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Basel III Monitoring Report March 2016

“This report presents the results of its latest Basel III monitoring exercise. The Committee established a rigorous reporting process to regularly review the implications of the Basel III standards for banks, and it has published the results of previous exercises since 2012. Data have been provided for a total of 230 banks, comprising 101 largeContinue Reading

Information on global systemically important banks published by the Basel Committee

“In conjunction with today’s publication by the Financial Stability Board of the updated list of global systemically important banks (G-SIBs), the Basel Committee on Banking Supervision has released further information. This information includes: •    a list of all the banks in the assessment sample; •    the denominators used to calculate the scores for banks inContinue Reading

Frequently asked questions on the Basel III Countercyclical Capital Buffer

Frequently asked questions on the Basel III Countercyclical Capital Buffer – October 2015 “To promote consistent implementation of the Basel III countercyclical capital buffer, the Basel Committee on Banking Supervision has issued frequently asked questions and other supporting information. The information published today includes a list of all prevailing and pre-announced buffers, as well asContinue Reading

Ninth progress report on adoption of Basel regulatory framework

Ninth progress report on adoption of the Basel regulatory framework, October 2015 “This updated Progress report on adoption of the Basel regulatory framework provides a high-level view of Basel Committee members’ progress in adopting Basel III regulations as of end-September 2015. The report focuses on the status of domestic rule-making processes to ensure that theContinue Reading

Basel III Monitoring Report

“This report presents the results of the Basel Committee’s latest Basel III monitoring exercise. The study is based on the rigorous reporting process set up by the Committee to periodically review the implications of the Basel III standards for banks. The results of previous exercises in this series were published in March 2015, September 2014,Continue Reading

Basel III: The standardised approach for measuring counterparty credit risk exposures

“The Basel Committee on Banking Supervision has received a number of interpretation questions related to the Standardised Approach for measuring counterparty credit risk (SA-CCR), as published in March 2014 (and revised in April 2014). The SA-CCR will replace both current non-internal model approaches, the Current Exposure Method (CEM) and the Standardised Method (SM). To help ensureContinue Reading

Eighth progress report on adoption of Basel regulatory framework

“This updated Progress report on adoption of the Basel regulatory framework provides a high-level view of Basel Committee members’ progress in adopting Basel II, Basel 2.5 and Basel III standards as of end-March 2015. The report focuses on the status of domestic rule-making processes to ensure that the Basel standards are transformed into national lawContinue Reading

Basel III Framework: The Net Stable Funding Ratio

Via Harvard Law School – Editor’s Note: “Barnabas Reynolds is head of the global Financial Institutions Advisory & Financial Regulatory Group at Shearman & Sterling LLP. This post is based on a Shearman & Sterling client publication by Mr. Reynolds and Azad Ali. The complete publication, including annex, is available here.” “A key element ofContinue Reading

BCBS assessment of Basel III implementation in EU and US

Freshfields: “The Basel Committee on Banking Supervision (BCBS) has assessed the implementation of the Basel capital framework in the nine EU Member States that are members of BCBS and the US.  The assessments were conducted under the BCBS’ regulatory consistency assessment programme (RCAP), which assesses the consistency and completeness of a jurisdiction’s adopted standards andContinue Reading

Impact and implementation challenges of Basel framework for emerging market, developing and small economies

BCBS Working Papers No 27, November 2014: “This Working Paper assesses the potential impact and implementation challenges of specific standards issued by the Basel Committee in the context of emerging market, developing and small economies. Additionally, it outlines practical steps that can be taken by authorities in these jurisdictions to implement global standards and enhanceContinue Reading

G20 reports – Basel Committee

Reducing excessive variability in banks’ regulatory capital ratios – “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 regulatoryContinue Reading

Basel capital framework national discretions

“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 CommitteeContinue Reading