Basel commitee

Basel committee : incentives to centrally clear over-the-counter (OTC) derivatives

Posted in: News

Nov 24 2018
The Financial Stability Board (FSB) and the other standard-setting bodies (SSBs) (i.e. the Basel Committee on Banking Supervision, the Committee on Payments and Market Infrastructures, the Financial Stability Board and the International Organization of Securities Commissions) reconvened the Derivatives Assessment Team (DAT) to “re-examine whether ...more »

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Latest report from the Basel Committee

Posted in: News

Set 20 2018
The Basel Committee on Banking Supervision met in Basel on 19-20 September to discuss a range of policy and supervisory issues, and to take stock of its members’ implementation of post-crisis reforms. Particularly, the Committee discussed: the results of the annual assessment exercise for global ...more »

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G-SIB: revised assessment methodology and the higher loss absorbency requirement

Posted in: News

Lug 07 2018
The Basel Committee on Banking Supervision published today the Global systemically important banks: revised assessment methodology and the higher loss absorbency requirement. The revised methodology is expected to be implemented in member jurisdictions by 2021. The Committee has reconfirmed the fundamental structure of the global systemically ...more »

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Basel Committee: Capital treatment for short-term securitisations

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Mag 14 2018
The Basel Committee on Banking Supervision today issued the Capital treatment for simple, transparent and comparable short-term securitisations. This standard supplements the Criteria for identifying simple, transparent and comparable short-term securitisations issued jointly with the International Organization of Securities Commissions (IOSCO). The standard sets out additional guidance and ...more »

Basel committee complements the SA-CCR approach for counterparty risk

Posted in: News

Apr 17 2018
The Basel Committee’s final standard on The standardised approach for measuring counterparty credit risk exposures (SA-CCR) includes a comprehensive, non-modelled approach for measuring counterparty credit risk associated with OTC derivatives, exchange-traded derivatives, and long settlement transactions. The Committee’s objective was to develop a risk sensitive methodology able to ...more »

Basel III Monitoring report al 30 giugno 2017

Posted in: News

Mar 07 2018
La Bank of International Settlement (BIS) ha pubblicato il nuovo report sull’esercizio di monitoring del comitato di Basilea III. L’esercizio si basa sui dati forniti da un totale di 193 banche, incluse 106 gruppi bancari internazionali, questi ultimi definiti come “Gruppo 1” e caratterizzati da ...more »

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