http://www.bis.org/list/bcbs/tid_160/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. Macroprudential en 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/publ/bcbs255.htm Abstract of "Global systemically important banks: updated assessment methodology and the higher loss absorbency requirement", July 2013 The framework text sets out the Basel Committee's methodology for assessing and identifying global systemically important banks (G-SIBs). It also describes the additional loss absorbency requirements that will apply to G-SIBs, the phase-in arrangements for these requirements and the disclosures that banks above a certain size are required to make to enable the framework to operate on the basis of publically available information. Global systemically important banks: updated assessment methodology and the higher loss absorbency requirement 2013-07-03T09:00:00Z The framework text sets out the Basel Committee's methodology for assessing and identifying global systemically important banks (G-SIBs). It also describes the additional loss absorbency requirements that will apply to G-SIBs, the phase-in arrangements for these requirements and the disclosures that banks above a certain size are required to make to enable the framework to operate on the basis of publically available information. Global systemically important banks: updated assessment methodology and the higher loss absorbency requirement 2013-07-03T09:00:00Z BIS SIFI GSIB surcharge externalities too-big-too-fail PDF version http://www.bis.org/publ/bcbs255.pdf July 2013 Bank for International Settlements: BCBS Publications 255 http://www.bis.org/publ/bcbs251.htm Full text of "Revised Basel III leverage ratio framework and disclosure requirements - consultative document", June 2013 An underlying feature of the financial crisis was the build-up of excessive on- and off-balance sheet leverage in the banking system. The Basel III reforms introduced a simple, transparent, non-risk based leverage ratio to act as a credible supplementary measure to the risk-based capital requirements. The leverage ratio is intended to ... Revised Basel III leverage ratio framework and disclosure requirements - consultative document 2013-06-26T08:00:00Z An underlying feature of the financial crisis was the build-up of excessive on- and off-balance sheet leverage in the banking system. The Basel III reforms introduced a simple, transparent, non-risk based leverage ratio to act as a credible supplementary measure to the risk-based capital requirements. The leverage ratio is intended to ... Revised Basel III leverage ratio framework and disclosure requirements - consultative document 2013-06-26T08:00:00Z BIS capital PDF version http://www.bis.org/publ/bcbs251.pdf June 2013 Bank for International Settlements: BCBS Publications 251 http://www.bis.org/publ/bcbs233.htm Abstract of "A framework for dealing with domestic systemically important banks - final document", October 2012. The framework text sets out the Basel Committee's framework for dealing with domestic systemically important banks. A framework for dealing with domestic systemically important banks - final document 2012-10-11T09:00:00Z The framework text sets out the Basel Committee's framework for dealing with domestic systemically important banks. Background: In November 2011, the Basel Committee issued final rules for global systemically important banks (G-SIBs). The G20 leaders endorsed these rules at their November 2011 meeting and asked the Basel Committee and the Financial Stability Board to work on extending the framework to domestic systemically important banks (D-SIBs). While not all D-SIBs are significant from a global perspective, the failure of such a bank could have a much greater impact on its domestic financial system and economy than that of a non-systemic institution. Some of these banks may have cross-border externalities, even if the effects are not global in nature. Against this backdrop, the Basel Committee developed a set of principles on the assessment methodology and the higher loss absorbency requirement for D-SIBs. The framework takes a complementary perspective to the G-SIB framework by focusing on the impact that the distress or failure of banks will have on the domestic economy. Given that the D-SIB framework complements the G-SIB framework, the Committee considers that it would be appropriate if banks identified as D-SIBs by their national authorities are required by those authorities to comply with the principles in line with the phase-in arrangements for the G-SIB framework, ie from January 2016. A framework for dealing with domestic systemically important banks - final document 2012-10-11T09:00:00Z BIS too-big-to-fail SIFI surcharge D-SIB externalities PDF version http://www.bis.org/publ/bcbs233.pdf October 2012 Bank for International Settlements: BCBS Publications 233 http://www.bis.org/publ/bcbs230.htm Core principles for effective banking supervision - September 2012 Core principles for effective banking supervision 2012-09-14T09:00:00Z The Basel Committee on Banking Supervision has completed its review of the October 2006 Core principles for effective banking supervision and the associated Core principles methodology. The revised Core Principles were endorsed by banking supervisors at the 17th International Conference of Banking Supervisors held in Istanbul, Turkey, on 13-14 September 2012. Core principles for effective banking supervision 2012-09-14T09:00:00Z BIS basel core principles core principles methodology and supervisory practice PDF version http://www.bis.org/publ/bcbs230.pdf September 2012 Bank for International Settlements: BCBS Publications 230 http://www.bis.org/publ/bcbs224.htm Abstract of "A framework for dealing with domestic systemically important - consultative document", June 2012 A framework for dealing with domestic systemically important banks - consultative document 2012-06-29T09:30:00Z The consultative document sets out a framework of principles covering the assessment methodology and the higher loss absorbency requirement for domestic systemically important banks (D-SIBs). The D-SIB framework takes a complementary perspective of the global systemically important bank (G-SIB) framework published by the Basel Committee in November 2011. It focuses on the impact that the distress or failure of banks will have on the domestic economy. While not all D-SIBs are significant from a global perspective, the failure of such a bank could have an important impact on its domestic financial system and economy compared to non-systemic institutions. In order to accommodate the structural characteristics of individual jurisdictions, the assessment and application of policy tools should allow for an appropriate degree of national discretion. That is why the D-SIB framework is proposed to be a principles-based approach, which contrasts with the prescriptive approach in the G-SIB framework. A framework for dealing with domestic systemically important banks - consultative document 2012-06-29T09:30:00Z BIS systemic risk too-big-to-fail capital surcharge SIFI Basel III PDF version http://www.bis.org/publ/bcbs224.pdf June 2012 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs207.htm Abstract of "Global systemically important banks: Assessment methodology and the additional loss absorbency requirement - final document", November 2011. Global systemically important banks: Assessment methodology and the additional loss absorbency requirement - final document 2011-11-04T13:38:00Z The rules text sets out the Basel Committee's framework on the assessment methodology for global systemic importance, the magnitude of additional loss absorbency that global systemically important banks (G-SIBs) should have and the arrangements by which the requirement will be phased in. The cover note to the rules text sets out the Committee's summary and evaluation of the public comments received on the July 2011 consultative document. The rules text was finalised following a careful review of the public comments received. The work of the Basel Committee forms part of a broader effort by the Financial Stability Board to reduce the moral hazard of global systemically important institutions. The rationale for the policy measures set out in the rules text is to deal with the cross-border negative externalities created by G-SIBs which current regulatory policies do not fully address. The measures will enhance the going-concern loss absorbency of G-SIBs and reduce the probability of their failure. The assessment methodology for G-SIBs is based on an indicator-based approach and comprises five broad categories: size, interconnectedness, lack of readily available substitutes or financial institution infrastructure, global (cross-jurisdictional) activity and complexity. The additional loss absorbency requirements will range from 1% to 2.5% Common Equity Tier 1 (CET1) depending on a bank's systemic importance with an empty bucket of 3.5% CET1 as a means to discourage banks from becoming even more systemically important. The higher loss absorbency requirements will be introduced in parallel with the Basel III capital conservation and countercyclical buffers, ie between 1 January 2016 and year end 2018 becoming fully effective on 1 January 2019. Global systemically important banks: Assessment methodology and the additional loss absorbency requirement - final document 2011-11-04T13:38:00Z BIS too-big-to-fail assessment methodology systemic importance global systemically important banks capital surcharge SIFI PDF version http://www.bis.org/publ/bcbs207.pdf November 2011 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs202.htm Abstract of the report by the Macroeconomic Assessment Group (MAG) (established by the Financial Stability Board and the Basel Committee on Banking Supervision) on "Assessment of the macroeconomic impact of higher loss absorbency for global systemically important banks", October 2011 Assessment of the macroeconomic impact of higher loss absorbency for global systemically important banks 2011-10-10T19:00:00Z Weaknesses at large financial institutions have often played a central role in the triggering and propagation of systemic financial crises. The 2007-09 financial crisis was only the most recent example. Since the crisis, authorities worldwide have sought ways to strengthen regulation and supervision of these institutions, including through efforts at the international level led by the Financial Stability Board (FSB) and the Basel Committee on Banking Supervision. As part of a package of measures for addressing these risks, the Basel Committee has made proposals for improving the loss absorbency of global systemically important banks (G-SIBs). Assessment of the macroeconomic impact of higher loss absorbency for global systemically important banks 2011-10-10T19:00:00Z BIS capital surcharge G-SIBs SIFI too big to fail GSIB GSIFI PDF version http://www.bis.org/publ/bcbs202.pdf October 2011 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs201.htm Abstract of "Global systemically important banks: Assessment methodology and the additional loss absorbency requirement - consultative document", July 2011 Global systemically important banks: Assessment methodology and the additional loss absorbency requirement - consultative document 2011-07-19T15:30:00Z Global systemically important banks: Assessment methodology and the additional loss absorbency requirement - consultative document 2011-07-19T15:30:00Z BIS too-big-to-fail assessment methodology systemic importance global systemically important banks SIFIs capital surcharge G-SIBs GSIB interconnectedness PDF version http://www.bis.org/publ/bcbs201.pdf July 2011 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs189.htm Abstract of "Basel III: A global regulatory framework for more resilient banks and banking systems - post BCBS meeting - revised version June 2011", June 2011 Basel III: A global regulatory framework for more resilient banks and banking systems - revised version June 2011 2011-06-01T09:03:00Z Basel III: A global regulatory framework for more resilient banks and banking systems - revised version June 2011 2011-06-01T09:03:00Z BIS capital adequacy credit ratings leverage ratio countercyclical liquidity standards risk coverage Capital conservation buffer PDF version http://www.bis.org/publ/bcbs189.pdf June 2011 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs189_dec2010.htm Abstract of "Basel III: A global regulatory framework for more resilient banks and banking systems", December 2010 Basel III: A global regulatory framework for more resilient banks and banking systems 2010-12-16T10:03:00Z Basel III: A global regulatory framework for more resilient banks and banking systems 2010-12-16T10:03:00Z BIS capital adequacy credit ratings leverage ratio countercyclical basel iii liquidity standards risk coverage Capital conservation buffer PDF version http://www.bis.org/publ/bcbs189_dec2010.pdf December 2010 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs187.htm Abstract of "Guidance for national authorities operating the countercyclical capital buffer", December 2010 Guidance for national authorities operating the countercyclical capital buffer 2010-12-16T10:01:00Z Guidance for national authorities operating the countercyclical capital buffer 2010-12-16T10:01:00Z BIS capital adequacy basel iii liquidity standards national buffer PDF version http://www.bis.org/publ/bcbs187.pdf December 2010 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs180.htm Abstract of "Calibrating regulatory minimum capital requirements and capital buffers: a top-down approach", October 2010 Calibrating regulatory minimum capital requirements and capital buffers: a top-down approach 2010-10-26T14:00:00Z Calibrating regulatory minimum capital requirements and capital buffers: a top-down approach 2010-10-26T14:00:00Z BIS bank capital leverage ratio basel iii calibration minimum requirements risk weighted assets PDF version http://www.bis.org/publ/bcbs180.pdf October 2010 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs179.htm Abstract of "The Basel Committee's response to the financial crisis: report to the G20", October 2010 The Basel Committee's response to the financial crisis: report to the G20 2010-10-19T08:00:00Z The Basel Committee's response to the financial crisis: report to the G20 2010-10-19T08:00:00Z BIS financial crisis G20 regulatory reform PDF version http://www.bis.org/publ/bcbs179.pdf October 2010 Bank for International Settlements: BCBS Publications http://www.bis.org/publ/bcbs173.htm Abstract of the "An assessment of the long-term economic impact of stronger capital and liquidity requirements" by the Basel Committee on Banking Supervision, August 2010. An assessment of the long-term economic impact of stronger capital and liquidity requirements 2010-08-18T08:00:00Z An assessment of the long-term economic impact of stronger capital and liquidity requirements 2010-08-18T08:00:00Z BIS banking crises economic cost PDF version http://www.bis.org/publ/bcbs173.pdf August 2010 Bank for International Settlements: BCBS Publications