Basel Committee on Banking Supervision

Basel Committee on Banking Supervision High-level summary of Basel III 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 978-92-9259-118-2 (online) High-level summary of Basel III reforms iii Contents Standardised approach for credit risk .. 2 Internal ratings-based approaches for credit risk .. 5 Removing the use of the advanced IRB approach for certain asset classes .. 5 Specification of input floors .. 5 Additional enhancements .. 6 CVA risk framework .. 7 Operational risk framework .. 8 Leverage ratio framework .. 9 Buffer for global systemically important banks .. 9 Refinements to the leverage ratio exposure measure.

modelled approaches for regulatory capital, including the IRB approaches to credit risk. These shortcomings include the excessive complexity of the IRB approaches, the lack of comparability in banks’ internally modelled IRB capital requirements and the lack of robustness in mo delling certain asset classes.

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