http://www.bis.org/list/bcbs/from_01012012/index.rss Publications and updates by the Basel Committee on Banking Supervision (BCBS), including on topics related to the Basel II Framework and its implementation. 2012 to 2014 en http://www.bis.org/bcbs/publ/d307.htm Abstract of "Revisions to the standardised approach for credit risk - consultative document", December 2014. The proposed revisions to the standardised approach for credit risk seek to strengthen the existing regulatory capital standard in several ways. These include ... Revisions to the standardised approach for credit risk - consultative document 2014-12-22T10:56:00Z The proposed revisions to the standardised approach for credit risk seek to strengthen the existing regulatory capital standard in several ways. These include ... Revisions to the standardised approach for credit risk - consultative document 2014-12-22T10:56:00Z BIS Risk weight exposure category or class capital floor PDF version http://www.bis.org/bcbs/publ/d307.pdf December 2014 Bank for International Settlements: BCBS Publications 307 http://www.bis.org/bcbs/publ/d306.htm Abstract of "Capital floors: the design of a framework based on standardised approaches - consultative document", December 2014. This consultative paper outlines the Basel Committee's proposals to design a capital floor based on standardised, non-internal modelled approaches. The proposed floor would replace the existing transitional capital floor based on the Basel I framework. The floor will be based on revised standardised approaches for credit, market and operational risk, which are currently under consultation. Capital floors: the design of a framework based on standardised approaches - consultative document 2014-12-22T10:55:00Z This consultative paper outlines the Basel Committee's proposals to design a capital floor based on standardised, non-internal modelled approaches. The proposed floor would replace the existing transitional capital floor based on the Basel I framework. The floor will be based on revised standardised approaches for credit, market and operational risk, which are currently under consultation. Capital floors: the design of a framework based on standardised approaches - consultative document 2014-12-22T10:55:00Z BIS standardised approach capital floors PDF version http://www.bis.org/bcbs/publ/d306.pdf December 2014 Bank for International Settlements: BCBS Publications 306 http://www.bis.org/bcbs/publ/d305.htm Abstract of "Fundamental review of the trading book: outstanding issues - consultative document", December 2014. The Basel Committee on Banking Supervision has today issued a consultative paper on outstanding issues for its fundamental review of the trading book capital standards. In undertaking its review, the Committee's goal is to improve trading book capital requirements and to promote consistent implementation of the rules so that they produce comparable levels of capital across jurisdictions. Fundamental review of the trading book: outstanding issues - consultative document 2014-12-19T13:10:00Z The Basel Committee on Banking Supervision has today issued a consultative paper on outstanding issues for its fundamental review of the trading book capital standards. In undertaking its review, the Committee's goal is to improve trading book capital requirements and to promote consistent implementation of the rules so that they produce comparable levels of capital across jurisdictions. Fundamental review of the trading book: outstanding issues - consultative document 2014-12-19T13:10:00Z BIS securitisation market risk Trading Book Basel 2.5 PDF version http://www.bis.org/bcbs/publ/d305.pdf December 2014 Bank for International Settlements: BCBS Publications 305 http://www.bis.org/bcbs/publ/d304.htm Abstract of "Criteria for identifying simple, transparent and comparable securitisations", December 2014. The purpose of these criteria is to identify - and to assist the financial industry's development of - simple, transparent and comparable securitisations structures, as well as to help parties involved in a securitisation transaction evaluate the risks of a particular securitisation as part of their due diligence on securitisations. Criteria for identifying simple, transparent and comparable securitisations 2014-12-11T08:04:00Z The Basel Committee on Banking Supervision (BCBS) and the International Organization of Securities Commissions (IOSCO) released today a consultative document on Criteria for identifying simple, transparent and comparable securitisations. The purpose of these criteria is to identify - and to assist the financial industry's development of - simple, transparent and comparable securitisations structures, as well as to help parties involved in a securitisation transaction evaluate the risks of a particular securitisation as part of their due diligence on securitisations. Criteria for identifying simple, transparent and comparable securitisations 2014-12-11T08:04:00Z BIS non-bank investors impediments STC PDF version http://www.bis.org/bcbs/publ/d304.pdf December 2014 Bank for International Settlements: BCBS Publications 304 http://www.bis.org/bcbs/publ/d303.htm Abstract of "Revisions to the securitisation framework", December 2014. The Basel Committee on Banking Supervision's revisions to the securitisation framework aim to address a number of shortcomings in the Basel II securitisation framework and to strengthen the capital standards for securitisation exposures held in the banking book. Revisions to the securitisation framework 2014-12-11T08:00:00Z The Basel Committee on Banking Supervision's revisions to the securitisation framework aim to address a number of shortcomings in the Basel II securitisation framework and to strengthen the capital standards for securitisation exposures held in the banking book. This framework, which will come into effect in January 2018, forms part of the Committee's broader Basel III agenda to reform regulatory standards for banks in response to the global financial crisis and thus contributes to a more resilient banking sector. Revisions to the securitisation framework 2014-12-11T08:00:00Z BIS Tranche Underlying pool SEC-SA SEC-ERBA SEC-IRBA PDF version http://www.bis.org/bcbs/publ/d303.pdf December 2014 Bank for International Settlements: BCBS Publications 303 http://www.bis.org/bcbs/publ/d302.htm Abstract of "Net Stable Funding Ratio disclosure standards - consultative document", December 2014. Disclosure requirements for the Net Stable Funding Ratio (NSFR) have been developed to improve the transparency of regulatory funding requirements, reinforce the ... Net Stable Funding Ratio disclosure standards - consultative document 2014-12-09T09:30:00Z Disclosure requirements for the Net Stable Funding Ratio (NSFR) have been developed to improve the transparency of regulatory funding requirements, reinforce the Principles for Sound Liquidity Risk Management and Supervision, strengthen market discipline, and reduce uncertainty in the markets as the NSFR is implemented. To promote the consistency and usability of disclosures related to the NSFR, internationally active banks across Basel Committee member jurisdictions will be required to publish their NSFRs according to a common template. This template includes the major categories of sources and uses of stable funding, along with qualitative requirements. Net Stable Funding Ratio disclosure standards - consultative document 2014-12-09T09:30:00Z BIS liquidity disclosure Basel III PDF version http://www.bis.org/bcbs/publ/d302.pdf December 2014 Bank for International Settlements: BCBS Publications 302 http://www.bis.org/bcbs/publ/d300.pdf Abstract of "Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III regulations - European Union", December 2014. Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III regulations - European Union 2014-12-05T09:10:00Z 582 kb Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III regulations - European Union 2014-12-05T09:10:00Z BIS Basel III European Union level 2 RCAP capital regime Regulatory Consistency Assessment Programme December 2014 Bank for International Settlements: BCBS Publications 300 http://www.bis.org/bcbs/publ/d301.pdf Abstract of "Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III regulations - United States of America", December 2014. Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III regulations - United States of America 2014-12-05T09:05:00Z 625 kb Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III regulations - United States of America 2014-12-05T09:05:00Z BIS Basel III United States level 2 RCAP capital regime Regulatory Consistency Assessment Programme December 2014 Bank for International Settlements: BCBS Publications 301 http://www.bis.org/bcbs/publ/d299.htm Abstract of "Implementation of Basel standards", November 2014. Full, timely and consistent implementation of Basel III remains fundamental to building a resilient financial system, maintaining public confidence in regulatory ratios and providing a level playing field for internationally active banks. This report updates G20 Leaders on progress in the implementation of the Basel III regulatory reforms since the Basel Committee on Banking Supervision issued its August 2013 report. The report provides an update on the steps taken by Basel Committee member jurisdiction to adopt the Basel III standards and the banks' progress in bolstering their capital and liquidity positions. The report also highlights specific implementation-related challenges that are surfacing. Implementation of Basel standards 2014-11-12T11:01:00Z Abstract of "Implementation of Basel standards", November 2014. Full, timely and consistent implementation of Basel III remains fundamental to building a resilient financial system, maintaining public confidence in regulatory ratios and providing a level playing field for internationally active banks. This report updates G20 Leaders on progress in the implementation of the Basel III regulatory reforms since the Basel Committee on Banking Supervision issued its August 2013 report. The report provides an update on the steps taken by Basel Committee member jurisdiction to adopt the Basel III standards and the banks' progress in bolstering their capital and liquidity positions. The report also highlights specific implementation-related challenges that are surfacing. Implementation of Basel standards 2014-11-12T11:01:00Z BIS G20 Compliance level 1 level 2 level 2 assessments RCAP Regulatory Consistency Assessment Programme PDF version http://www.bis.org/bcbs/publ/d299.pdf November 2014 Bank for International Settlements: BCBS Publications 299 http://www.bis.org/bcbs/publ/d298.htm Abstract of "Reducing excessive variability in banks' regulatory capital ratios", November 2014. The Basel Committee's report to G20 Leaders sets out the measures the Committee is taking to improve consistency and comparability in bank capital ratios, and thereby to restore confidence in risk-weighted capital ratios. These measures include: policy proposals to revise the standardised (non-modelled) approaches for calculating regulatory capital ratios that will also provide the basis for a capital floor; and reducing the modelling choices in the capital framework when determining internal-model based estimates of credit, market and operational risk-weighted assets. The report also discusses the role of disclosure, implementation monitoring and additional analytical and policy work in progress. Reducing excessive variability in banks' regulatory capital ratios 2014-11-12T11:00:00Z Abstract of "Reducing excessive variability in banks' regulatory capital ratios", November 2014.The Basel Committee's report to G20 Leaders sets out the measures the Committee is taking to improve consistency and comparability in bank capital ratios, and thereby to restore confidence in risk-weighted capital ratios. These measures include: policy proposals to revise the standardised (non-modelled) approaches for calculating regulatory capital ratios that will also provide the basis for a capital floor; and reducing the modelling choices in the capital framework when determining internal-model based estimates of credit, market and operational risk-weighted assets. The report also discusses the role of disclosure, implementation monitoring and additional analytical and policy work in progress. Reducing excessive variability in banks' regulatory capital ratios 2014-11-12T11:00:00Z BIS risk weighted assets G20 report RWA variability PDF version http://www.bis.org/bcbs/publ/d298.pdf November 2014 Bank for International Settlements: BCBS Publications 298 http://www.bis.org/bcbs/publ/d297.htm Abstract of "Basel capital framework national discretions", November 2014. The Basel standards include a number of national discretions that allow countries to adapt the international standards to reflect differences in the structure and development of financial systems. However, the use of national discretions can also impair comparability across jurisdictions and has been found to be a driver of variability in risk-weighted assets. The Committee is therefore reviewing the use of national discretions with a view to removing a number of them from the framework. Basel capital framework national discretions 2014-11-12T09:10:00Z Abstract of "Basel capital framework national discretions", November 2014. The Basel standards include a number of national discretions that allow countries to adapt the international standards to reflect differences in the structure and development of financial systems. However, the use of national discretions can also impair comparability across jurisdictions and has been found to be a driver of variability in risk-weighted assets. The Committee is therefore reviewing the use of national discretions with a view to removing a number of them from the framework. Basel capital framework national discretions 2014-11-12T09:10:00Z BIS capital framework national discretions variability PDF version http://www.bis.org/bcbs/publ/d297.pdf November 2014 Bank for International Settlements: BCBS Publications 297 http://www.bis.org/bcbs/publ/d296.htm Abstract of "The G-SIB assessment methodology - score calculation", November 2014. In conjunction with today's publication by the Financial Stability Board (FSB) of the updated list of global systemically important banks (G-SIBs), the Basel Committee on Banking Supervision has released supporting information. This information includes a technical summary which further explains the methodology and the denominators used to calculate the scores for banks in the end-2013 exercise and the cut-off score that was used to identify the updated list of G-SIBs. Also provided are the thresholds used to allocate G-SIBs to buckets for the purposes of calculating the specific higher loss absorbency (HLA) requirements for each institution, as well as links to the disclosures of the G-SIBs designated in 2014. The G-SIB assessment methodology - score calculation 2014-11-06T16:00:00Z Abstract of "The G-SIB assessment methodology - score calculation", November 2014. In conjunction with today's publication by the Financial Stability Board (FSB) of the updated list of global systemically important banks (G-SIBs), the Basel Committee on Banking Supervision has released supporting information. This information includes a technical summary which further explains the methodology and the denominators used to calculate the scores for banks in the end-2013 exercise and the cut-off score that was used to identify the updated list of G-SIBs. Also provided are the thresholds used to allocate G-SIBs to buckets for the purposes of calculating the specific higher loss absorbency (HLA) requirements for each institution, as well as links to the disclosures of the G-SIBs designated in 2014. The G-SIB assessment methodology - score calculation 2014-11-06T16:00:00Z BIS basel iii GSIB PDF version http://www.bis.org/bcbs/publ/d296.pdf November 2014 Bank for International Settlements: BCBS Publications 296 http://www.bis.org/bcbs/publ/d295.htm Abstract of "Basel III: the net stable funding ratio", October 2014. The NSFR is a significant component of the Basel III reforms. It requires banks to maintain a stable funding profile in relation to their on- and off-balance sheet activities, thus reducing the likelihood that disruptions to a bank's regular sources of funding will erode its liquidity position in a way that could increase the risk of its failure and potentially lead to broader systemic stress. The NSFR will become a minimum standard by 1 January 2018. Basel III: the net stable funding ratio 2014-10-31T10:00:00Z Abstract of "Basel III: the net stable funding ratio", October 2014. The NSFR is a significant component of the Basel III reforms. It requires banks to maintain a stable funding profile in relation to their on- and off-balance sheet activities, thus reducing the likelihood that disruptions to a bank's regular sources of funding will erode its liquidity position in a way that could increase the risk of its failure and potentially lead to broader systemic stress. The NSFR will become a minimum standard by 1 January 2018. Basel III: the net stable funding ratio 2014-10-31T10:00:00Z BIS liquidity Basel III PDF version http://www.bis.org/bcbs/publ/d295.pdf October 2014 Bank for International Settlements: BCBS Publications 295 http://www.bis.org/publ/bcbs294.htm Abstract of "Corporate governance principles for banks - consultative document", October 2014. While there is no single approach to good corporate governance, the Committee's revised principles provide a framework within which banks and supervisors should operate to achieve robust and transparent risk management and decision-making and, in doing so, promote public confidence and uphold the safety and soundness of the banking system. Corporate governance principles for banks - consultative document 2014-10-10T09:00:00Z Abstract of "Corporate governance principles for banks - consultative document", October 2014. While there is no single approach to good corporate governance, the Committee's revised principles provide a framework within which banks and supervisors should operate to achieve robust and transparent risk management and decision-making and, in doing so, promote public confidence and uphold the safety and soundness of the banking system. Corporate governance principles for banks - consultative document 2014-10-10T09:00:00Z BIS audit compensation remuneration audit committee Compliance three lines of defence board structure risk committee independent directors PDF version http://www.bis.org/publ/bcbs294.pdf October 2014 Bank for International Settlements: BCBS Publications 294 http://www.bis.org/publ/bcbs293.htm Abstract of "Frequently asked questions on the Basel III leverage ratio framework", October 2014. This document sets out the first set of FAQs that relate to the Basel III leverage ratio framework. Frequently asked questions on the Basel III leverage ratio framework 2014-10-07T09:00:00Z Abstract of "Frequently asked questions on the Basel III leverage ratio framework", October 2014. This document sets out the first set of FAQs that relate to the Basel III leverage ratio framework. Frequently asked questions on the Basel III leverage ratio framework 2014-10-07T09:00:00Z BIS capital adequacy regulatory capital FAQs PDF version http://www.bis.org/publ/bcbs293.pdf October 2014 Bank for International Settlements: BCBS Publications 293