Key reference material published by the Basel Committee on Banking Supervision (BCBS) is listed below including Basel IV, previous Basel Accords and papers outlining international standards and principles that banks and supervisory bodies should adhere to.
BCBS Revisions to Securitisation Framework
Revised standard for capital treatment of securitisations that is a simplification of the Basel II capital framework, designed to satisfy 'STC' criteria for Simple, Transparent and Comparable securitisations.
Revisions to Securitisation Framework (d442)
BCBS Revised Capital Requirements for Market Risk
Revised standards for Market Risk intended to improve trading book capital requirements, including changes to the standardised approach (SA) and internal models-approach (IMA) to market risk and the boundary between the trading book and the banking book.
Revised capital requirements for market risk (d436)
BCBS Basel III: Finalising post-crisis reforms
Final ‘Basel IV’ rules on calculating capital requirements for credit risk and operational risk, output floors and the Leverage Ratio.
Finalising Basel III (d424)
BCBS Pillar 3 Disclosure Requirements
BCBS proposals for a consolidated and enhanced Pillar 3 framework.
Pillar 3 disclosure requirements (d400)
BCBS Interest Rate Risk in the Banking Book
Update principles and standards for the identification, measurement, monitoring and control of Interest Rate Risk in the Banking Book (IRRBB) as well as its supervision.
Interest Rate Risk in the Banking Book (d368)
BCBS ‘Final’ Basel III NSFR
BCBS final revisions to the Basel III Net Stable Funding Ratio (NSFR) following its review over an observation period.
Basel III Net Stable Funding Ratio (d295)
BCBS Large Exposures - final standards
Final standards for measuring and controlling large exposures, which aim to limit the potential loss a bank could face in the event of failure of a counterparty or group of connected counterparties.
Large Exposures - final standards (bcbs283)
BCBS Standardised Approach for Counterparty Credit Risk
Final standards for measuring counterparty credit risk associated with OTC derivatives, exchange-traded derivatives, and long settlement transactions.
Standardised Approach for counterparty credit risk (bcbs279)
BCBS Basel III Liquidity Coverage Ratio
BCBS revised Liquidity Coverage Ratio (LCR), including the definition of high-quality liquid assets (HQLA) and net cash outflows, as well as a revised timetable for implementation.
Basel III Liquidity Coverage Ratio (bcbs238)
BCBS Basel III Framework - Capital
Initial Basel III capital standards with the aim to raise the quality of the capital base, strengthen risk coverage, supplement capital requirements with a leverage ratio and address procyclicality risk.
Basel III: Capital (bcbs189)
BCBS Basel III Framework - Liquidity
Initial Basel III liquidity standards based on Liquidity Coverage Ratio and Net Stable Funding Ratio, to define a common set of monitoring metrics for supervisors.
Basel III: Liquidity (bcbs188)
BCBS Basel 2.5
Enhancements to the Basel II framework, including capital requirements for securitisation and trading book exposures.
Enhancements to Basel II (bcbs157)
BCBS Basel II Framework
The second Capital Accord for a revised capital standards framework, including elements of the original 1988 Accord.
Basel II Framework (bcbs107)
January 1996
BCBS Basel 1.5
BCBS amendment to the 1988 Basel I Capital Accord to incorporate market risks.
Amendment to Basel I (bcbs24)
BCBS Basel I Capital Accord
The first Basel Accord setting out the initial framework for the assessment of regulatory capital requirements for credit risk and introducing a structure of risk weights.
Basel I Capital Standard (bcbs04A)