Frequently asked questions onBaselIII monitoring

Basel Committee on Banking Supervision

Frequently asked questions on Basel III monitoring

REVISED ? September 2012

Requests for copies of publications, or for additions/changes to the mailing list, should be sent to:

Bank for International Settlements Press & Communications CH-4002 Basel, Switzerland

E-mail: publications@ Fax: +41 61 280 9100 and +41 61 280 8100

? Bank for International Settlements 2012. All rights reserved. Brief excerpts may be reproduced or translated provided the source is stated.

ISBN print: 92-9131-872-8 ISBN web: 92-9197-872-8

Table of Contents

1. Introduction................................................................................................................... 1 2. General......................................................................................................................... 1 3. Definition of capital ....................................................................................................... 2 4. Leverage ratio............................................................................................................... 2 5. Liquidity ........................................................................................................................ 5

5.1 General................................................................................................................ 5 5.2 LCR ..................................................................................................................... 5

5.2.1 Stock of highly liquid assets........................................................................ 6 5.2.2 Cash outflows............................................................................................. 8 5.2.3 Cash inflows ............................................................................................. 10 5.3 NSFR ................................................................................................................ 12

Frequently asked questions on Basel III monitoring

i

 ................
................

In order to avoid copyright disputes, this page is only a partial summary.

Google Online Preview   Download