Structure of the consolidated Basel Framework (updated 8 November 2021)

Standard Chapter First version Next version Next version

SCO10 Introduction 1/1/19

SCO30 Banking, securities and other financial subsidiaries 1/1/19
SCO Scope and
SCO40 Global systemically important banks 1/1/19 1/1/21 9/11/21
definitions
SCO50 Domestic systemically important banks 1/1/19
SCO95 Glossary and abbreviations 1/1/19 1/1/23
CAP10 Definition of eligible capital 1/1/19
CAP30 Regulatory adjustments 1/1/19
CAP Definition of
CAP50 Prudent valuation adjustments 1/1/19
capital
CAP90 Transitional arrangements 1/1/19 3/4/20
CAP99 Application guidance 1/1/19
RBC20 Calculation of minimum capital requirements 1/1/19 1/1/23 1/1/28
RBC25 Boundary between the banking book and trading book 1/1/19 1/1/23
RBC Risk-based capital
requirements RBC30 Buffers above the regulatory minimum 1/1/19
RBC40 Higher loss absorbency for G-SIBs 1/1/19
RBC90 Transitional arrangements 1/1/23
CRE20 Standardised approach: individual exposures 1/1/19 1/1/23
CRE21 Standardised approach: use of external ratings 1/1/19 1/1/23
CRE22 Standardised approach: credit risk mitigation 1/1/19 1/1/23
CRE30 IRB approach: overview and asset class definitions 1/1/19 1/1/23
CRE31 IRB approach: risk-weight functions 1/1/19 1/1/23
CRE32 IRB approach: risk components 1/1/19 1/1/23
CRE33 IRB approach: supervisory slotting approach for specialised lending 1/1/19
CRE34 IRB approach: purchased receivables 1/1/19 1/1/23
CRE35 IRB approach: treatment of expected losses and provisions 1/1/19 1/1/23
CRE36 IRB approach: minimum requirements to use IRB approach 1/1/19 1/1/23
CRE40 Securitisation: general provisions 1/1/19 1/1/23
CRE41 Securitisation: standardised approach 1/1/19
CRE42 Securitisation: SEC-ERBA 1/1/19
CRE Calculation of RWA
CRE43 Securitisation: SEC-IAA 1/1/19
for credit risk
CRE44 Securitisation: SEC-IRBA 1/1/19 1/1/23
CRE45 Securitisations of non-performing loans 1/1/23
CRE50 Counterparty credit risk definitions and terminology 1/1/19
CRE51 Counterparty credit risk overview 1/1/19 1/1/23
CRE52 Standardised approach to counterparty credit risk 1/1/19 1/1/23
CRE53 Internal models method for counterparty credit risk 1/1/19 1/1/23
CRE54 Capital requirements for bank exposures to central counterparties 1/1/19 1/1/23
CRE55 Counterparty credit risk in the trading book 1/1/19 1/1/23
CRE56 Minimum haircut floors for securities financing transactions (SFTs) 1/1/23
CRE60 Equity investments in funds 1/1/19 1/1/23
CRE70 Capital treatment of unsettled transactions and failed trades 1/1/19
CRE90 Transition 1/1/23
CRE99 Application guidance 1/1/19 1/1/23
MAR10 Definitions and application / Market risk terminology 1/1/19 1/1/23
MAR11 Definitions and application of market risk 1/1/23
MAR12 Definition of trading desk 1/1/23
MAR20 Standardised approach / Standardised approach: general provisions and
1/1/19 1/1/23
structure
MAR21 Standardised approach: sensitivities-based method 1/1/23
MAR22 Standardised approach: default risk capital requirement 1/1/23
MAR23 Standardised approach: residual risk add-on 1/1/23
MAR Calculation of
MAR30 Internal model methods / Internal models approach: qualitative
RWA for market risk 1/1/19 1/1/23
requirements
MAR31 Internal models approach: specification of market risk factors 1/1/23
MAR32 Internal models approach: eligibility of trading desk 1/1/23
MAR33 Internal models approach: calculation of capital requirement 1/1/23
MAR40 Simplified standardised approach 1/1/23
MAR50 Credit valuation adjustment framework 1/1/19 1/1/23
MAR90 Transitional arrangements 1/1/23
MAR99 Application guidance 1/1/19 1/1/23

1
 Structure of the consolidated Basel Framework (updated 8 November 2021)

Standard Chapter First version Next version Next version

OPE10 Definitions and application 1/1/19 1/1/23

OPE Calculation of RWA OPE20 Basic Indicator Approach 1/1/19
for operational risk OPE25 Standardised approach 1/1/19 1/1/23
OPE30 Advanced Measurement Approach 1/1/19
LEV10 Definitions and application 1/1/19 1/1/23
LEV20 Calculation 1/1/19 1/1/23
LEV Leverage Ratio LEV30 Exposure measurement 1/1/19 1/1/23
LEV40 Systemically important banks (SIBS) 1/1/23
LEV90 Transition 1/1/23
LCR10 Definitions and application 1/1/19
LCR20 Calculation 1/1/19
LCR30 High quality liquid assets (HQLA) 1/1/19
LCR Liquidity Coverage
LCR31 Alternative liquidity approaches 1/1/19
Ratio
LCR40 Cash inflows and outflows 1/1/19
LCR90 Transition 1/1/19
LCR99 Application guidance 1/1/19
NSF10 Definitions and application 1/1/19
NSF Net Stable Funding NSF20 Calculation 1/1/19
Ratio NSF30 Required and Available Stable Funding 1/1/19
NSF99 Application guidance 1/1/19
LEX10 Definitions and application 1/1/19 1/1/23
LEX20 Requirements 1/1/19
LEX Large exposures
LEX30 Exposure measurement 1/1/19 1/1/23
LEX40 SIBs 1/1/19
MGN10 Definitions and application 1/1/19
MGN Margin
MGN20 Requirements 1/1/19
requirements
MGN90 Transition 1/1/19 3/4/20
SRP10 Introduction and application 1/1/19
SRP20 Four key principles 1/1/19
SRP30 Risk management 1/1/19
SRP31 Interest rate risk in the banking book 1/1/19
SRP32 Credit risk 1/1/19 1/1/23
SRP33 Market risk 1/1/19 1/1/23
SRP Supervisory review
SRP34 Operational risk 1/1/19
process
SRP35 Compensation practices 1/1/19
SRP36 Risk data aggregation and risk reporting 1/1/19
SRP50 Liquidity monitoring metrics 1/1/19
SRP90 Transition 1/1/19
SRP98 Application guidance on interest rate risk in the banking book 1/1/19
SRP99 Application guidance 1/1/19
DIS10 Definitions and application 1/1/19 1/1/23
DIS20 Overview of risk management and risk weighted assets 1/1/19 1/1/23
DIS21 Comparision of modelled and standardised approaches 1/1/23
DIS25 Composition of capital and TLAC 1/1/19
DIS26 Capital distribution constraints 1/1/23
DIS30 Links between financial statements and regulatory exposures 1/1/19
DIS31 Asset encumbrance 1/1/23
DIS35 Remuneration 1/1/19
DIS40 Credit risk 1/1/19 1/1/23
DIS Disclosure
DIS42 Counterparty credit risk 1/1/19 1/1/23
requirements
DIS43 Securitisation 1/1/19
DIS50 Market risk 1/1/19 1/1/23
DIS51 Credit valuation adjustment risk 1/1/23
DIS60 Operational risk 1/1/19 1/1/23
DIS70 Interest rate risk in the banking book 1/1/19
DIS75 Macroprudential supervisory measures 1/1/19
DIS80 Leverage ratio 1/1/19 1/1/23
DIS85 Liquidity 1/1/19
DIS99 Application guidance 1/1/19
BCP Core principles for
effective banking BCP01 The core principles 1/1/19
supervision