The objective of this standard is to ensure that global systemically important banks (G-SIBs) have the loss-absorbing and recapitalisation capacity necessary to help ensure that, in and immediately following a resolution, critical functions can be continued without taxpayers’ funds (public funds) or financial stability being put at risk.
Basel I/II/III
9 November 2015
12 January 2014
This document has been published to assist supervisors in their evaluation of the liquidity profile of assets held by banks, and to help promote greater of consistency in High Quality Liquid Assets (HQLA) classifications across jurisdictions, for the purposes of Basel III's LCR.
This document serves as a supplement to the requirements set out in the Basel III rules text. In addition to providing guidance for national authorities, this document should help banks understand and anticipate the buffer decisions in the jurisdictions to which they have credit exposures.
This document clarifies supervisory expectations on the range of industry AMA practices while promoting increased convergence in operational risk management.
1 November 2007
This document sets out principles related to two important topics in the implementation of the Advanced Measurement Approaches (AMA) for operational risk under Basel II.
1 September 2006
This document presents a number of principles that are intended to support banks and supervisors in interpreting the key use test provisions of the Basel II Framework.
This document addresses the question of information sharing between home and host supervisors under the Basel II Capital Framework.
13 July 2005
This document provides further clarification surrounding the quantification of loss-given-default (LGD) parameters used for Pillar 1 capital calculations.This guidance is not intended to amend the Revised Basel II Framework Document issued in June 2004 or to introduce any new rules.