Basel Committee publishes Basel III Monitoring Report including TLAC

To assess the impact of the Basel III framework on banks, the Basel Committee on Banking Supervision monitors the effects and dynamics of the reforms. For this purpose, a semiannual monitoring framework has been set up on the risk-based capital ratio, the leverage ratio and the liquidity metrics using data collected by national supervisors on a representative sample of institutions in each country. This report is the eleventh publication of results from the periodic Basel III monitoring exercise and summarises the aggregate results using data as of 30 June 2016. The Committee believes that the information contained in the report will provide relevant stakeholders with a useful benchmark for analysis.

For the first time, this report provides results on the progress made by global systemically important banks (G-SIBs) in meeting the requirements for additional loss-absorbing capacity (TLAC). Furthermore, the report includes special features on the results on the impact of the revised minimum capital requirements for market risk4 and on the preliminary results of a survey on the interaction of regulatory instruments conducted together with the end-June 2016 data collection exercise.

The full report is available here.

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