MAR: Past & future changes to the Basel Framework

Browse changes to chapters below or use the time traveller link ( ) to view the framework as it was or will be on the date the below changes became or will become effective.

First version in the format of the consolidated framework updated to take account of the revised implementation date announced on 27 March 2020. Also, cross references to the securitisation chapters updated to include a reference to the chapter on NPL securitisations (CRE45) published on 26 November 2020.

Changes to give effect to the target revisions to the CVA framework published on the 8 July 2020.

Updated to include the following FAQ: MAR31.13 FAQ2.

Updated to include the following FAQ: MAR33.5 FAQ4.

Reflects revisions in the standardised and internal models approach for market risk, including the shift to an expected shortfall measure. Also reflects the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework updated to take account of the revised implementation date announced on 27 March 2020.

Introduces a revised approach based on expanded use of sensitivities as set out in the January 2019 market risk publication and updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020. 

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020.

More rigorous model approval process that enables supervisors to remove internal modelling permission for individual trading desks. Updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework updated to take account of the revised implementation date announced on 27 March 2020.

New framework that is more risk-sensitive, more robust and consistent with revisions to the market risk requirements, updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020.

Reflects revisions to internal models approach and updated to take account of the revised implementation date announced on 27 March 2020.

Reflects revisions in the standardised and internal models approach for market risk, including the shift to an expected shortfall measure.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

Introduces a revised approach based on expanded use of sensitivities as set out in the January 2019 market risk publication.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

More rigorous model approval process that enables supervisors to remove internal modelling permission for individual trading desks.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

New framework that is more risk-sensitive, more robust and consistent with revisions to the market risk requirements.

First version in the format of the consolidated framework.

Reflects revisions to internal models approach.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework updated to take account of the revised implementation date announced on 27 March 2020. Also, cross references to the securitisation chapters updated to include a reference to the chapter on NPL securitisations (CRE45) published on 26 November 2020.

Changes to give effect to the target revisions to the CVA framework published on the 8 July 2020.

Updated to include the following FAQ: MAR31.13 FAQ2.

Updated to include the following FAQ: MAR33.5 FAQ4.

Reflects revisions in the standardised and internal models approach for market risk, including the shift to an expected shortfall measure. Also reflects the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework updated to take account of the revised implementation date announced on 27 March 2020.

Introduces a revised approach based on expanded use of sensitivities as set out in the January 2019 market risk publication and updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020. 

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020.

More rigorous model approval process that enables supervisors to remove internal modelling permission for individual trading desks. Updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework updated to take account of the revised implementation date announced on 27 March 2020.

New framework that is more risk-sensitive, more robust and consistent with revisions to the market risk requirements, updated to take account of the revised implementation date announced on 27 March 2020.

First version in the format of the consolidated framework, updated to take account of the revised implementation date announced on 27 March 2020.

Reflects revisions to internal models approach and updated to take account of the revised implementation date announced on 27 March 2020.

Reflects revisions in the standardised and internal models approach for market risk, including the shift to an expected shortfall measure.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

Introduces a revised approach based on expanded use of sensitivities as set out in the January 2019 market risk publication.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

More rigorous model approval process that enables supervisors to remove internal modelling permission for individual trading desks.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

New framework that is more risk-sensitive, more robust and consistent with revisions to the market risk requirements.

First version in the format of the consolidated framework.

Reflects revisions to internal models approach.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.

First version in the format of the consolidated framework.