Transcription of Basel Committee on Banking Supervision
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Basel Committee on Banking Supervision
Basel Committee on Banking Supervision Basel III: Finalising post-crisis reforms December 2017 This publication is available on the BIS website ( ). Bank for International Settlements 2017. All rights reserved. Brief excerpts may be reproduced or translated provided the source is stated. ISBN 978-92-9259-022-2 (online) Basel III: Finalising post-crisis reforms iii Contents Introduction .. 1 Standardised approach for credit risk .. 3 Internal ratings-based approach for credit risk .. 53 Minimum capital requirements for CVA risk .. 109 Minimum capital requirements for operational 128 Output floor .. 137 Leverage ratio .. 140 Basel III: Finalising post-crisis reforms 1 Introduction 1. This document sets out the Basel Committee s finalisation of the Basel III framework.
Basel Committee on Banking Supervision Basel III: Finalising post-crisis reforms . December 2017
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