Basel Committee on Banking Supervision

The High-level results and cumulative impact dashboard shows banks' overall capital ratios, RWA, shortfall, liquidity and leverage metrics and their possible interactions in a condensed manner. It also highlights the impact of final Basel III on minimum required capital and provides details on the sample composition.

The Risk-based capital ratios dashboard shows the development of risk-based capital ratios as well as the level and composition of different tiers of regulatory capital. It provides information on profits, dividends and capital raised by the banks and an explainer on the various Basel frameworks related to capital.

The Leverage ratio dashboard shows the development of the leverage ratio, the components of the exposure measure and the impact of the final Basel III framework.

The Credit risk dashboard shows the impact of the final Basel III framework on credit risk MRC, the composition of credit risk RWA, average risk weights and risk parameters for exposures under the IRB approach.

The Securitisation dashboard shows the development of securitisation exposures and RWA by bank role and STC classification.

The Counterparty credit risk dashboard shows the impact of the revised CCR capital requirements relative to the current standard and highlights the contribution of different approaches to exposures and RWA.

The Credit Valuation Adjustments risk dashboard shows the impact of the revised CVA risk capital requirements relative to the current standard and highlights the contribution of different approaches to RWA and SA-CVA capital requirements by risk class.

The Market risk dashboard shows the overall share of minimum required capital for market risk under current rules, as well as the impact of moving to the revised standards published in 2019. The dashboard also covers the evolution of the ratio between stressed value-at-risk and current value-at-risk under current rules.

The Operational risk dashboard shows the evolution of minimum required capital for operational risk for current and final standards, together with the loss evolution since 2012.

The Liquidity Coverage Ratio dashboard shows the development of the LCR, its components and related shortfalls since end-2012.

The Net Stable Funding Ratio dashboard shows the development of the NSFR, its components and related shortfalls since end-2012. Data are consistently based on the final NSFR framework released in October 2014 since the June 2015 reporting date.

The Crypto dashboard shows banks' prudential exposures and assets under custody broken down by the top instruments, underlying and activities.

The Impact assessment archive dashboard showcases historical results on how the final Basel III standards have affected banks' minimum required capital for different types of risks.