BCBS updated the workbook version 4.0.2, instructions, and frequently asked questions (FAQs) on Basel III monitoring, for the collection of June 2019 data. FAQs that have been added since the previous version have been highlighted in yellow.
BCBS monitors the impact of Basel III global regulatory framework for more resilient banks and banking systems, Basel III leverage ratio framework and disclosure requirements, Basel III liquidity coverage ratio and liquidity risk monitoring tools, Basel III net stable funding ratio, and final Basel III post-crisis reforms (issued in December 2017) on a sample of banks. The exercise is repeated semi-annually, with end-December and end-June reporting dates. Additionally, worksheets have been added to collect data on the ongoing policy initiatives of BCBS.
- Instructions for Basel III Monitoring (PDF)
- Basel III Monitoring Workbook (XLSX)
- FAQs (PDF)
- Basel III Monitoring Updates
Keywords: International, Banking, Basel III Monitoring, Data Collection, FAQ, Instructions, June 2019, BCBS
Previous ArticleISDA Summarizes Results of Consultation on Benchmark Fallbacks
BoE published a statistical notice (Notice 2020/9) explaining the approach for treatment of payment holidays on the profit and loss return or Form PL.
BoE updated the known issues document for the statistical reporting Forms AS and FV.
FED announced individual capital requirements for 34 large banks and these requirements go into effect on October 01, 2020.
SRB published a set of documents to give operational guidance to banks on implementation of the bail-in tool.
BIS published an update on the G20 TechSprint Initiative, which was launched in April 2020 and aims to highlight the potential for technologies to resolve regulatory compliance (regtech) and supervisory (suptech) challenges.
OSFI published a letter that provides an update on the milestones for the implementation of the IFRS 17 standard on insurance contracts.
EBA updated the report on the implementation of selected COVID-19 policies.
The Financial Stability Institute (FSI) of BIS published a brief note that examines the supervisory challenges associated with certain temporary regulatory relief measures introduced by BCBS and prudential authorities in response to the COVID-19 pandemic.
BCBS is consulting on the principles for operational resilience and the revisions to the principles for sound management of operational risk for banks.
BoE updated the reporting template for Form ER as well as the Form ER definitions, which contain guidance on the methodology to be used in calculating annualized interest rates.