Governors and Heads of Supervision announce deferral of Basel III implementation to increase operational capacity of banks and supervisors to respond to Covid-19

The Basel Committee's oversight body, the Group of Central Bank Governors and Heads of Supervision (GHOS), has endorsed a set of measures to provide additional operational capacity for banks and supervisors to respond to the immediate financial stability priorities resulting from the impact of the coronavirus disease (Covid-19) on the global banking system. The measures [...]

Governors and Heads of Supervision announce deferral of Basel III implementation to increase operational capacity of banks and supervisors to respond to Covid-192020-09-29T06:34:14+00:00

Market risk capital framework and Basel Committee work programme finalised by Governors and Heads of Supervision

On Monday January 14th, 2019 the Group Central Bank Governors and Heads of Superivison (GHOS) have endorsed a couple of revisions to the market risk framework and the Committee’s strategic priorities and work programme for 2019. Revisions to the market risk framework The revisions apply to the design and calibration of the market risk framework. [...]

Market risk capital framework and Basel Committee work programme finalised by Governors and Heads of Supervision2019-01-29T13:07:42+00:00

The Basel Committee releases Basel IV Regulatory Reforms

On 7 December 2017, the Basel Committee of Banking Supervisors (BCBS) issued the last elements of the Basel III (also referred to as Basel IV) guidelines on bank capital reforms. The revision aims to restore credibility in the calculation of risk-weighted assets (RWAs) and to improve the comparability of capital ratios. As stated before by [...]

The Basel Committee releases Basel IV Regulatory Reforms2017-12-08T13:38:06+00:00

Basel IV: The Evolution

The Basel Committee on Banking Supervision is revising methodologies for the determination of capital requirements. While rules introduced by Basel III increased the amount of capital that banks must hold, recent developments proved that even stricter rules should be applied. This is where the Basel IV framework was introduced. In 'The evolution of Basel IV: [...]

Basel IV: The Evolution2017-07-14T10:13:17+00:00

The Basel Committee issues revised standards for Interest Rate Risk in the Banking Book

On April 21st 2016 The Basel Committee on Banking Supervision (BCBS) issued the final standards for Interest Rate Risk in the Banking Book (IRRBB). The revised standards consist of supervisory expectations for banks’ identification, measurement, monitoring and control of IRRBB as well as their supervision. The key enrichments to the 2004 Principles include: Broader instructions [...]

The Basel Committee issues revised standards for Interest Rate Risk in the Banking Book2016-05-02T10:05:38+00:00

Basel Committee issues proposed revisions to the operational risk capital framework

On March 4th 2016, the Basel Committee on Banking Supervision (BCBS) specified the proposed alternations to the operational risk capital framework, also known as the new Standardised Approach (SMA). The SMA is part of BCBS’s consultation paper which has been issued in October 2014. The suggested alternations of the operational risk capital framework are aimed [...]

Basel Committee issues proposed revisions to the operational risk capital framework2016-03-16T09:52:11+00:00

Revised Market Risk Framework published

The BIS has published on January 14th, 2016 the revised market risk framework,  also referred to as Fundamental Review of the Trading Book (FRTB). The 2007-2008 period of severe market stress exposed weaknesses in the framework for capitalising risks from trading activities. In 2009, the Committee introduced a set of revisions to the Basel II market [...]

Revised Market Risk Framework published2016-01-21T14:46:31+00:00

Basel Committee consults on interest rate risk in the banking book

The Basel Committee on Banking Supervision has issued in June 2105 a consultative document on the risk management, capital treatment and supervision of interest rate risk in the banking book (IRRBB). This consultative document expands upon and is intended to ultimately replace the Basel Committee's 2004 Principles for the management and supervision of interest rate [...]

Basel Committee consults on interest rate risk in the banking book2015-09-27T18:12:17+00:00

EBA publishes results of the Basel III monitoring exercise

The European Banking Authority (EBA) published today its eight report of the Basel III monitoring exercise on the European banking system. This exercise, run in parallel with the one conducted by the Basel Committee on Banking Supervision (BCBS) at a global level, allows the gathering of aggregate results on capital ratios and leverage ratio (LR), as well [...]

EBA publishes results of the Basel III monitoring exercise2015-09-15T19:56:53+00:00