Featured Product

    BCBS Issues Basel III Monitoring Report for Data as of June 2017

    March 06, 2018

    BCBS published a report that presents results of the latest Basel III monitoring exercise based on data as of June 30, 2017. BCBS established a rigorous reporting process to regularly review the implications of the Basel III standards for banks and has published the results of previous exercises since 2012. The finalization of the Basel III reforms is not yet reflected in the results; the collection of relevant data for those reforms started for the end of 2017 reporting date.

    The report provides data for 193 banks, comprising 106 Group 1 banks and 87 Group 2 banks. The Group 1 banks are defined as internationally active banks that have tier 1 capital of more than EUR 3 billion and include the 30 banks that have been designated as global systemically important banks (G-SIBs). Group 2 banks are banks that have tier 1 capital of less than EUR 3 billion or are not internationally active. The Basel III minimum capital requirements are expected to be fully phased-in by January 01, 2019. On a fully phased-in basis, data (as of June 30, 2017) show that all banks in the sample meet both the Basel III risk-based capital minimum common equity tier 1 (CET1) requirement of 4.5% and the target level CET1 requirement of 7.0%. Applying the 2022 minimum requirements for total loss-absorbing capacity (TLAC), 10 of the G-SIBs in the sample have a combined incremental TLAC shortfall of EUR 109 billion as at the end of June 2017, compared with EUR 116 billion at the end of December 2016.

    The monitoring report also collects bank data on liquidity requirements under Basel III. The weighted average liquidity coverage ratio (LCR) for the Group 1 bank sample was 134% on June 30, 2017, up from 131% six months earlier. For Group 2 banks, the weighted average LCR was 175%, up from 159% six months earlier. The weighted average net stable funding ratio (NSFR) for the Group 1 bank sample was 117%, while, for Group 2, banks the average NSFR was 118%. 

     

    Related Links

    Keywords: International, Banking, Basel III, Monitoring, CET1, LCR, NSFR, BCBS

    Featured Experts
    Related Articles
    News

    BoE Clarifies Approach to Treatment of Payment Holidays on Form PL

    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.

    August 11, 2020 WebPage Regulatory News
    News

    BoE Provides Reporting Update on Form AS and Form FV

    BoE updated the known issues document for the statistical reporting Forms AS and FV.

    August 10, 2020 WebPage Regulatory News
    News

    FED Announces Capital Requirements for Large Banks

    FED announced individual capital requirements for 34 large banks and these requirements go into effect on October 01, 2020.

    August 10, 2020 WebPage Regulatory News
    News

    SRB Publishes Guidance on Implementation of Bail-In Tool

    SRB published a set of documents to give operational guidance to banks on implementation of the bail-in tool.

    August 10, 2020 WebPage Regulatory News
    News

    BIS Publishes Update on G20 TechSprint Initiative

    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.

    August 10, 2020 WebPage Regulatory News
    News

    OSFI Provides Update on Implementation of IFRS 17 in Canada

    OSFI published a letter that provides an update on the milestones for the implementation of the IFRS 17 standard on insurance contracts.

    August 07, 2020 WebPage Regulatory News
    News

    EBA Provides Clarity on Implementation of Guidance on COVID Reporting

    EBA updated the report on the implementation of selected COVID-19 policies.

    August 07, 2020 WebPage Regulatory News
    News

    FSI Note Discusses Challenges Associated with COVID Relief Measures

    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.

    August 06, 2020 WebPage Regulatory News
    News

    BCBS Consults on Principles for Operational Risk and Resilience

    BCBS is consulting on the principles for operational resilience and the revisions to the principles for sound management of operational risk for banks.

    August 06, 2020 WebPage Regulatory News
    News

    BoE Updates Template and Definitions for Form ER

    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.

    August 05, 2020 WebPage Regulatory News
    RESULTS 1 - 10 OF 5649