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Home Archive for category "Reports and Studies" (Page 2)
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European Banking Authority Publishes Assessment of Basel Pillar 3 Disclosures by Large EU Banks

Today, the European Banking Authority (EBA) published its assessment of the 2012 Basel Pillar 3 disclosures made by 19 EU banks.  The EBA concluded that overall, despite improvements in some specific areas, the banks’ compliance with disclosure requirements remains unchanged compared to last year’s assessment.  The report identifies examples of best practices that EU banks are encouraged to follow to improve the quality, consistency and comparability of their disclosures and their compliance with the regulatory requirements.

U.S. Pillar 3 Requirements:  Beginning in 2015, top-tier U.S.…  Read More

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Basel Committee Issues Consistency Report on China’s Implementation of Basel III

Today, the Basel Committee published a report on the regulations that implement the Basel capital framework in China.

According to the Basel Committee, China’s implementation of the Basel capital framework is closely aligned with the Basel III global standards: 12 out of 14 assessed components were found to be “Compliant”. The two components that were graded “Largely Compliant” pertain to the Standardized Approach for credit risk and Pillar 3. Although some differences with the Basel framework were found in these areas, none of the findings were judged to be material at this point.…  Read More

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Basel Committee Publishes Results of Basel III Monitoring Exercise as of Year-end 2012

Today, the Basel Committee published the results of its latest monitoring exercise relating to the impact of Basel III capital and liquidity reforms on banking organizations, based on data as of December 31, 2012.

A total of 223 banks participated in the current study, comprising 101 large internationally active banks (Group 1 banks, defined as internationally active banks that have Tier 1 capital of more than €3 billion) and 122 Group 2 banks (i.e., a representative sample of all other banks).…  Read More

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Federal Reserve Publishes Paper on Capital Planning at Large Bank Holding Companies

Today, the Federal Reserve published a paper entitled Capital Planning at Large Bank Holding Companies: Supervisory Expectations and Range of Current Practice.  The paper is intended to promote better capital planning at large bank holding companies (BHCs) and to provide greater clarity on the standards against which those practices are evaluated as part of the Federal Reserve’s annual Comprehensive Capital Analysis and Review (CCAR).

The paper discusses the Federal Reserve’s expectations for capital planning at large BHCs and described the range of practices it has observed at these companies during the past three CCAR exercises. …  Read More

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Basel Committee Publishes Report on Regulatory Consistency of Risk-Weighted Assets in the Banking Book

Today, the Basel Committee published its first report on the regulatory consistency of risk-weighted assets (RWAs) for credit risk in the banking book.  This study is a part of the Basel Committee’s wider Regulatory Consistency Assessment Programme (RCAP), which is intended to ensure consistent implementation of the Basel III framework. The study draws on supervisory data from more than 100 major banks, as well as additional data on sovereign, bank and corporate exposures collected from 32 major international banks as part of a portfolio benchmarking exercise.…  Read More

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