Last update 16 September 2013
The Basel Committee on Banking Supervision (Committee) is analysing the potential impact of its proposed non-internal model method for measuring counterparty credit risk and its proposed revisions to the capital requirements for bank exposures to central counterparties. In this regard, the Committee will also give due consideration to an assessment being performed by the OTC Derivatives Assessment Team regarding the collective impact of a group of regulatory reforms affecting OTC derivatives that have been developed - or that are under development - by global standard setting bodies. The assessment will evaluate whether these regulatory reforms create appropriate incentives for market participants to centrally clear OTC derivatives. For this purpose, the Committee designed a Joint Quantitative Impact Study, which jointly addresses the three mentioned parts.
The Committee is making publicly available the reporting templates, accompanying instructions and frequently asked questions.
Last update 13 September 2013
The Basel Committee on Banking Supervision is monitoring the impact of Basel III: A global regulatory framework for more resilient banks and banking systems, Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools and Basel III: International framework for liquidity risk measurement, standards and monitoring on a sample of banks. The exercise will be repeated semi-annually with end-December and end-June reporting dates.
The Committee is making available publicly the Basel III monitoring workbook, accompanying instructions and a list of frequently asked questions.
Most recent version (for the collection of June 2013 data):
Previous version (for the collection of December 2012 data):
The Basel III monitoring workbook available for download is for information purposes only.
The results of the Basel III monitoring exercise as of 31 December 2012 were published on 25 September 2013.
The results of the Basel III monitoring exercise as of 30 June 2012 were published on 19 March 2013.
The results of the Basel III monitoring exercise as of 31 December 2011 were published on 20 September 2012.
The results of the Basel III monitoring exercise as of 30 June 2011 were published on 12 April 2012.