application of the Basel Framework.
Last updated: December 2022

Consolidated Basel Framework – definition of capital (CAP)

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.

Consolidated Basel Framework – risk based capital requirements (RBC)

This standard describes the framework for risk-based capital requirements.

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

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)

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)

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

Consolidated Basel Framework – leverage ratio (LEV)

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)

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