February 27, 2018

BCBS is consulting on the updated framework for Pillar 3 disclosure requirements. Many of the proposed disclosure requirements are related to the finalization of the Basel III post-crisis regulatory reforms in December 2017. Comments are due by May 25, 2018.

The proposed disclosure requirements include new or revised disclosure requirements:

  • For credit risk (including provisions for prudential treatment of assets), operational risk, the leverage ratio, and credit valuation adjustment (CVA)
  • That would benchmark a risk-weighted assets (RWA) of a bank, as calculated by its internal models with RWA calculated according to the standardized approaches
  • That provide an overview of risk management, key prudential metrics, and RWA
  • On asset encumbrance and capital distribution constraints

Together with the first phase and second phase of the revised Pillar 3 disclosure requirements, which were issued in January 2015 and March 2017, respectively, the proposed disclosure requirements would comprise the single Pillar 3 framework.

 

Related Links

Comment Due Date: May 25, 2018
Keywords: International, Banking, Basel III, Pillar 3, Disclosures, BCBS

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