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Basel 3 February 2013

Basel 3 February 2013

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Published by George Lekatis
Basel iii Compliance Professionals Association (BiiiCPA)
http://www.basel-iii-association.com

The Basel iii Compliance Professionals Association (BiiiCPA) is the largest association of Basel iii Professionals in the world. It is a business unit of the Basel ii Compliance Professionals Association (BCPA), which is also the largest association of Basel ii Professionals in the world.

Receive (at no cost) the New Member Orientation newsletters:
http://www.basel-iii-association.com/New_Member_Orientation_Newsletters.html

Subscribe to Receive (at no cost) Basel II / Basel III Related News, Alerts, Opportunities, Updates, our Monthly Newsletter and Limited Time Offers for our Basel II / Basel III Training and Certification Programs:
http://forms.aweber.com/form/42/1586130642.htm
Basel iii Compliance Professionals Association (BiiiCPA)
http://www.basel-iii-association.com

The Basel iii Compliance Professionals Association (BiiiCPA) is the largest association of Basel iii Professionals in the world. It is a business unit of the Basel ii Compliance Professionals Association (BCPA), which is also the largest association of Basel ii Professionals in the world.

Receive (at no cost) the New Member Orientation newsletters:
http://www.basel-iii-association.com/New_Member_Orientation_Newsletters.html

Subscribe to Receive (at no cost) Basel II / Basel III Related News, Alerts, Opportunities, Updates, our Monthly Newsletter and Limited Time Offers for our Basel II / Basel III Training and Certification Programs:
http://forms.aweber.com/form/42/1586130642.htm

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Categories:Types, Business/Law
Published by: George Lekatis on Jun 14, 2013
Copyright:Attribution Non-commercial

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11/24/2013

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Basel iii Compliance Professionals Association (BiiiCPA)
1200 G Street NW Suite 800 Washington, DC 20005-6705 USA Tel:202-449-9750 Web:www.basel-iii-association.com
 
Dear Member,
 
I will lead a Basel III class in London in a fewdays (March 20-22, 2013).
 
We have ensured that not only the course, but
 
also the venue is great: Four Seasons Hotel, Canary Wharf, London.
 
The view and the foodthere is fantastic.
 
 Yes, this is veryimportant too.
 
I want to spend 3 greatdays, not simply lead aclass.
 
 You can call Ross Fenwick after visiting:
 
 
I look forward to meeting some of you.
 
Today we will start with the monitoring of the impact of the Baselframeworks. Yes, we still haveBasel iii monitoring with
Basel i f 
igures‖
 
Basel iii Compliance Professionals Association (BiiiCPA)www.basel-iii-association.com
 
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Basel III monitoringQuestionnaire and instructions
 
The Basel Committee on Banking Supervision ismonitoring the impacto
Basel III: A globalregulatory framework for more resilient banks andbanking systems
and
Basel III: Internationalframework for liquidity risk measurement,standards and monitoring
on a sample of banks.
 
The exercise will berepeated semi-annuallywithend-December and end-June reporting dates.
 
Scope of the exercise
 
Participation in the monitoring exercise is voluntary.
 
The Committee expectsboth large internationally active banks andsmaller institutionsto participate in the study, as all of them will bematerially affectedby some or all of the revisions of the various standards.
 
Where applicable and unless noted otherwise,data should be reported for consolidated groups.
 
The monitoring exercise is targeted atboth banks under the Basel II/IIIframeworks and at those still subject to Basel I.
 
However, as outlined in the remainder of these instructions some parts of the questionnaire are only relevant for banks subject to Basel II or tobanks applying a particular approach.
 
If Basel I figures are used, they should be calculated based on thenational implementation,referred to as
Basel
I
in this document.
 
In some countries supervisors may have implementedadditional rules
 
beyond the 1988 Accord or may have mademodifications to the Accordin
 
Basel iii Compliance Professionals Association (BiiiCPA)www.basel-iii-association.com
 
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their national implementation, and these should be considered in thecalculation of 
Basel I
 capital requirements for the purposes of thisexercise.
 
If a bank has implemented Basel II at a particular reporting date, itshould calculate capital requirements based on the nationalimplementation of the Basel II framework, referred to as
Basel II
 in thisdocument.
 
Unless stated otherwise, the changes to the risk weighted assetcalculation of the Basel II framework introduced in 2009 which arecollectively referred to as
Basel
2.5‖
 (Revisions to the Basel II marketrisk framework(
the Revision
s‖)
 and Enhancements to the Basel IIframework(
the Enhancement
s
))and through the Basel III frameworkshould only be reflected if they are part of the applicable regulatoryframework at the reporting date.
 
When providing data on Basel III, banks should also take into accountthefrequently asked questionson capital, counterparty risk and liquiditypublished by the Committee.
 
This data collection exercise should be completed on abest-efforts basis.Ideally, banks should include all their assets in this exercise.
 
However,due to data limitations, inclusion of some assets (for examplethe portfolio of a minor subsidiary) may turn out to be an unsurpassablehurdle.
 
In these cases, banks should consult their relevant national supervisor to determine how to proceed.
 
Basel iii Compliance Professionals Association (BiiiCPA)www.basel-iii-association.com

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