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Posted on May 10th, 2012
This consultative document sets out a revised market risk framework and proposes a number of specific measures to improve trading book capital requirements. These proposals reflect the Committee’s increased focus on achieving a regulatory framework that can be implemented consistently by supervisors and which achieves comparable levels of capital across jurisdictions. Key elements of [...] Posted on April 16th, 2012
The Basel Committee on Banking Supervision has published a peer review of the implementation by national supervisory authorities of the Basel Committee’s principles for sound stress testing practices and supervision. Stress testing is an important tool used by banks to identify the potential for unexpected adverse outcomes across a range of risks [...] Posted on April 15th, 2012
This report presents the results of the Basel Committee’s Basel III monitoring exercise. The study is based on rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. A total of 212 banks participated in the study, including 103 Group 1 banks [...] Posted on April 9th, 2012
This updated Progress report on Basel III implementation provides a high-level view of Basel Committee members’ progress in adopting Basel II, Basel 2.5 and Basel III, as of end March 2012. It focuses on the status of domestic rule-making processes to ensure that the Committee’s capital standards are transformed into national law or [...] Posted on February 20th, 2012
The objective of this report is to assist national supervisors in gaining a better understanding of the use of intra-group support measures in times of stress or unexpected loss by financial groups across the banking, insurance and securities sectors. The report provides an important overview of intra-group support measures used in practice at [...] 13 pages
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