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BIS WORKING PAPERS
BIS Working Papers. BIS Working Papers are written by economists from the BIS and, occasionally, from central banks or academic institutions. Some of these papers have been presented at BIS meetings or at events organised by other organisations. The views expressed in them are those of the authors and not necessarily those of the BIS.945 items.
THE GREEN SWAN CONFERENCE The 2020 book The green swan: central banking and financial stability in the age of climate change called for strengthening coordination to address these risks, and for immediate action. Many initiatives by central banks and other actors are already under way – with more under development. This conference will showcase these initiatives andBASEL COMMITTEE
Apr 2020. Progress in adopting the Principles for effective risk data aggregation and risk reporting. Dec 2019. Launch of the consolidated Basel Framework. Nov 2019. Report on open banking and application programming interfaces (APIs) Aug 2019. Frequently asked questions on the Basel III standardised approach for operational risk. CRE31 - IRB APPROACH: RISK WEIGHT FUNCTIONS 31.13. There are three separate risk-weight functions for retail exposures, as defined in CRE31.14 to CRE31.16. Risk weights for retail exposures are based on separate assessments of PD and LGD as inputs to the risk-weight functions. None of the three retail risk-weight functions contain the full maturity adjustment component that ispresent in
REVISIONS TO THE PRINCIPLES FOR THE SOUND MANAGEMENT OF The Basel Committee has revised its Principles for the sound management of operational risk to make technical revisions to: (i) align the principles with the recently finalised Basel III operational risk framework; (ii) update the guidance where needed in the areas of change management and information and communication technologies; and (iii) enhance the overall clarity of the principles. PROJECT DUNBAR: INTERNATIONAL SETTLEMENTS USING MULTI-CBDCS Project Dunbar aims to explore different governance and connectivity models for cross-border transactions using multi-CBDCs that could form the basis of a future international settlement network. This joint project by the BIS Innovation Hub and the Monetary Authority of Singapore (MAS) plans to work with central banks, financialinstitutions
PRINCIPLES FOR OPERATIONAL RESILIENCE With this document, the Basel Committee seeks to promote a principles-based approach to improving operational resilience. The principles aim to strengthen banks' ability to withstand operational risk-related events that could cause significant operational failures or wide-scale disruptions in financial markets, such as pandemics, cyber incidents, technology failures or natural disasters. BASEL III: THE NET STABLE FUNDING RATIO Abstract of "Basel III: the net stable funding ratio", October 2014. The NSFR is a significant component of the Basel III reforms. It requires banks to maintain a stable funding profile in relation to their on- and off-balance sheet activities, thus reducing the likelihood that disruptions to a bank's regular sources of funding will erode its liquidity position in a way that could increase the BASEL COMMITTEE ON BANKING SUPERVISION The Rock (1934) Introduction 1. One of the most significant lessons learned from the global financial crisis that began in 2007 was that banks’ information technology (IT) and data architectures were BANK FOR INTERNATIONAL SETTLEMENTS The Basel Committee on Banking Supervision aims to enhance understanding of the key supervisory issues and improve the quality of banking supervision worldwide. The Basel III page summarises the Committee's post-crisis reforms.BIS WORKING PAPERS
BIS Working Papers. BIS Working Papers are written by economists from the BIS and, occasionally, from central banks or academic institutions. Some of these papers have been presented at BIS meetings or at events organised by other organisations. The views expressed in them are those of the authors and not necessarily those of the BIS.945 items.
THE GREEN SWAN CONFERENCE The 2020 book The green swan: central banking and financial stability in the age of climate change called for strengthening coordination to address these risks, and for immediate action. Many initiatives by central banks and other actors are already under way – with more under development. This conference will showcase these initiatives andBASEL COMMITTEE
Apr 2020. Progress in adopting the Principles for effective risk data aggregation and risk reporting. Dec 2019. Launch of the consolidated Basel Framework. Nov 2019. Report on open banking and application programming interfaces (APIs) Aug 2019. Frequently asked questions on the Basel III standardised approach for operational risk. CRE31 - IRB APPROACH: RISK WEIGHT FUNCTIONS 31.13. There are three separate risk-weight functions for retail exposures, as defined in CRE31.14 to CRE31.16. Risk weights for retail exposures are based on separate assessments of PD and LGD as inputs to the risk-weight functions. None of the three retail risk-weight functions contain the full maturity adjustment component that ispresent in
REVISIONS TO THE PRINCIPLES FOR THE SOUND MANAGEMENT OF The Basel Committee has revised its Principles for the sound management of operational risk to make technical revisions to: (i) align the principles with the recently finalised Basel III operational risk framework; (ii) update the guidance where needed in the areas of change management and information and communication technologies; and (iii) enhance the overall clarity of the principles. PROJECT DUNBAR: INTERNATIONAL SETTLEMENTS USING MULTI-CBDCS Project Dunbar aims to explore different governance and connectivity models for cross-border transactions using multi-CBDCs that could form the basis of a future international settlement network. This joint project by the BIS Innovation Hub and the Monetary Authority of Singapore (MAS) plans to work with central banks, financialinstitutions
PRINCIPLES FOR OPERATIONAL RESILIENCE With this document, the Basel Committee seeks to promote a principles-based approach to improving operational resilience. The principles aim to strengthen banks' ability to withstand operational risk-related events that could cause significant operational failures or wide-scale disruptions in financial markets, such as pandemics, cyber incidents, technology failures or natural disasters. BASEL III: THE NET STABLE FUNDING RATIO Abstract of "Basel III: the net stable funding ratio", October 2014. The NSFR is a significant component of the Basel III reforms. It requires banks to maintain a stable funding profile in relation to their on- and off-balance sheet activities, thus reducing the likelihood that disruptions to a bank's regular sources of funding will erode its liquidity position in a way that could increase the BASEL COMMITTEE ON BANKING SUPERVISION The Rock (1934) Introduction 1. One of the most significant lessons learned from the global financial crisis that began in 2007 was that banks’ information technology (IT) and data architectures were CENTRAL BANK DIGITAL CURRENCY: THE QUEST FOR MINIMALLY CBDCs should let central banks provide a universal means of payment for the digital era. At the same time, such currencies must safeguard consumer privacy and maintain the two-tier financial system. We set out the economic and operational requirements for a "minimally invasive" design – one that preserves the private sector's primary role in retail payments and financial intermediation GOVERNORS AND HEADS OF SUPERVISION ANNOUNCE DEFERRAL OF The Basel Committee's oversight body, the Group of Central Bank Governors and Heads of Supervision (GHOS), has endorsed a set of measures to provide additional operational capacity for banks and supervisors to respond to the immediate financial stability priorities resulting from the impact of the coronavirus disease (Covid-19) on the global banking system. MULTIPLE CBDC (MCBDC) BRIDGE The Multiple CBDC (mCBDC) Bridge is a wholesale central bank digital currency (CBDC) co-creation project that explores the capabilities of distributed ledger technology (DLT) and studies the application of CBDC in enhancing financial infrastructure to THE ACCOUNTABILITY REGIME OF BANKING SUPERVISORS: WITH FSI Briefs No 14, June 2021. Following the Great Financial Crisis, many supervisors have been tasked with a multitude of new objectives layered atop the core safety and soundness (S&S) mandate, which is difficult to define. Some of these new remits are broad and driven by governmental priorities, clouding the demarcation between prudential and political spheres. PRINCIPLES FOR FINANCIAL MARKET INFRASTRUCTURES (PFMI) The Principles for financial market infrastructures are the international standards for financial market infrastructures, ie payment systems, central securities depositories, securities settlement systems, central counterparties and trade repositories. Issued by the CPMI and the International Organization of Securities Commissions (IOSCO), the PFMI are part of a set of 12 key standardsthat
PRESS RELEASE: BASEL COMMITTEE CONSULTS ON PRUDENTIAL 19 hours ago · Press Release - Basel Committee issues public consultation on preliminary proposals for the prudential treatment of banks' cryptoasset exposures. The proposals split cryptoassets into two broad groups: those eligible for treatment under the existing Basel framework with some modifications; and others, such as bitcoin, are subject to a new conservative prudential treatment. THE NATURAL INTEREST RATE IN CHINA We estimate the natural interest rate in China. The natural interest rate averaged between 3 and 5 per cent between the late 1990s and 2010, but declined over the next decade to around 2 per cent. We attribute around two-thirds of the decline in China's natural interest rate to a lower rate of potential output growth. As the decline in the natural interest rate in China mirrors that observedBIS WORKING PAPERS
On the payments side, cash is unique among all retail payment options, as it is a direct legal claim on the central bank.5 Everyone can accept cash safely assuming that the received notes and coins will have value in future transaction. BIS QUARTERLY REVIEW, JUNE 2021 BIS Quarterly Review, June 2021 v Countries AE United Arab Emirates CY Cyprus AF Afghanistan CZ Czech Republic AL Albania DE Germany AMArmenia DJ Djibouti
BIS WORKING PAPERS
Fiscal Regimes and the Exchange Rate Enrique Alberola Carlos Cantu y Paolo Cavallinoz Nikola Mirkovx First draft: May 18, 2019 Current draft: June 10, 2021 Abstract In this paper, we argue that the e ect of monetary and scal policies on the exchange BANK FOR INTERNATIONAL SETTLEMENTS The Basel Committee on Banking Supervision aims to enhance understanding of the key supervisory issues and improve the quality of banking supervision worldwide. The Basel III page summarises the Committee's post-crisis reforms.BIS WORKING PAPERS
BIS Working Papers. BIS Working Papers are written by economists from the BIS and, occasionally, from central banks or academic institutions. Some of these papers have been presented at BIS meetings or at events organised by other organisations. The views expressed in them are those of the authors and not necessarily those of the BIS.945 items.
THE GREEN SWAN CONFERENCE The 2020 book The green swan: central banking and financial stability in the age of climate change called for strengthening coordination to address these risks, and for immediate action. Many initiatives by central banks and other actors are already under way – with more under development. This conference will showcase these initiatives and CRE31 - IRB APPROACH: RISK WEIGHT FUNCTIONS 31.13. There are three separate risk-weight functions for retail exposures, as defined in CRE31.14 to CRE31.16. Risk weights for retail exposures are based on separate assessments of PD and LGD as inputs to the risk-weight functions. None of the three retail risk-weight functions contain the full maturity adjustment component that ispresent in
BASEL FRAMEWORK
The Basel Framework is the full set of standards of the Basel Committee on Banking Supervision (BCBS), which is the primary global standard setter for the prudential regulation of banks. The membership of the BCBS has agreed to fully implement these standards and apply them to the internationally active banks in their jurisdictions. OPE20 - BASIC INDICATOR APPROACH - BIS The capital requirement under the Basic Indicator Approach, K BIA, may be expressed as follows, where GI is annual gross income, where positive, over the previous three years; n is the number of the previous three years for which gross income is positive; and α is 15% (set by the Committee, relating the industry-wide level of required capital to the industry-wide level of the indicator). LCR30 - HIGH-QUALITY LIQUID ASSETS - BIS The numerator of the Liquidity Coverage Ratio (LCR) is the “stock of high-quality liquid assets (HQLA)”. Under the standard, banks must hold a stock of unencumbered HQLA to cover the total net cash outflows (as defined in LCR40) over a 30-day period under the stress scenario prescribed in LCR20.In order to qualify as HQLA, assets should be liquid in markets during a time of stress and CRE20 - STANDARDISED APPROACH: INDIVIDUAL EXPOSURES The first is the standardised approach, which is set out in chapters CRE20 to CRE22: (1) The standardised approach assigns standardised risk weights to exposures as described in this chapter, CRE20. Risk weighted assets are calculated as the product of the standardised risk weights and the exposure amount. SUPERVISING CRYPTOASSETS FOR ANTI-MONEY LAUNDERING Supervising cryptoassets for anti-money laundering. Although certain cryptoassets have the potential to make payments and transfers more efficient, some of their features may heighten money laundering/terrorist financing (ML/TF) risks. In particular, the speed of transactions, global reach, potential for anonymous activity andthe potential for
IDENTIFICATION AND MANAGEMENT OF STEP-IN RISK As part of the G20's initiative to strengthen the oversight and regulation of the shadow banking system, the Basel Committee on Banking Supervision's Guidelines on identification and management of step-in risk aim to mitigate the systemic risks stemming from potential financial distress in shadow banking entities spilling over to banks.. The guidelines build upon two public consultations BANK FOR INTERNATIONAL SETTLEMENTS The Basel Committee on Banking Supervision aims to enhance understanding of the key supervisory issues and improve the quality of banking supervision worldwide. The Basel III page summarises the Committee's post-crisis reforms.BIS WORKING PAPERS
BIS Working Papers. BIS Working Papers are written by economists from the BIS and, occasionally, from central banks or academic institutions. Some of these papers have been presented at BIS meetings or at events organised by other organisations. The views expressed in them are those of the authors and not necessarily those of the BIS.945 items.
THE GREEN SWAN CONFERENCE The 2020 book The green swan: central banking and financial stability in the age of climate change called for strengthening coordination to address these risks, and for immediate action. Many initiatives by central banks and other actors are already under way – with more under development. This conference will showcase these initiatives and CRE31 - IRB APPROACH: RISK WEIGHT FUNCTIONS 31.13. There are three separate risk-weight functions for retail exposures, as defined in CRE31.14 to CRE31.16. Risk weights for retail exposures are based on separate assessments of PD and LGD as inputs to the risk-weight functions. None of the three retail risk-weight functions contain the full maturity adjustment component that ispresent in
BASEL FRAMEWORK
The Basel Framework is the full set of standards of the Basel Committee on Banking Supervision (BCBS), which is the primary global standard setter for the prudential regulation of banks. The membership of the BCBS has agreed to fully implement these standards and apply them to the internationally active banks in their jurisdictions. OPE20 - BASIC INDICATOR APPROACH - BIS The capital requirement under the Basic Indicator Approach, K BIA, may be expressed as follows, where GI is annual gross income, where positive, over the previous three years; n is the number of the previous three years for which gross income is positive; and α is 15% (set by the Committee, relating the industry-wide level of required capital to the industry-wide level of the indicator). LCR30 - HIGH-QUALITY LIQUID ASSETS - BIS The numerator of the Liquidity Coverage Ratio (LCR) is the “stock of high-quality liquid assets (HQLA)”. Under the standard, banks must hold a stock of unencumbered HQLA to cover the total net cash outflows (as defined in LCR40) over a 30-day period under the stress scenario prescribed in LCR20.In order to qualify as HQLA, assets should be liquid in markets during a time of stress and CRE20 - STANDARDISED APPROACH: INDIVIDUAL EXPOSURES The first is the standardised approach, which is set out in chapters CRE20 to CRE22: (1) The standardised approach assigns standardised risk weights to exposures as described in this chapter, CRE20. Risk weighted assets are calculated as the product of the standardised risk weights and the exposure amount. SUPERVISING CRYPTOASSETS FOR ANTI-MONEY LAUNDERING Supervising cryptoassets for anti-money laundering. Although certain cryptoassets have the potential to make payments and transfers more efficient, some of their features may heighten money laundering/terrorist financing (ML/TF) risks. In particular, the speed of transactions, global reach, potential for anonymous activity andthe potential for
IDENTIFICATION AND MANAGEMENT OF STEP-IN RISK As part of the G20's initiative to strengthen the oversight and regulation of the shadow banking system, the Basel Committee on Banking Supervision's Guidelines on identification and management of step-in risk aim to mitigate the systemic risks stemming from potential financial distress in shadow banking entities spilling over to banks.. The guidelines build upon two public consultations PRESS RELEASE: BASEL COMMITTEE DISCUSSES EFFECTS OF COVID 1 day ago · Press Release - Basel Committee discusses Covid-19 risks to banking system, reviews provisioning practices and stresses importance of using capital and liquidity buffers. Reviews interim report evaluating impact of Basel framework during Covid-19. Agrees to hold public consultation on prudential treatment of cryptoassetexposures.
CRE31 - IRB APPROACH: RISK WEIGHT FUNCTIONS 31.13. There are three separate risk-weight functions for retail exposures, as defined in CRE31.14 to CRE31.16. Risk weights for retail exposures are based on separate assessments of PD and LGD as inputs to the risk-weight functions. None of the three retail risk-weight functions contain the full maturity adjustment component that ispresent in
BASEL FRAMEWORK
The Basel Framework is the full set of standards of the Basel Committee on Banking Supervision (BCBS), which is the primary global standard setter for the prudential regulation of banks. The membership of the BCBS has agreed to fully implement these standards and apply them to the internationally active banks in their jurisdictions. CENTRAL BANK DIGITAL CURRENCY: THE QUEST FOR MINIMALLY 17 hours ago · CBDCs should let central banks provide a universal means of payment for the digital era. At the same time, such currencies must safeguard consumer privacy and maintain the two-tier financial system. We set out the economic and operational requirements for a "minimally invasive" design – one that preserves the private sector's primary role in retail payments and financial intermediation GLOBAL SYSTEMICALLY IMPORTANT BANKS: ASSESSMENT Updated 18 December 2020. The Basel Committee's assessment methodology for G-SIBs requires a sample of banks to report a set of indicators to national supervisory authorities. These indicators are then aggregated and used to calculate the scores of banks in the sample. Banks above a cut-off score are identified as G-SIBs and are allocated to buckets that will be used to determine their MULTIPLE CBDC (MCBDC) BRIDGE The Multiple CBDC (mCBDC) Bridge is a wholesale central bank digital currency (CBDC) co-creation project that explores the capabilities of distributed ledger technology (DLT) and studies the application of CBDC in enhancing financial infrastructure to THE GREEN SWAN CONFERENCE In the current age, we are all well aware of the main risks and challenges posed by climate change. The 2020 book The green swan: central banking and financial stability in the age of climate change called for strengthening coordination to address these risks, and for immediate action. Many initiatives by central banks and other actors are already under way – with more under development. LCR30 - HIGH-QUALITY LIQUID ASSETS - BIS The numerator of the Liquidity Coverage Ratio (LCR) is the “stock of high-quality liquid assets (HQLA)”. Under the standard, banks must hold a stock of unencumbered HQLA to cover the total net cash outflows (as defined in LCR40) over a 30-day period under the stress scenario prescribed in LCR20.In order to qualify as HQLA, assets should be liquid in markets during a time of stress and MONEY, TECHNOLOGY AND BANKING: WHAT LESSONS CAN CHINA 1 day ago · Technology companies entering the financial services industry have become a global phenomenon over the past decade. This trend is most remarkable in China where two large technology firms (BigTechs) have emerged as important market players, especially in payment services. This paper examines the factors driving this development and whether the Chinese experience could be applied JORGOVANKA TABAKOVIĆ : OVERCOMING THE PANDEMIC AND Jorgovanka Tabaković: Overcoming the pandemic and enabling sustainable recovery Address by Dr Jorgovanka Tabaković, Governor of the National Bank of Serbia, at the Swiss BANK FOR INTERNATIONAL SETTLEMENTS The Basel Committee on Banking Supervision aims to enhance understanding of the key supervisory issues and improve the quality of banking supervision worldwide. The Basel III page summarises the Committee's post-crisis reforms. BIS WORKING PAPERSBANK INTERNATIONAL SETTLEMENTS BIS BIS Working Papers. BIS Working Papers are written by economists from the BIS and, occasionally, from central banks or academic institutions. Some of these papers have been presented at BIS meetings or at events organised by other organisations. The views expressed in them are those of the authors and not necessarily those of the BIS.945 items.
THE GREEN SWAN CONFERENCE The 2020 book The green swan: central banking and financial stability in the age of climate change called for strengthening coordination to address these risks, and for immediate action. Many initiatives by central banks and other actors are already under way – with more under development. This conference will showcase these initiatives and CRE31 - IRB APPROACH: RISK WEIGHT FUNCTIONS 31.13. There are three separate risk-weight functions for retail exposures, as defined in CRE31.14 to CRE31.16. Risk weights for retail exposures are based on separate assessments of PD and LGD as inputs to the risk-weight functions. None of the three retail risk-weight functions contain the full maturity adjustment component that ispresent in
BASEL FRAMEWORK
The Basel Framework is the full set of standards of the Basel Committee on Banking Supervision (BCBS), which is the primary global standard setter for the prudential regulation of banks. The membership of the BCBS has agreed to fully implement these standards and apply them to the internationally active banks in their jurisdictions. OPE20 - BASIC INDICATOR APPROACH - BIS The capital requirement under the Basic Indicator Approach, K BIA, may be expressed as follows, where GI is annual gross income, where positive, over the previous three years; n is the number of the previous three years for which gross income is positive; and α is 15% (set by the Committee, relating the industry-wide level of required capital to the industry-wide level of the indicator). LCR30 - HIGH-QUALITY LIQUID ASSETS - BIS The numerator of the Liquidity Coverage Ratio (LCR) is the “stock of high-quality liquid assets (HQLA)”. Under the standard, banks must hold a stock of unencumbered HQLA to cover the total net cash outflows (as defined in LCR40) over a 30-day period under the stress scenario prescribed in LCR20.In order to qualify as HQLA, assets should be liquid in markets during a time of stress and CRE20 - STANDARDISED APPROACH: INDIVIDUAL EXPOSURES The first is the standardised approach, which is set out in chapters CRE20 to CRE22: (1) The standardised approach assigns standardised risk weights to exposures as described in this chapter, CRE20. Risk weighted assets are calculated as the product of the standardised risk weights and the exposure amount. SUPERVISING CRYPTOASSETS FOR ANTI-MONEY LAUNDERING Supervising cryptoassets for anti-money laundering. Although certain cryptoassets have the potential to make payments and transfers more efficient, some of their features may heighten money laundering/terrorist financing (ML/TF) risks. In particular, the speed of transactions, global reach, potential for anonymous activity andthe potential for
IDENTIFICATION AND MANAGEMENT OF STEP-IN RISK As part of the G20's initiative to strengthen the oversight and regulation of the shadow banking system, the Basel Committee on Banking Supervision's Guidelines on identification and management of step-in risk aim to mitigate the systemic risks stemming from potential financial distress in shadow banking entities spilling over to banks.. The guidelines build upon two public consultations BANK FOR INTERNATIONAL SETTLEMENTS The Basel Committee on Banking Supervision aims to enhance understanding of the key supervisory issues and improve the quality of banking supervision worldwide. The Basel III page summarises the Committee's post-crisis reforms. BIS WORKING PAPERSBANK INTERNATIONAL SETTLEMENTS BIS BIS Working Papers. BIS Working Papers are written by economists from the BIS and, occasionally, from central banks or academic institutions. Some of these papers have been presented at BIS meetings or at events organised by other organisations. The views expressed in them are those of the authors and not necessarily those of the BIS.945 items.
THE GREEN SWAN CONFERENCE The 2020 book The green swan: central banking and financial stability in the age of climate change called for strengthening coordination to address these risks, and for immediate action. Many initiatives by central banks and other actors are already under way – with more under development. This conference will showcase these initiatives and CRE31 - IRB APPROACH: RISK WEIGHT FUNCTIONS 31.13. There are three separate risk-weight functions for retail exposures, as defined in CRE31.14 to CRE31.16. Risk weights for retail exposures are based on separate assessments of PD and LGD as inputs to the risk-weight functions. None of the three retail risk-weight functions contain the full maturity adjustment component that ispresent in
BASEL FRAMEWORK
The Basel Framework is the full set of standards of the Basel Committee on Banking Supervision (BCBS), which is the primary global standard setter for the prudential regulation of banks. The membership of the BCBS has agreed to fully implement these standards and apply them to the internationally active banks in their jurisdictions. OPE20 - BASIC INDICATOR APPROACH - BIS The capital requirement under the Basic Indicator Approach, K BIA, may be expressed as follows, where GI is annual gross income, where positive, over the previous three years; n is the number of the previous three years for which gross income is positive; and α is 15% (set by the Committee, relating the industry-wide level of required capital to the industry-wide level of the indicator). LCR30 - HIGH-QUALITY LIQUID ASSETS - BIS The numerator of the Liquidity Coverage Ratio (LCR) is the “stock of high-quality liquid assets (HQLA)”. Under the standard, banks must hold a stock of unencumbered HQLA to cover the total net cash outflows (as defined in LCR40) over a 30-day period under the stress scenario prescribed in LCR20.In order to qualify as HQLA, assets should be liquid in markets during a time of stress and CRE20 - STANDARDISED APPROACH: INDIVIDUAL EXPOSURES The first is the standardised approach, which is set out in chapters CRE20 to CRE22: (1) The standardised approach assigns standardised risk weights to exposures as described in this chapter, CRE20. Risk weighted assets are calculated as the product of the standardised risk weights and the exposure amount. SUPERVISING CRYPTOASSETS FOR ANTI-MONEY LAUNDERING Supervising cryptoassets for anti-money laundering. Although certain cryptoassets have the potential to make payments and transfers more efficient, some of their features may heighten money laundering/terrorist financing (ML/TF) risks. In particular, the speed of transactions, global reach, potential for anonymous activity andthe potential for
IDENTIFICATION AND MANAGEMENT OF STEP-IN RISK As part of the G20's initiative to strengthen the oversight and regulation of the shadow banking system, the Basel Committee on Banking Supervision's Guidelines on identification and management of step-in risk aim to mitigate the systemic risks stemming from potential financial distress in shadow banking entities spilling over to banks.. The guidelines build upon two public consultations PRESS RELEASE: BASEL COMMITTEE DISCUSSES EFFECTS OF COVID 1 day ago · Press Release - Basel Committee discusses Covid-19 risks to banking system, reviews provisioning practices and stresses importance of using capital and liquidity buffers. Reviews interim report evaluating impact of Basel framework during Covid-19. Agrees to hold public consultation on prudential treatment of cryptoassetexposures.
CRE31 - IRB APPROACH: RISK WEIGHT FUNCTIONS 31.13. There are three separate risk-weight functions for retail exposures, as defined in CRE31.14 to CRE31.16. Risk weights for retail exposures are based on separate assessments of PD and LGD as inputs to the risk-weight functions. None of the three retail risk-weight functions contain the full maturity adjustment component that ispresent in
BASEL FRAMEWORK
The Basel Framework is the full set of standards of the Basel Committee on Banking Supervision (BCBS), which is the primary global standard setter for the prudential regulation of banks. The membership of the BCBS has agreed to fully implement these standards and apply them to the internationally active banks in their jurisdictions. CENTRAL BANK DIGITAL CURRENCY: THE QUEST FOR MINIMALLY 13 hours ago · CBDCs should let central banks provide a universal means of payment for the digital era. At the same time, such currencies must safeguard consumer privacy and maintain the two-tier financial system. We set out the economic and operational requirements for a "minimally invasive" design – one that preserves the private sector's primary role in retail payments and financial intermediation GLOBAL SYSTEMICALLY IMPORTANT BANKS: ASSESSMENT Updated 18 December 2020. The Basel Committee's assessment methodology for G-SIBs requires a sample of banks to report a set of indicators to national supervisory authorities. These indicators are then aggregated and used to calculate the scores of banks in the sample. Banks above a cut-off score are identified as G-SIBs and are allocated to buckets that will be used to determine their MULTIPLE CBDC (MCBDC) BRIDGE The Multiple CBDC (mCBDC) Bridge is a wholesale central bank digital currency (CBDC) co-creation project that explores the capabilities of distributed ledger technology (DLT) and studies the application of CBDC in enhancing financial infrastructure to THE GREEN SWAN CONFERENCE In the current age, we are all well aware of the main risks and challenges posed by climate change. The 2020 book The green swan: central banking and financial stability in the age of climate change called for strengthening coordination to address these risks, and for immediate action. Many initiatives by central banks and other actors are already under way – with more under development. LCR30 - HIGH-QUALITY LIQUID ASSETS - BIS The numerator of the Liquidity Coverage Ratio (LCR) is the “stock of high-quality liquid assets (HQLA)”. Under the standard, banks must hold a stock of unencumbered HQLA to cover the total net cash outflows (as defined in LCR40) over a 30-day period under the stress scenario prescribed in LCR20.In order to qualify as HQLA, assets should be liquid in markets during a time of stress and MONEY, TECHNOLOGY AND BANKING: WHAT LESSONS CAN CHINA 1 day ago · Technology companies entering the financial services industry have become a global phenomenon over the past decade. This trend is most remarkable in China where two large technology firms (BigTechs) have emerged as important market players, especially in payment services. This paper examines the factors driving this development and whether the Chinese experience could be applied JORGOVANKA TABAKOVIĆ : OVERCOMING THE PANDEMIC AND Jorgovanka Tabaković: Overcoming the pandemic and enabling sustainable recovery Address by Dr Jorgovanka Tabaković, Governor of the National Bank of Serbia, at the Swiss This website requires javascript for proper use*
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WELCOME TO THE BANK FOR INTERNATIONAL SETTLEMENTS Promoting global monetary and financial stability through international cooperation The Green Swan conference Watch the recorded sessions and find out how the financial sector can take immediate action against climate risks. Prudential policy after the pandemic27 May 2021
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Speech
Fernando Restoy reviews the key challenges for prudential authorities after the Covid-19 pandemic. Whom do consumers trust with their data?27 May 2021
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BIS Bulletin
Post-pandemic challenges for central banks18 May 2021
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Announcement
WHAT'S NEW AT BIS
SPEECHES FROM
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* Climate risks, financial markets and central banks' riskmanagement
03 Jun 2021 | Jens Weidmann * Learning the right lessons from the past 03 Jun 2021 | Christine Lagarde * Tackling climate for real - the role of central banks 03 Jun 2021 | Andrew Bailey * Never too much and never too many - how to transform global discussion into global action against climate change 03 Jun 2021 | François Villeroy de Galhau See all central bankers' speeches * Transparency and market integrity in green finance 02 Jun 2021 | Agustín Carstens | The Green Swan Conference - Coordinating finance on climate, Basel * Prudential policy after the pandemic 27 May 2021 | Fernando Restoy | 33rd Annual Conference of the Group of Banking Supervisors from Central and Eastern Europe, Astana,Kazakhstan
* Leveraging technology to support central banks’ green financeagenda
12 May 2021 | Benoît Cœuré | Delphi Economic Forum VI * How to improve funding of bank resolution in the banking union: the role of deposit insurance 11 May 2021 | Fernando Restoy | 2021 Biennial International Association of Deposit Insurers Research Conference "Navigating the New Normal for Financial Stability, Deposit Insurance and BankResolution"
* Central banks and inequality 06 May 2021 | Agustín Carstens | Markus' Academy, Princeton University's Bendheim Center for Finance See all BIS management speechesRESEARCH AT BIS
* The pricing of carbon risk in syndicated loans: which risks arepriced and why?
01 Jun 2021 | Working paper | Torsten Ehlers, Frank Packer and Kathrinde Greiff
* US monetary policy and the financial channel of the exchange rate:evidence from India
28 May 2021 | Working paper | Madhusudan Mohanty and Shesadri Banerjee * Climate and environmental risks - guide for supervisors -Executive Summary
27 May 2021 | FSI Executive Summaries | FSI * Cyber resilience practices - Executive Summary 27 May 2021 | FSI Executive Summaries | FSI See more on BIS researchSTATISTICS FROM BIS
* Daily data - effective exchange rate indices, US dollar exchange rates and central bank policy rates03 Jun 2021
* Statistical release: BIS residential property price statistics atQ4 2020
27 May 2021
* OTC derivatives statistics at end-December 202012 May 2021
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BASEL COMMITTEE
The Basel Committee on Banking Supervision aims to enhance understanding of the key supervisory issues and improve the quality of banking supervision worldwide. The Basel III page summarises the Committee's post-crisis reforms. * Three questions on the outlook for banking 19 May 2021 | Speech | Carolyn Rogers * Assessing the impact of Basel III: Evidence from macroeconomic models: literature review and simulations 23 Apr 2021 | Working paper * Evaluating the effectiveness of Basel III during Covid-19 andbeyond
20 Apr 2021 | Speech | Pablo Hernández de Cos * Crossing the Basel III implementation line 15 Apr 2021 | Speech | Pablo Hernández de Cos More from the Basel Committee OTHER BIS COMMITTEES * BCBS, CPMI and IOSCO survey clients and non-bank intermediaries onmargin calls
05 May 2021 | Press release | CPMI * Micro data for the macro world 08 Apr 2021 | IFC Bulletin | IFC*
More from the other committeesANNOUNCEMENTS
* BIS Newsletter: June 2021 issue01 Jun 2021
* International Journal of Central Banking (IJCB): June 2021 issue01 Jun 2021
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YOU MAY BE INTERESTED INCAREERS AT THE BIS
Learn about what it's like to work for the BIS FINANCIAL STABILITY INSTITUTE Assisting supervisors worldwide in strengthening their financialsystems
THE BIS INNOVATION HUB Designed to support central bank collaboration on new technologyTop
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