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

    EBA Updates List of Validation Rules for Reporting by Banks

    EBA issued a revised list of validation rules with respect to the implementing technical standards on supervisory reporting.

    September 10, 2020 WebPage Regulatory News
    News

    EBA Responds to EC Call for Advice to Strengthen AML/CFT Framework

    EBA published its response to the call for advice of EC on ways to strengthen the EU legal framework on anti-money laundering and countering the financing of terrorism (AML/CFT).

    September 10, 2020 WebPage Regulatory News
    News

    NGFS Advocates Environmental Risk Analysis for Financial Sector

    NGFS published a paper on the overview of environmental risk analysis by financial institutions and an occasional paper on the case studies on environmental risk analysis methodologies.

    September 10, 2020 WebPage Regulatory News
    News

    MAS Issues Guidelines to Promote Senior Management Accountability

    MAS published the guidelines on individual accountability and conduct at financial institutions.

    September 10, 2020 WebPage Regulatory News
    News

    APRA Formalizes Capital Treatment and Reporting of COVID-19 Loans

    APRA published final versions of the prudential standard APS 220 on credit quality and the reporting standard ARS 923.2 on repayment deferrals.

    September 09, 2020 WebPage Regulatory News
    News

    SRB Chair Discusses Path to Harmonized Liquidation Regime for Banks

    SRB published two articles, with one article discussing the framework in place to safeguard financial stability amid crisis and the other article outlining the path to a harmonized and predictable liquidation regime.

    September 09, 2020 WebPage Regulatory News
    News

    FSB Workshop Discusses Preliminary Findings of Too-Big-To-Fail Reforms

    FSB hosted a virtual workshop as part of the consultation process for its evaluation of the too-big-to-fail reforms.

    September 09, 2020 WebPage Regulatory News
    News

    ECB Updates List of Supervised Entities in EU in September 2020

    ECB updated the list of supervised entities in EU, with the number of significant supervised entities being 115.

    September 08, 2020 WebPage Regulatory News
    News

    OSFI Identifies Focus Areas to Strengthen Third-Party Risk Management

    OSFI published the key findings of a study on third-party risk management.

    September 08, 2020 WebPage Regulatory News
    News

    FSB Extends Implementation Timeline for Framework on SFTs

    FSB is extending the implementation timeline, by one year, for the minimum haircut standards for non-centrally cleared securities financing transactions or SFTs.

    September 07, 2020 WebPage Regulatory News
    RESULTS 1 - 10 OF 5796