Compendium

Financial Soundness Indicators Compilation Guide (2019 FSIs Guide)

The 2019 FSIs Guide aimed at compilers and users of FSIs, provides guidance on the concepts and definitions, and methods for the compilation and dissemination of FSIs for deposit takers, other financial corporations, and real sectors, which provide a critical input for macroprudential surveillance and policy use.

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

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 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.

Consolidated Basel Framework – margin requirements (MGN)

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)

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.

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