SNB updated reporting forms and related documentation for systematically important banks (Release 1.4) under Basel III. The forms cover requirements associated with eligible and required capital, credit risk, non-counterparty-related risk, market risk, operational risk, and leverage ratio. The reporting frequency at the parent company level (PSIB) is quarterly while the reporting frequency at the group level (CSIB) is semi-annual.
The forms for consolidated reporting are valid from December 31, 2019 while the forms for parent company are valid for reporting from September 30, 2019. The forms must be submitted within six weeks of the reporting date. The reporting institutions cover the banks and financial groups that are systemically important under the Banking Act.
Related Link: Reporting Forms and Associated Documents
Keywords: Europe, Switzerland, Banking, Basel III, SIB, Credit Risk, Market Risk, Operational Risk, Leverage Ratio, Non-Counterparty Related Risk, Reporting, SNB
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