As of the end of 2025, Basel III risk-based capital and leverage ratios remained stable for large internationally active banks compared with June 2025. The average Liquidity Coverage Ratio (LCR) of Group 1 banks improved slightly, while the Net Stable Funding Ratio (NSFR) decreased slightly. The average impact of the…
Why this matters
This is a Basel Committee monitoring exercise report published by the BIS, presenting data on Basel III compliance as of end-2025. It is informational in nature (not a new rule or consultation), but carries significance as it tracks implementation of binding prudential standards across 149 banks including G-SIBs.
The sustainability of the AI boom, financial vulnerabilities and strained public finances are among pressure points facing the global economy, along with the return of inflation. The interplay of record-high public debt with the increasing role of highly-leveraged hedge funds creates a new sovereign-financial…
Why this matters
This is a BIS press release accompanying its Annual Economic Report 2026. It is informational/advisory in nature (not a binding rule, consultation, or enforcement action) but carries significant regulatory signals about emerging risks and policy priorities: fiscal-financial stability nexus, non-bank leverage (hedge...
The sustainability of the AI boom, financial vulnerabilities and strained public finances are among pressure points facing the global economy, along with the return of inflation.
Why this matters
This is a BIS media release accompanying its Annual Economic Report 2026. It identifies four pressure points (inflation, AI sustainability, financial vulnerabilities, fiscal strain) and emphasizes policy priorities including price stability, financial stability beyond banking, and fiscal discipline.
Digital innovation is transforming finance, potentially enabling greater competition and efficiency in payment systems and financial intermediation. However, it also poses new macro-financial challenges and raises the broader question of how to preserve trust in money in the digital age...
AI Analysis
BIS published a 23 June 2026 press release summarizing a special chapter of its Annual Economic Report 2026 on the future monetary and financial system. The message for compliance teams is that BIS favors integrating tokenisation into the existing two-tier system rather than treating stablecoins as the core monetary instrument, because current stablecoin designs do not sufficiently preserve trust, singleness, redeemability, or financial integrity.
Key dates
2026-06-23
BIS published the press release and pre-released the relevant Annual Economic Report 2026 chapter
2026-06-28
BIS plans to publish the full Annual Economic Report 2026 and the BIS Annual Report 2025/26
Suggested considerations
Compliance teams may wish to assess whether any stablecoin-related business line depends on assumptions about parity redeemability, interoperability, or reserve quality that BIS identifies as weak points.
Firms involved in tokenisation initiatives may wish to map their proposed operating model against the two-tier framework BIS endorses, especially where central bank money, commercial bank money, and tokenised assets would interact on programmable platforms.
Banks and payment providers may wish to review funding, liquidity, and settlement assumptions for any products that could materially increase stablecoin usage or tokenised-money circulation.
Crypto-facing firms may wish to examine whether current controls for financial crime, ledger interoperability, and customer redemption rights would satisfy a more stringent supervisory approach if stablecoins are used at scale.
Market infrastructure and capital markets firms may wish to consider whether a unified-ledger or tokenised-deposit architecture could reduce reconciliation and settlement frictions in cross-border or wholesale workflows.
Risk and policy teams may wish to monitor BIS follow-on publications, including the full Annual Economic Report 2026, for more detailed supervisory or implementation signals when it is published on 2026-06-28.
What changed
The publication is a policy signal, not a binding rule. BIS argues that tokenisation—digital representation of assets on programmable platforms—can be embedded in the current monetary architecture, where central banks provide the monetary anchor and commercial banks provide services to the public, to enable programmable payments and other efficiencies.
BIS also states that current stablecoin designs fall short of the key properties of money, particularly singleness, meaning the ability to redeem different forms of money exactly at par for central bank money.
Compliance impact
The publication has strategic significance but no direct binding compliance obligations. Its practical impact is that supervisors and policymakers may increasingly scrutinize stablecoin redeemability, reserve quality, financial crime controls, and interoperability, while encouraging tokenised-money models that preserve central bank money as the anchor.
Digital innovation is transforming finance, potentially enabling greater competition and efficiency in payment systems and financial intermediation. However, it also poses new macro-financial challenges and raises the broader question of how to preserve trust in money in the digital age.
Why this matters
This is a BIS media release accompanying a special chapter of the Annual Economic Report 2026. It articulates high-level policy direction on stablecoins and tokenisation, identifies structural weaknesses in current stablecoin designs, and calls for coordinated global regulatory efforts on two fronts: near-term...
The Basel Committee on Banking Supervision today published a range of practices report on information and communication technology (ICT) risk management. ICT is a key component of operational risk management, playing a vital role in supporting the broader goal of achieving operational resilience.
Why this matters
This is a Basel Committee publication of a range of practices report (not binding rules, but authoritative guidance) addressing ICT risk management as a component of operational resilience. The content is informational/guidance-focused rather than a consultation or final rule, and targets banks specifically.
Basel Committee publishes report on information and communication technology risk management.
Why this matters
This is a published report from the Basel Committee on Banking Supervision (BCBS) analyzing ICT risk management practices across jurisdictions. The content explicitly addresses operational resilience and ICT/cyber risk in banking.
Agrees to publish range of practices report on information and communication technology risk management. Progresses its targeted review of the prudential standard for banks' cryptoasset exposures. Considers targeted updates of its principles on liquidity risk.
Why this matters
This is a Basel Committee press release documenting meeting outcomes and regulatory work in progress. The Committee approved publication of an ICT risk management practices report (addressing operational resilience), is progressing a targeted review of cryptoasset prudential standards, and is considering updates to...
Agrees to publish range of practices report on information and communication technology risk management. Progresses its targeted review of the prudential standard for banks' cryptoasset exposures. Considers targeted updates of its principles on liquidity risk.
Why this matters
This is a media release documenting Basel Committee meeting outcomes. The content supports three primary regulatory initiatives: (1) publication of ICT risk management practices report addressing operational resilience, (2) ongoing targeted review of cryptoasset prudential standards with updates promised later in...
BIS Board of Directors elects Fabio Panetta, Governor of the Bank of Italy, as its new Chair Gabriel Galípolo, Governor of the Central Bank of Brazil, is appointed Chair of the meeting of Governors of major emerging market economies Michele Bullock, Governor of the Reserve Bank of Australia, is appointed Chair of the…
Why this matters
The content is purely informational, announcing the election of central bank governors to leadership roles at the BIS and its committees. It contains no new rules, guidance, enforcement actions, or obligations affecting regulated firms.
Press release from May 12, 2026 on central bank governors appointed to lead the BIS board of directors, the meeting of governors of major emerging market economies, the asian consultative council and the committee of the global financial system.
Why this matters
The content is a media release announcing leadership appointments at the BIS (Fabio Panetta as Board Chair, and three other central bank governors to key BIS groups).
Press release: Statement on the appointment of Hyun Song Shin as Governor of the Bank of Korea
Why this matters
The content is a press release announcing the appointment of Hyun Song Shin as Governor of the Bank of Korea and related internal BIS management changes. It is purely administrative and informational in nature, containing no new rules, guidance, enforcement actions, or obligations affecting regulated firms.
The General Manager of the BIS, Pablo Hernández de Cos, made the following statement today on the announcement that Hyun Song Shin has been appointed to serve as Governor of the Bank of Korea.
Why this matters
The content is a media release announcing the appointment of Hyun Song Shin as Governor of the Bank of Korea and related internal BIS management changes. It is purely administrative and informational in nature, containing no new rules, guidance, enforcement actions, or regulatory obligations.
The UK's framework for systemically important payment systems and central securities depositories/securities settlement systems is complete and consistent with the CPMI-IOSCO Principles for financial market infrastructures (PFMI) in most aspects. The CPMI-IOSCO assessment identified some areas for improvement where…
Why this matters
This is a published assessment report from CPMI-IOSCO evaluating UK implementation of the Principles for Financial Market Infrastructures as of September 2023. The report confirms broad compliance for payment systems but identifies improvement areas for CSDs/SSSs, particularly in risk and governance principles.
The UK's framework for systemically important payment systems and central securities depositories/securities settlement systems is complete and consistent with the CPMI-IOSCO Principles for financial market infrastructures (PFMI) in most aspects.
Why this matters
This is a published assessment report evaluating UK implementation of international financial market infrastructure standards (PFMI) as of September 2023. The report confirms broad compliance but identifies improvement areas in risk and governance principles for payment systems and securities settlement...
John C. Williams, President and Chief Executive Officer of the Federal Reserve Bank of New York, is to continue as Chair of the Bank for International Settlements' Markets Committee.
Why this matters
The content is a press release announcing the extension of John C. Williams' term as Chair of the BIS Markets Committee for a second three-year term. This is a straightforward governance/personnel matter with no new regulatory requirements, policy guidance, or enforcement action.
John C. Williams, President and Chief Executive Officer of the Federal Reserve Bank of New York, is to continue as Chair of the Bank for International Settlements' Markets Committee.
Why this matters
The content is a media release announcing the extension of John C. Williams' term as Chair of the BIS Markets Committee for a second three-year period. This is a straightforward governance/appointment matter with no new regulatory requirements, policy changes, or enforcement actions.
Banks' liquidity ratios increased slightly while Basel III risk-based capital and leverage ratios are stable in the first half of 2025. The average impact of the Basel III framework on the Tier 1 minimum required capital (MRC) of Group 1 banks decreased, driven by implementation progress. The newly expanded…
Why this matters
This is a BIS Basel III monitoring exercise publication reporting on H1 2025 data for large internationally active banks (Group 1) and smaller banks (Group 2). The content covers liquidity ratios (LCR, NSFR), risk-based capital, leverage ratios, and introduces expanded cryptoasset exposure reporting.
The report sets out the impact of the Basel III framework, including the December 2017 finalisation of the Basel III reforms and the January 2019 finalisation of the market risk framework.
Why this matters
This is a Basel Committee monitoring report (QIS - Quantitative Impact Study) analyzing the impact of Basel III framework reforms on large internationally active banks.
Following the nomination of Hyun Song Shin as Governor of the Bank of Korea, the BIS today announced that Mr. Shin will step back from his duties with immediate effect. In the interim, the Monetary and Economic Department will be led by Frank Smets, who will serve as Acting Head.
Why this matters
The content is a press release announcing the nomination of Hyun Song Shin as Governor of the Bank of Korea and his consequent departure from the BIS, with interim leadership arrangements. This is administrative and personnel-related rather than substantive regulatory guidance or policy.
Ben Gully will lead the international standard setter's Secretariat in Basel. Mr Gully has been appointed for a three-year term, starting in August. He is currently Deputy Superintendent at the Office of the Superintendent of Financial Institutions (OSFI) in Canada.
Why this matters
The content is purely administrative—announcing Ben Gully's appointment as Secretary General of the Basel Committee effective August 2026. While the Basel Committee is the primary global standard setter for bank prudential regulation, this update contains no new rules, guidance, consultations, or enforcement actions.
Hélène Rey, Professor of Economics at London Business School, appointed as Economic Adviser and Head of the Monetary and Economic Department of the BIS. Ms Rey is appointed for a five-year term, effective September 2026. She will lead the economics work of the Bank and join its Executive Committee.
Why this matters
The content is a press release announcing Hélène Rey's appointment as Economic Adviser and Head of the Monetary and Economic Department at the BIS, effective September 2026. It is purely administrative and informational in nature, documenting a leadership transition at an international financial institution.
Group of Central Bank Governors and Heads of Supervision (GHOS) welcome the progress to fully implement Basel III. GHOS endorsed targeted reviews of the Committee's prudential standards for cryptoassets and global systemically important banks.
Why this matters
This is a GHOS press release announcing implementation progress on Basel III (affecting prudential capital requirements for banks globally) and endorsing two targeted reviews: one on cryptoasset exposures and one on G-SIB assessment methodology.
The Basel Committee on Banking supervision has launched a new section of its website that sets out a consolidated version of its guidelines and sound practices for banks and supervisors.
Why this matters
This is a news item announcing a website redesign consolidating existing Basel Committee guidelines and sound practices into modular format. The content describes an accessibility improvement to already-published materials, with a closed consultation period.
Discusses vulnerabilities in government bond-backed repo markets. Discusses progress of a targeted review of the prudential standard for banks' cryptoasset exposures. Announces date and location of the International Conference of Banking Supervisors.
Why this matters
This is a press release announcing Basel Committee meeting outcomes. The text explicitly discusses an expedited review of cryptoasset exposure standards (with update promised later in 2026), approved technical amendments to operational risk standardised approach (publishing March 2026), and vulnerabilities in repo...
This is a BIS working paper (informational/research content, not a binding rule or consultation) analyzing non-maturity deposit stability in response to the 2023 banking turmoil.
Synthetic risk transfers (SRT) transactions involve transferring all or a portion of the credit risk of a pool of assets to a counterparty while the bank retains ownership of the underlying assets.
Why this matters
This is a Basel Committee monitoring report on synthetic risk transfers, a capital relief mechanism used primarily by banks with NBFI investors. The content explicitly addresses credit risk management, capital requirements implications, and systemic interconnection risks.
The Basel Committee on Banking Supervision today published a report on synthetic risk transfer (SRT) transactions. The economic importance of SRT markets has grown rapidly over the last decade and they have become an important source of capital relief for corporate credit risk.
Why this matters
This is a Basel Committee report publication analyzing synthetic risk transfer markets. The content is informational and analytical rather than prescriptive or binding.
François Villeroy de Galhau, Governor of the Bank of France, today announced his decision to leave the Bank of France at the beginning of June to become President of the Fondation Apprentis d'Auteuil. Accordingly, he will step down from his position as Chair of the BIS Board of Directors.
Why this matters
The content is a press release announcing François Villeroy de Galhau's resignation from his position as Chair of the BIS Board of Directors to pursue a role at a charitable foundation.
The Bank for International Settlements has reviewed the content of the FX Global Code and acknowledges that the Code represents a set of principles generally recognised as good practice in the wholesale foreign exchange (FX) market.
Why this matters
The BIS press release announces its commitment to conduct FX market activities consistent with the FX Global Code principles. This is an informational statement of compliance with a recognized voluntary code of conduct, not a new rule, consultation, or enforcement action.
Since its publication in 2013, BCBS 239 has become a foundational framework for data management and risk management practices in the banking sector. While its principles still apply, its implementation has evolved over the years, reflecting changes in the business, technology and risk landscape.
Why this matters
This is a Basel Committee newsletter providing thematic guidance on BCBS 239 principles implementation based on recent supervisory outreach. While it does not introduce new binding obligations, it offers noteworthy regulatory signals on current supervisory expectations regarding risk data aggregation, governance...
Since the banking turmoil of 2023, the Committee has worked to strengthen supervisory effectiveness in relation to material risks that could result in financial losses, impacting the safety and soundness of financial institutions.
Why this matters
This is an informational newsletter from the Basel Committee on Banking Supervision (BCBS) documenting supervisory cooperation and best practices following the 2023 banking turmoil.
The Basel Committee on Banking Supervision (BCBS) and the International Organization of Securities Commissions (IOSCO) today published a report that reviews the implementation of margin requirements for non-centrally cleared derivatives.
Why this matters
This is a published assessment by BCBS and IOSCO reviewing implementation of the 2013 margin requirements standard for non-centrally cleared derivatives. The report confirms the framework is working effectively, finds no material issues, and proposes no changes—making it informational rather than prescriptive.
The Basel Committee on Banking Supervision (BCBS) and the International Organization of Securities Commissions (IOSCO) today published a review of the implementation of the framework for margin requirements for non-centrally cleared derivatives.
Why this matters
The BCBS and IOSCO review of margin requirements for non-centrally cleared derivatives is a substantive assessment of an existing post-2008 framework. The finding of no material issues and recommendation for continued supervisory monitoring represents concrete regulatory guidance, but the absence of new obligations or...
As part of its 2025-2026 work programme, the Basel Committee is advancing various supervisory initiatives related to the digitalisation of finance.
AI Analysis
The Basel Committee has published its Principles for the sound management of third-party risk, setting a common baseline for banks and supervisors as firms become more dependent on third-party service providers. The publication matters because it broadens the supervisory lens beyond traditional outsourcing to a wider range of third-party arrangements, with implications for governance, due diligence, contracts, monitoring, and exit planning.
Key dates
2025-12-10
Basel Committee publication date for the Principles for the sound management of third-party risk
Suggested considerations
Compliance teams may wish to map all third-party arrangements against the new lifecycle expectations, including non-traditional outsourcing and intra-group or technology-enabled arrangements.
Firms should consider whether board-approved third-party risk appetite, tolerance for disruption, and reporting lines are documented clearly and align with current governance arrangements.
Banks may wish to review due diligence, contracting, onboarding, monitoring, continuity, and exit procedures to confirm they address the principle-based expectations across the full relationship lifecycle.
Supervisory liaison teams may wish to assess whether concentration risk, critical provider dependencies, and cross-border coordination issues are adequately captured in existing risk registers and escalation frameworks.
What changed
The document sets out 12 principles covering the full third-party service provider lifecycle, divided between bank-facing expectations and supervisor-facing expectations. For banks, the principles cover governance and strategy, board and senior management oversight, risk assessment, due diligence, legally binding contracts, onboarding, ongoing monitoring, business continuity, and termination/exit management.
Compliance impact
The publication is a material supervisory signal rather than a binding rule, but it raises the expected standard for how banks identify, manage, and oversee third-party dependencies. Institutions that rely heavily on external providers may face closer supervisory scrutiny of governance, resilience, and concentration risk, especially where critical services are involved.
The Basel Committee has published principles for the sound management of third-party risk in the banking sector. The principles establish a common baseline for banks and supervisors for the sound management of third-party risk. The Committee will continue to monitor developments related to the digitalisation of…
AI Analysis
The Basel Committee published final principles for the sound management of third-party risk in the banking sector on 2025-12-10. The publication matters because it creates a common prudential baseline for banks and supervisors and explicitly supersedes the Basel/Joint Forum 2005 outsourcing paper for banking-sector purposes.
Key dates
2025-12-10
Basel Committee published the principles for the sound management of third-party risk
2024-10-09 Deadline
Comment deadline for the consultative version of the principles
Suggested considerations
Compliance teams may wish to compare existing outsourcing and third-party risk frameworks against the new 12-principle baseline to identify gaps in governance, lifecycle controls, and supervisor-facing documentation.
Firms may wish to review board and senior management oversight arrangements for third-party risk to ensure responsibilities, risk appetite, escalation, and reporting are clearly assigned.
Banks should consider whether their third-party inventories, risk assessments, due diligence files, contracts, monitoring processes, and exit planning are aligned to a full lifecycle model rather than a narrow outsourcing model.
Supervisory relations teams may wish to map the principles against home and host jurisdiction requirements to identify where local rules are already aligned or where additional supervisory engagement may be needed.
Operational resilience teams may wish to test whether critical third-party dependencies, including cloud and technology providers, are sufficiently captured in business continuity and termination planning.
What changed
The Basel Committee replaced the older 2005 Joint Forum outsourcing guidance with a new 12-principle framework focused on third-party service provider arrangements in banking. The framework is broader than traditional outsourcing and is designed to cover the larger, more diverse third-party ecosystem created by digitalisation and financial technology.
Compliance impact
The practical impact is broad for banking-sector third-party risk management because the publication updates the prudential benchmark supervisors may use when assessing governance, controls, and resilience. The Committee does not describe legal sanctions, but firms that lag the baseline may face supervisory challenge, remediation expectations, or pressure to strengthen third-party oversight and lifecycle controls.
This is a Basel Committee assessment report on the UK's implementation of global prudential standards. The content is informational in nature—publishing compliance assessment results rather than imposing new obligations or enforcement actions.
This report describes the Committee's assessment of the implementation of the Basel Committee's large exposures framework (LEX) in the UK. The UK LEX regulations have been assessed as largely compliant.
Why this matters
This is a Basel Committee RCAP assessment report evaluating UK implementation of the large exposures framework. The content explicitly addresses credit risk and supervisory cooperation through a compliance assessment. The report confirms the UK is 'largely compliant' with the Basel Framework's LEX requirements.
This report describes the Committee's assessment of the implementation of the Basel Committee's Net Stable Funding Ratio (NSFR) standard in the UK. The UK NSFR regulations have been assessed as largely compliant.
Why this matters
This is a Basel Committee RCAP assessment report confirming the UK's implementation of the Net Stable Funding Ratio standard. The content is informational and retrospective (assessing past compliance), not prescriptive or imposing new obligations.
Basel Committee provides additional information regarding the 2025 G-SIB assessment. Further details include global denominators and individual bank indicators. The release accompanies the Financial Stability Board's updated G-SIB list.
Why this matters
This is an informational release accompanying the FSB's updated G-SIB list. The Basel Committee has published additional transparency on its 2025 assessment methodology, denominators, individual bank indicators, cut-off scores, and bucket thresholds.
This document sets out a technical amendment to the Basel Framework. The amendment relates to the circumstance where a bank uses a guarantee or credit derivative to hedge the counterparty credit risk (CCR) of a derivative exposure subject to the standardised approach to counterparty credit risk or the internal models…
AI Analysis
The Basel Committee has finalized a technical amendment to the Basel Framework clarifying how banks should treat guarantees and credit derivatives used to hedge counterparty credit risk on derivative exposures. The change matters because it affects exposure measurement and capital treatment under SA-CCR and the internal models method, especially where protection is fixed, capped, or only partially covers the exposure.
Key dates
2024-11-27
The technical amendment was published for consultation
2025-01-31 Deadline
Comment deadline on the consultation version
2025-10-28
The BIS page reflects the final consolidated standard
2028-11-01 Deadline
Committee members agreed to implement the revised standard by this date at the latest
Suggested considerations
Compliance teams may wish to identify derivative portfolios where fixed or capped guarantees or credit derivatives are used as CCR hedges under SA-CCR or IMM.
Firms should consider reviewing capital calculation logic and documentation for protected and unprotected exposure portions to confirm the final Basel treatment is reflected.
Banks may wish to assess whether any legacy policy, model, or reporting language still references the consultation version and needs updating ahead of implementation.
Risk and capital teams should consider whether exclusions for securities financing transactions and securitisation exposures are correctly applied in governance, procedures, and systems.
What changed
The amendment clarifies the treatment of guarantees and credit derivatives that hedge counterparty credit risk of derivative exposures subject to the standardized approach to counterparty credit risk or the internal models method. The Basel text indicates the final standard aligns the treatment of fixed or capped protection more closely with the treatment of eligible collateral and residual risk to the original counterparty.
Compliance impact
The impact is moderate to high for banks with material derivative CCR portfolios because the amendment changes how certain hedges are recognized in capital calculations. The regulator describes the change as technical rather than substantial, but it is still a binding Basel Framework adjustment that firms will need to implement consistently to avoid misstatement of CCR capital requirements.
Basel III risk-based capital ratios increase while leverage ratio and Net Stable Funding Ratio remain stable for large internationally active banks.
Why this matters
This is a Basel Committee on Banking Supervision (BCBS) quantitative impact study (QIS) monitoring report on Basel III framework implementation as of end-December 2024.
This paper studies how banks manage their equity capital in the short run, particularly during periods of distress, based on Basel III monitoring data. The findings challenge the conventional assumption that bank capital is largely exogenous in the short run, meaning that banks cannot adjust their capital level in a…
Why this matters
This is a BIS/BCBS working paper (research publication) analyzing how banks actively manage capital in the short run using Basel III monitoring data. It challenges conventional assumptions and provides evidence-based insights into bank capital dynamics during distress periods.
The Basel Committee on Banking Supervision horizon scanning report on banks' interconnections with non-bank financial intermediaries (NBFIs).
Why this matters
This is a published horizon scanning report from the Basel Committee analyzing interconnections between banks and non-bank financial intermediaries. The report describes direct and indirect linkages, discusses risks and vulnerabilities, includes case studies and stylised failure scenarios, and emphasizes data...
This voluntary framework for the disclosure of climate-related financial risks includes both qualitative and quantitative information. The Committee has agreed this framework will be voluntary in nature, with jurisdictions to consider whether to implement it domestically.
Why this matters
This is a Basel Committee framework document on voluntary disclosure of climate-related financial risks. The content explicitly targets banks and establishes a framework (both qualitative and quantitative) for disclosure. It is informational/guidance in nature (voluntary, not binding), making urgency null.
Technical amendment issued for comment by 25 July 2025, June 2025
Why this matters
This is a BCBS consultative document (closed status as of 10 June 2025) addressing technical amendments and interpretative issues under the Basel Framework, specifically for standardised approaches to operational risk and credit risk.
This is a BCBS guidelines update revising principles for credit risk management first issued 25 years ago. The content describes four key areas of credit risk governance (environment, granting, administration/monitoring, controls) and alignment with Basel Framework.
This report describes the Committee's assessment of the implementation of the Basel Committee's large exposures framework (LEX) in Türkiye. The Turkish LEX regulations have been assessed as compliant.
Why this matters
This is an RCAP assessment report confirming Türkiye's compliance with the Basel large exposures framework. It is informational in nature (assessment/monitoring outcome rather than new obligation), but carries significance as it documents regulatory consistency monitoring by the Basel Committee.
This report presents the findings of an RCAP Assessment Team (Assessment Team) on the adoption of the Basel Net Stable Funding Ratio (NSFR) standard in Türkiye as of 15 January 2025.
Why this matters
This is a Basel Committee RCAP assessment report confirming Türkiye's compliant implementation of the Net Stable Funding Ratio standard. The content is informational and retrospective (assessing past implementation), not introducing new obligations. It addresses liquidity risk prudential requirements for banks.
Basel III risk-based capital ratios increase while leverage ratio and NSFR remain stable for large internationally active banks
Why this matters
This is a Basel III monitoring report (QIS) from the BIS/BCBS dated 26 March 2025, presenting end-June 2024 data on capital ratios, leverage ratios, and NSFR for large internationally active banks.