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Large Exposures Framework
..., i.e., no form of concentration risk is considered in calculating capital requirements. This is explained in more detail in the [[Basel_II_Advanced_IRB_Capital_Mo To serve as a backstop to risk-based capital requirements, the large exposures framework is designed so that the maximum possible los

4 KB (660 words) - 14:25, 27 May 2019
Model Risk
* Regulatory view of model risk and minimum capital requirements.

7 KB (1,077 words) - 19:50, 11 March 2024
Credit Score
...may feed into calculations of regulatory capital which determines minimum requirements for a bank's own funds (equity capital)

5 KB (780 words) - 15:23, 6 November 2021
Trading Book
== Capital Requirements for Market Risk == ...books are subject to minimum capital requirements for [[Market Risk]]<ref>Minimum capital

2 KB (293 words) - 21:31, 1 November 2021
ICAAP
...k Capital]] to support its risks beyond the minimum [[Regulatory Capital]] requirements stipulated under [[Pillar I]].<ref>Basel Committee on Banking Supervision,

3 KB (369 words) - 12:39, 25 September 2020
Risk Culture
...difference towards the "spirit of the law". This can range from a "minimum requirements" compliance attitude, to "hyper-compliance", where every requirement is met ...cting on their views may lead to penalties or be simply ignored. A minimum requirements culture is then seen as a safe haven

6 KB (952 words) - 21:42, 31 March 2021
Gap Risk
...mall change in the price of the underlying instrument.<ref>Minimum capital requirements for market risk, BCBS D352</ref>

491 bytes (73 words) - 18:36, 28 January 2020
Correlation Risk
...the value of an instrument with multiple underlyings. <ref>Minimum capital requirements for market risk, BCBS D352</ref>

702 bytes (95 words) - 11:45, 3 June 2017
Behavioural Risk
...l risk if the right to call lies with a retail client <ref>Minimum capital requirements for market risk, BCBS D352</ref>

868 bytes (127 words) - 13:56, 1 December 2022
Smile Risk
...same underlying and maturity, but different moneyness<ref>Minimum capital requirements for market risk, BCBS D352</ref>

434 bytes (59 words) - 18:38, 28 January 2020
Solvency Stress Test
...ons, solvency is with reference to the firm's regulatory minimum own funds requirements. <ref>EBA/CP/2016/28</ref> ...performed by means of projecting the institution’s capital resources and requirements, highlighting the institution’s vulnerabilities and assessing its capacit

672 bytes (89 words) - 18:43, 28 January 2020
Liquidity Stress Test
...quidity position of an institution, including on its minimum or additional requirements<ref>EBA/CP/2016/28</ref>

394 bytes (50 words) - 18:44, 28 January 2020
SREP
...should have the ability to require banks to hold capital in excess of the minimum. ...k to intervene at an early stage to prevent capital from falling below the minimum levels required to support the risk characteristics of a particular bank an

8 KB (1,117 words) - 15:00, 5 February 2020
Credit Scorecard Business Requirements
'''Credit Scorecard Business Requirements''' is the set of objectives and constraints set by an organization in the c Indicatively such requirements may specify:

2 KB (310 words) - 21:01, 11 September 2020
Cure Rate
...riod applied to determine cure rates should be 12 months (aligned with the minimum cure period defined in<ref>EBA: Implementing Technical Standards (ITS) on s In applying these requirements, the following should be taken into account:

7 KB (1,026 words) - 12:28, 9 June 2021
EBA 2018 Credit Risk Stress Test
...of REA (risk-weighted exposure amounts), banks should adhere to regulatory requirements based on stressed regulatory risk parameters === Reporting Requirements ===

12 KB (1,891 words) - 18:43, 4 May 2018
Downturn LGD
== Regulatory Requirements == The calculation of downturn LGD is subject to specific requirements<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref>

6 KB (861 words) - 18:45, 7 November 2019
Data Maintenance Requirements
...orting, '''Data Maintenance Requirements''' refers to the legally required minimum standards around IT systems and process to ensure compliance == ECB TRIM Requirements for the management of IRB data ==

1 KB (175 words) - 22:44, 18 November 2018
Realised LGD
...ere such estimates are used among others for the determination of own fund requirements<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref> . == ECB TRIM Requirements ==

15 KB (2,397 words) - 10:24, 14 May 2021
How to Build an SME Credit Scorecard
[[Statistical Models]] have minimum requirements on data availability and [[Data Quality]]. In the absence of available data ...ents of all regulatory bodies involved. This may place constraints on data requirements, model explainability etc.

9 KB (1,305 words) - 17:41, 8 September 2020
EU Sustainable Finance Taxonomy
...lly adopted by the European Parliament and Council in April 2019, sets out requirements for financial market participants in relation to the disclosure of sustaina # Member States or the EU when adopting measures or setting requirements on market actors in respect to financial products or corporate bonds that a

8 KB (1,129 words) - 13:41, 12 August 2021
Futures Trading Margin
...tinuously under review: at times of high market volatility, initial margin requirements can be raised. Notes from Investopedia

2 KB (253 words) - 11:08, 8 October 2019
Exchange Specific Share
...m share price and a minimum number of shareholders. Exchanges have listing requirements to ensure that only high quality securities are traded on them and to uphol

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Model Risk Management
...ne and (where available) are driven by regulatory requirements focusing on minimum standards

1 KB (152 words) - 17:08, 3 November 2019
STS Criterion 29. Credit events
* Failure to pay of the underlying obligor, defined to encompass at a minimum the circumstances defined in Article 178 (1)(b) of the CRR; * Bankruptcy of the underlying obligor, defined to encompass at a minimum the circumstances defined in Article 178 (3)(e) and (f) of the CRR;

3 KB (485 words) - 20:46, 12 November 2019
STS Criterion 30. Credit protection payments
...e corresponding underlying exposures in order to determine the IRB capital requirements on the originator for such underlying exposure according to the CRR. Where ...y regimes, it is important from the originator’s perspective to ensure a minimum degree of timeliness in credit protection payments in all circumstances. Fo

5 KB (797 words) - 14:29, 29 March 2021
STS Criterion 33. Verification agent
...the originator at the outset of the transaction, in order to verify, at a minimum, the following points for each of the underlying exposures in relation to w ...vide to the verification agent all the necessary information to verify the requirements set out in the first paragraph.

3 KB (390 words) - 20:46, 12 November 2019
Sustainable Real Estate
...sion buildings as eligible under the mitigation criteria, considering as a minimum benchmark the top performing 15% of the stock as representative of the best ...rating Taxonomy eligibility, DNSH criteria have been established to ensure minimum safeguards across the building life cycle by adopting EU and international

8 KB (1,165 words) - 12:14, 4 October 2023
Equator Principles
...adhere to specific disclosure requirements. Clients must ensure that at a minimum relevant summaries are available online. The lender will at least annually ...here would be a clear conflict between applicable laws and regulations and requirements set out in the Equator Principles including confidentiality obligations, th

8 KB (1,160 words) - 18:04, 15 June 2023
Pillar II Glossary
...lationship between Pillar 2 capital expectations, Pillar 1 minimum capital requirements and Basel III buffers. This often has important implications for how automa ...tured or not fully captured under the Pillar 1 requirements of the Capital Requirements Regulation (CRR). Binding Pillar 2 capital expectations. These are publicly

3 KB (460 words) - 15:13, 5 February 2020
Business Continuity Glossary
...description of work that is performed to accomplish the specific business requirements of the organization. Examples of business function include delivering raw m ...This timeline may range from minutes to weeks, depending upon the recovery requirements and methodology.

90 KB (12,017 words) - 15:01, 10 August 2021
BCBS 258
...), a proposed framework for measuring and controlling large exposures, and minimum liquidity and funding standards. The Committee has also introduced a compre ...apital, improved risk coverage, capital buffers, and liquidity and funding requirements) in accordance with the internationally-agreed transition period deadlines

5 KB (796 words) - 11:45, 26 March 2021
Credit Risk Policy
* requirements for the handling of information and data needed for the creditworthiness as * requirements for the creditworthiness assessment, including a sensitivity analysis, as r

7 KB (921 words) - 22:02, 25 October 2021
Statistical Models for Valuation
== EBA Requirements<ref>EBA, Guidelines on loan origination and monitoring EBA/GL/2020/06</ref> ...proven track record, property-specific variables considered, the use of minimum available and accurate information, and models’ uncertainty.

2 KB (261 words) - 17:37, 4 June 2020
Equator Principle 3
...ble standards. The applicable standards (as described above) represent the minimum standards required by the EPFI. ...l standards relevant to specific risks of the Project and apply additional requirements.

2 KB (318 words) - 15:17, 16 March 2021
Equator Principle 10
...'''Reporting and Transparency'''. Those concern both the borrower (client) requirements and the lender involved in [[Project Finance]] === Client Reporting Requirements ===

2 KB (267 words) - 18:11, 15 June 2023
Co-Origination of Loans
* Sharing of Risk and Rewards: Minimum 20% of the [[Credit Risk]] by way of direct [[Exposure]] shall be on NBFC's ...nding. The lenders shall be entitled to independently assess the risks and requirements of the applicant borrowers. The [[Loan Agreement]] would be tripartite in n

4 KB (677 words) - 22:24, 27 September 2021
How to Create a Credit Risk Rating System
...ormally regulated as a financial intermediary? This determines the minimum requirements from a regulatory perspective and fixes the applicable rules in a given jur

2 KB (296 words) - 12:24, 22 February 2021
Credit Rating Agency Default Definition
...aptured within CEREP default statistics in accordance with CEREP reporting requirements.A default of a sovereign marked as ?default? is defined as a situation when ...aptured within CEREP default statistics in accordance with CEREP reporting requirements.

26 KB (4,104 words) - 12:30, 9 June 2021
ISCO Unit Group 1324 Supply Distribution And Related Managers
(b) preparing and implementing plans to maintain required stock levels at minimum cost; (c) negotiating contracts with suppliers to meet quality, cost and delivery requirements;

3 KB (352 words) - 11:56, 26 February 2021
BCBS 107
...the details of the agreed Framework for measuring capital adequacy and the minimum standard to be achieved which the national supervisory authorities represen ...e welcomed the concept and rationale of the three pillars (minimum capital requirements, supervisory review, and market discipline) approach on which the revised F

20 KB (3,034 words) - 11:39, 26 March 2021
BCBS 109
...ountry's performance relative to the chosen standards, consistent with the requirements of the Basel Committee's Core Principles for Effective Banking Supervision ...pline components of the new Framework even if the Basel II minimum capital requirements are not fully implemented by the implementation date. National supervisors

5 KB (748 words) - 11:39, 26 March 2021
BCBS 111
...Standards: a Revised Framework describes a more comprehensive measure and minimum standard for capital adequacy that national supervisory authorities represe ...led, seeks to improve on the existing rules by aligning regulatory capital requirements more closely to the underlying risks that banks face. In addition, the Revi

7 KB (1,008 words) - 11:43, 26 March 2021
BCBS 116
...Standards: a Revised Framework2 describes a more comprehensive measure and minimum standard for capital adequacy that national supervisory authorities represe ...led, seeks to improve on the existing rules by aligning regulatory capital requirements more closely to the underlying risks that banks face. In addition, the Revi

6 KB (932 words) - 11:43, 26 March 2021
BCBS 118
...the details of the agreed Framework for measuring capital adequacy and the minimum standard to be achieved which the national supervisory authorities represen ...e welcomed the concept and rationale of the three pillars (minimum capital requirements, supervisory review, and market discipline) approach on which the revised F

19 KB (2,931 words) - 12:29, 26 March 2021
BCBS 121
...g framework. This paper is not intended to set forth additional accounting requirements for provisions for loan losses beyond those established by accounting stand ...nition and measurement of loan losses, undermine the usefulness of capital requirements and hamper proper assessment and control of a bank's credit risk exposure.

7 KB (1,077 words) - 11:43, 26 March 2021
BCBS 128
<td> The First Pillar - Minimum Capital Requirements</td>

3 KB (386 words) - 14:45, 9 April 2021
BCBS 148
...VaR requirement will help reduce the procyclicality of the minimum capital requirements for market risk.

3 KB (471 words) - 11:43, 26 March 2021
BCBS 15
...or calculating capital requirements, subject to the fulfillment of certain minimum standards

2 KB (274 words) - 11:43, 26 March 2021
BCBS 150
<h3>Enhancements to Pillar 1 (minimum capital requirements)</h3> ...he capital regime. In response, the Committee proposes to increase capital requirements for liquidity lines extended to support asset-backed commercial paper (ABCP

7 KB (993 words) - 11:43, 26 March 2021
BCBS 157
...ing the treatment for certain securitisations in Pillar 1 (minimum capital requirements). It is introducing higher risk weights for resecuritisation exposures to b The Pillar 3 (market discipline) requirements have been strengthened in several key areas, including:

4 KB (539 words) - 11:44, 26 March 2021
BCBS 158
...bject to strict qualitative minimum requirements as well as stress testing requirements. These measures will reduce the incentive for regulatory arbitrage between ...equirement will also help reduce the procyclicality of the minimum capital requirements for market risk.

3 KB (446 words) - 11:44, 26 March 2021
BCBS 164
...e derivatives and financing channel. The strengthened counterparty capital requirements also will increase incentives to move OTC derivative exposures to central c ...ted so that it serves as a credible supplementary measure to the riskbased requirements, taking into account the forthcoming changes to the Basel II framework.</li

11 KB (1,648 words) - 11:44, 26 March 2021
BCBS 173
...essment of the long-term economic impact of stronger capital and liquidity requirements''. ...e macroeconomic impact of the transition to stronger capital and liquidity requirements", the interim report of the joint FSB-BCBS Macroeconomic Assessment Gr

4 KB (626 words) - 11:44, 26 March 2021
BCBS 174
Minimum requirements to ensure loss absorbency at the point of non-viability (published on 13 Ja

3 KB (399 words) - 11:44, 26 March 2021
BCBS 180
''Calibrating regulatory minimum capital requirements and capital buffers: a top-down approach''. ...g group to conduct a "top-down" assessment of the overall level of capital requirements that should be held within the banking system. The working group was tasked

3 KB (355 words) - 11:44, 26 March 2021
BCBS 186
...1 capital ratio (CET1) of Group 1 banks was 5.7%, as compared with the new minimum requirement of 4.5%. For Group 2 banks, the average CET1 ratio stood at 7.8 Relative to a 7% CET1 level, which includes both the 4.5% minimum requirement and the 2.5% capital conservation buffer, the Committee estimat

9 KB (1,436 words) - 11:44, 26 March 2021
BCBS 187
...1 capital ratio (CET1) of Group 1 banks was 5.7%, as compared with the new minimum requirement of 4.5%. For Group 2 banks, the average CET1 ratio stood at 7.8 Relative to a 7% CET1 level, which includes both the 4.5% minimum requirement and the 2.5% capital conservation buffer, the Committee estimat

9 KB (1,415 words) - 11:44, 26 March 2021
BCBS 188
...1 capital ratio (CET1) of Group 1 banks was 5.7%, as compared with the new minimum requirement of 4.5%. For Group 2 banks, the average CET1 ratio stood at 7.8 Relative to a 7% CET1 level, which includes both the 4.5% minimum requirement and the 2.5% capital conservation buffer, the Committee estimat

9 KB (1,428 words) - 11:44, 26 March 2021
BCBS 189
<li>increasing the level of capital requirements to ensure that banks are sufficiently resilient to withstand losses in time ...ss leverage in the banking system and complement the risk-weighted capital requirements.</li>

4 KB (567 words) - 17:26, 8 June 2021
BCBS 193
...bject to strict qualitative minimum requirements as well as stress testing requirements. These measures will reduce the incentive for regulatory arbitrage between ...equirement will also help reduce the procyclicality of the minimum capital requirements for market risk.

4 KB (631 words) - 11:44, 26 March 2021
BCBS 213
...y have been upgraded to essential criteria that represent minimum baseline requirements for all countries.

6 KB (808 words) - 11:44, 26 March 2021
BCBS 216
...ividual jurisdiction's domestic regulations with the international minimum requirements defined by the Basel Committee. By identifying domestic regulations and pro

3 KB (447 words) - 11:44, 26 March 2021
BCBS 230
...y have been upgraded to essential criteria that represent minimum baseline requirements for all countries.

5 KB (778 words) - 11:55, 26 March 2021
BCBS 245
...ect to such transactions and would consider imposing a globally harmonised minimum capital Pillar 1 requirement if necessary. After further consideration, the

3 KB (439 words) - 11:45, 26 March 2021
BCBS 270
''Basel III leverage ratio framework and disclosure requirements''. ...emiannual basis in order to assess whether the design and calibration of a minimum Tier 1 leverage ratio of 3% is appropriate over a full credit cycle and for

6 KB (825 words) - 11:45, 26 March 2021
BCBS 289
...ernationally active banks now meet the BaselIII risk-based capital minimum requirements, and capital shortfalls have been further reduced relative to the target le ...up 2 banks included in the sample is estimated at 2.0 billion for the CET1 minimum of 4.5% and 9.4 billion for a CET1 target level of 7.0%. This represents a

5 KB (697 words) - 11:45, 26 March 2021
BCBS 4 A
...which sets down the agreement among the G-10 central banks to apply common minimum capital standards to their banking industries, to be achieved by end-year 1 ...ave been published. The fifth amendment, which introduces parallel capital requirements for market risk, does not include language to amend the 1988 text. This ame

2 KB (355 words) - 11:46, 26 March 2021
BCBS 50
...ss, and effective use of market discipline. With regard to minimum capital requirements, the Committee recognises that a modified version of the existing Accord sh

2 KB (322 words) - 11:46, 26 March 2021
BCBS 80
...e third pillar of the New Basel Capital Accord, along with minimum capital requirements (Pillar 1) and the supervisory review process (Pillar 2). In January 2001, ...ommittee will continue monitoring disclosure practices in the light of the requirements and recommendations in the New Basel Capital Accord. This will help encoura

6 KB (872 words) - 11:46, 26 March 2021
BCBS C313
...he Concordat itself, the recommendations are not designed as minimum legal requirements. Rather, they are a statement of best practice which all members have under

3 KB (352 words) - 11:47, 26 March 2021
BCBS D296
...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 des The agreed methodology also requires banks to disclose, at a minimum, the 12 indicators used. However, given the potential for the use of superv

4 KB (599 words) - 11:47, 26 March 2021
BCBS D300
...Member State level. It concluded that eight of the 14 components meet all minimum provisions of the relevant Basel standards and these were therefore graded

3 KB (475 words) - 11:47, 26 March 2021
BCBS D309
''Revised Pillar 3 disclosure requirements''. ...el-based approaches that banks use to calculate minimum regulatory capital requirements.

3 KB (455 words) - 11:47, 26 March 2021
BCBS D312
...rnationally active banks now meet the Basel III risk-based capital minimum requirements. Moreover, capital shortfalls relative to the higher target levels have bee ...up 2 banks included in the sample is estimated at 0.1 billion for the CET1 minimum of 4.5% and 1.8 billion for a CET1 target level of 7.0%. This represents a

5 KB (723 words) - 11:47, 26 March 2021
BCBS D319
...ion of a uniformly applied Pillar1 measure for calculating minimum capital requirements, which would have the benefit of promoting greater consistency, transparenc

3 KB (437 words) - 11:47, 26 March 2021
BCBS D334
...internationally active banks meet the BaselIII risk-based capital minimum requirements as well as the Common Equity Tier 1 (CET1) target level of 7.0% (plus the s ...no capital shortfall for Group 2 banks included in the sample for the CET1 minimum of 4.5%. For a CET1 target level of 7.0%, the shortfall narrowed from 1.8 b

5 KB (745 words) - 11:47, 26 March 2021
BCBS D343
...scriptiveness is required for using the STC criteria in regulatory capital requirements, the Committee proposes to supplement the July 2015 STC criteria with addit ...of the transactions. The Committee is proposing to reduce minimum capital requirements for such STC securitisations by reducing the risk weight floor for senior e

4 KB (528 words) - 11:47, 26 March 2021
BCBS D352
''Minimum capital requirements for Market Risk''.

3 KB (496 words) - 11:47, 26 March 2021
BCBS D354
...s meet the BaselIII risk-based capital minimum Common Equity Tier 1 (CET1) requirements as well as the target level of 7.0% (plus the surcharges on global systemic ...no capital shortfall for Group 2 banks included in the sample for the CET1 minimum of 4.5%. For a CET1 target level of 7.0%, the shortfall has narrowed from 1

5 KB (701 words) - 11:48, 26 March 2021
BCBS D362
...prove comparability; and (ii) address excessive variability in the capital requirements for credit risk. Specifically, the Basel Committee proposes to: <li>adopt exposure-level, model-parameter floors to ensure a minimum level of conservatism for portfolios where the IRB approaches remain availa

3 KB (465 words) - 11:48, 26 March 2021
BCBS D374
...e transactions, and thereby warrants a modest reduction in minimum capital requirements for STC securitisations. The Committee consulted in November 2015 on a prop

3 KB (464 words) - 11:48, 26 March 2021
BCBS D378
...s meet the BaselIII risk-based capital minimum Common Equity Tier 1 (CET1) requirements as well as the target level of 7.0% (plus the surcharges on global systemic ...no capital shortfall for Group 2 banks included in the sample for the CET1 minimum of 4.5%. For a CET1 target level of 7.0%, the shortfall remained constant a

5 KB (697 words) - 11:48, 26 March 2021
BCBS D387
...ct at the same time as the minimum TLAC requirements for each G-SIB. These requirements are set out in the Financial Stability Board's TLAC standard for G-SIBs. Th

3 KB (418 words) - 19:38, 29 April 2021
BCBS D395
''Frequently asked questions on market risk capital requirements''. ...for market risk. To promote consistent global implementation of those requirements, the Committee has agreed to periodically review frequently asked questions

2 KB (278 words) - 11:48, 26 March 2021
BCBS D397
...ending 30June 2016 was 263 billion. In addition, applying the 2022 minimum requirements for Total Loss-Absorbing Capacity (TLAC), 18 of the G-SIBs in the sample ha ...00%, while all Group1 and Group2 banks reported an LCR at or above the 70% minimum requirement that was in place for 2016.

5 KB (745 words) - 11:48, 26 March 2021
BCBS D408
''Simplified alternative to the standardised approach to market risk capital requirements''. ...dels approach and a standardised approach to measuring market risk capital requirements.

4 KB (519 words) - 11:48, 26 March 2021
BCBS D416
...31 December 2016 was 239.5 billion. In addition, applying the 2022 minimum requirements for Total Loss-Absorbing Capacity (TLAC), 12 of the G-SIBs in the sample ha ...%, while all Group 1 and Group 2 banks reported an LCR at or above the 70% minimum requirement that was in place for 2016.

5 KB (682 words) - 11:48, 26 March 2021
BCBS D433
...ing 30 June 2017 was 212.8 billion. In addition, applying the 2022 minimum requirements for Total Loss-Absorbing Capacity (TLAC), 10 of the G-SIBs in the sample ha ...R that met or exceeded 100%. All banks reported an LCR at or above the 90% minimum requirement that will be in place for 2018.

5 KB (684 words) - 11:49, 26 March 2021
BCBS D436
''Revisions to the minimum capital requirements for market risk - consultative document, March 2018''. ...el Committee on Banking Supervision published the standard Minimum capital requirements for market risk.

3 KB (440 words) - 11:49, 26 March 2021
BCBS D437
''Frequently asked questions on market risk capital requirements, March 2018''. ...ents for market risk. To promote consistent global implementation of those requirements, the Committee has agreed to periodically review frequently asked questions

2 KB (321 words) - 11:49, 26 March 2021
BCBS D442
...ort-term securitisations will receive the same modest reduction in capital requirements as other STC term securitisations. ...blic consultation conducted in July 2017. Changes made include setting the minimum performance history for non-retail and retail exposures at five years and t

3 KB (456 words) - 17:13, 30 June 2021
BCBS D449
The final Basel III minimum requirements are expected to be implemented by 1 January 2022 and fully phased in by 1 J For Group 1 banks, the Tier 1 minimum required capital (MRC) would increase by 3.6% following full phasing-in of

3 KB (500 words) - 11:49, 26 March 2021
BCBS D455
''Pillar 3 disclosure requirements - updated framework''. ...vision has published today updated Pillar 3 disclosure requirements. These requirements, together with the updates published in January 2015 and March 2017, comple

3 KB (470 words) - 11:49, 26 March 2021
BCBS D456
''Consultative document - Revisions to leverage ratio disclosure requirements''. ...and a set of public disclosure requirements. For the purpose of disclosure requirements, banks must report the leverage ratio on a quarter-end basis or, subject to

3 KB (433 words) - 11:49, 26 March 2021
BCBS D457
''Minimum capital requirements for market risk''. The Minimum capital requirements for market riskreplaces an earlier version of the standard as publishe

4 KB (645 words) - 09:51, 31 March 2021
BCBS D461
...mainly to higher levels of eligible capital. For Group 1 banks, the Tier 1 minimum required capital (MRC) would increase by 5.3% following full phasing-in of ...equirements, total loss-absorbing capacity (TLAC)and Basel III's liquidity requirements.

4 KB (559 words) - 11:49, 26 March 2021
BCBS D465
...tal objective of the Committee's work was to reinforce the minimum capital requirements of the first pillar with a robust implementation of the second pillar. This

2 KB (344 words) - 11:49, 26 March 2021
BCBS D467
...counterparty credit risk exposures (SA-CCR) as used for risk-based capital requirements. This treatment will permit both cash and non-cash forms of segregated init ...to the version of the leverage ratio standard that serves as the Pillar 1 minimum capital requirement as of 1 January 2022.

3 KB (479 words) - 11:49, 26 March 2021
BCBS D468
''Revisions to leverage ratio disclosure requirements''. ...on Revisions to leverage ratio disclosure requirements sets out additional requirements for banks to disclose their leverage ratios based on quarter-end and on dai

3 KB (367 words) - 11:49, 26 March 2021