Basel III risk-based capital and leverage ratios are stable while liquidity indicators show limited movements for large internationally active banks, latest Basel III monitoring exercise shows
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 report shows stable capital ratios, slight liquidity movements, and quantifies the +2.2% impact of fully phased-in Basel III on Tier 1 MRC. This is noteworthy regulatory intelligence for capital requirements compliance but does not impose new obligations or announce policy changes, warranting a score of 3.
AI-generated classification rationale, not a full analysis. Verify with the original BIS source before acting. Full disclaimer.
What the BIS said
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…
Extract from BIS . Read the full notice at the source for the authoritative text.
Context
Bank for International Settlements (BIS) — Hosts the Basel Committee, whose capital and liquidity standards national regulators implement. We track 62 updates from them.
Global standard-setters whose frameworks are adopted into national regulation. Browse all International updates.
This update is classified under Prudential / Capital Requirements, Reporting & Disclosure and Banking & Credit.