From Open Risk Manual


BCBS D356 is a document published by the Basel Committee on Banking Supervision on March 2016 in the Macroprudential category.


Pillar 3 disclosure requirements – consolidated and enhanced framework - consultative document.


Pillar 3 of the Basel framework seeks to promote market discipline through regulatory disclosure requirements. The proposed enhancements issued in this consultative document build on revisions to the Pillar 3 disclosure requirements that the Committee finalised in January 2015. Taken together, they form the consolidated and enhanced Pillar 3 framework. The proposals in this consultative document include:

  • the addition of a "dashboard" of key metrics,
  • disclosure of hypothetical risk-weighted assets calculated based on the Basel framework's standardised approaches, and
  • enhanced granularity for disclosure of prudent valuation adjustments.

The proposals also incorporate additions to the Pillar 3 framework to reflect ongoing reforms to the regulatory framework. These include, disclosure requirements for:

  • the total loss-absorbing capacity (TLAC) regime for global systemically important banks,
  • the proposed operational risk framework, and
  • the final standard for market risk.

The Committee welcomes comments from both Pillar 3 users and preparers on the proposals described in this consultative document herebyFriday 10 June 2016. All comments will be published on thewebsite of the Bank for International Settlements unless a respondent specifically requests confidential treatment.

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