Chiffre
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Titre
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Date de référence
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1.
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Scope and Definitions (SCO)
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Ch. 10 SCO:
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Introduction
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31.01.2022
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Ch. 30 SCO:
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Banking, securities and other financial subsidiaries
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31.01.2022
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Ch. 40 SCO:
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Global systemically important banks
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31.01.2022
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Ch. 50 SCO:
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Domestic systemically important banks
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31.01.2022
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Ch. 95 SCO:
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Glossary and abbreviations
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31.01.2022
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2.
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Definition of capital (CAP)
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Ch. 10 CAP:
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Definition of eligible capital
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31.01.2022
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Ch. 30 CAP:
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Regulatory adjustments
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31.01.2022
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Ch. 50 CAP:
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Prudent valuation guidance
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31.01.2022
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Ch. 90 CAP:
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Transitional arrangements
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31.01.2022
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Ch. 99 CAP:
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Application guidance
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31.01.2022
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3.
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Risk-based capital requirements (RBC)
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Ch. 20 RBC:
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Calculation of minimum risk-based capital requirements
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31.01.2022
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Ch. 25 RBC:
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Boundary between the banking book and the trading book
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31.01.2022
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Ch. 30 RBC:
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Buffers above the regulatory minimum
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31.01.2022
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Ch. 40 RBC:
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Systemically important bank buffers
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31.01.2022
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Ch. 90 RBC:
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Transitional arrangements
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31.01.2022
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4.
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Calculation of RWA for credit risk (CRE)
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Ch. 20 CRE:
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Standardised approach: individual exposures
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31.05.2023
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Ch. 21 CRE:
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Standardised approach: use of external ratings
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31.01.2022
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Ch. 22 CRE:
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Standardised approach: credit risk mitigation
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31.01.2022
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Ch. 30 CRE:
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IRB approach: overview and asset class definition
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31.01.2022
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Ch. 31 CRE:
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IRB approach: risk weight functions
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31.01.2022
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Ch. 32 CRE:
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IRB approach: risk components
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31.01.2022
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Ch. 33 CRE:
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IRB approach: supervisory slotting approach for specialised lending
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31.05.2023
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Ch. 34 CRE:
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IRB approach: RWA for purchased receivables
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31.01.2022
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Ch. 35 CRE:
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IRB approach: treatment of expected losses and provisions
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31.01.2022
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Ch. 36 CRE:
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IRB approach: minimum requirements to use IRB approach
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31.05.2023
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Ch. 40 CRE:
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Securitisation: general provisions
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31.01.2022
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Ch. 41 CRE:
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Securitisation: standardised approach
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31.01.2022
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Ch. 42 CRE:
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Securitisation: External-ratings-based approach (SEC-ERBA)
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31.05.2023
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Ch. 43 CRE:
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Securitisation: Internal assessment approach (SEC‑IAA)
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31.01.2022
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Ch. 44 CRE:
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Securitisation: Internal-ratings-based approach
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31.01.2022
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Ch. 45 CRE:
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Securitisations of non-performing loans
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31.01.2022
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Ch. 50 CRE:
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Counterparty credit risk definitions and terminology
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31.01.2022
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Ch. 51 CRE:
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Counterparty credit risk overview
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31.01.2022
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Ch. 52 CRE:
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Standardised approach to counterparty credit risk
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31.01.2022
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Ch. 53 CRE:
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Internal models method for counterparty credit risk
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31.01.2022
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Ch. 54 CRE:
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Capital requirements for bank exposures to central counterparties
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31.01.2022
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Ch. 55 CRE:
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Counterparty credit risk in the trading book
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31.01.2022
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Ch. 56 CRE:
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Minimum haircut floors for securities financing transactions
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31.01.2022
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Ch. 60 CRE:
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Equity investments in funds
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31.01.2022
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Ch. 70 CRE:
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Capital treatment of unsettled transactions and failed trades
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31.01.2022
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Ch. 90 CRE:
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Transition
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31.01.2022
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Ch. 99 CRE:
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Application guidance
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31.01.2022
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5.
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Calculation of RWA for market risk (MAR)
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Ch. 10 MAR:
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Market risk terminology
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31.01.2022
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Ch. 11 MAR:
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Definitions and application of market risk
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31.01.2022
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Ch. 12 MAR:
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Definition of trading book
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31.01.2022
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Ch. 20 MAR:
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Standardised approach: general provisions and structure
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31.01.2022
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Ch. 21 MAR:
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Standardised approach: sensitivities-based method
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31.01.2022
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Ch. 22 MAR:
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Standardised approach: default risk capital requirement
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31.01.2022
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Ch. 23 MAR:
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Standardised approach: residual risk add-on
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31.01.2022
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Ch. 30 MAR:
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Internal models approach: general provisions
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31.05.2023
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Ch. 31 MAR:
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Internal models approach: model requirements
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31.01.2022
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Ch. 32 MAR:
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Internal models approach: Backtesting and P&L attribution test requirements
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31.01.2022
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Ch. 33 MAR:
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Internal models approach: capital requirements calculation
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31.01.2022
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Ch. 40 MAR:
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Simplified standardised approach
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31.01.2022
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Ch. 50 MAR:
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Credit valuation adjustment framework
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31.01.2022
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Ch. 90 MAR:
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Transitional arrangements
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31.01.2022
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Ch. 99 MAR:
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Guidance on use of the internal models approach
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31.01.2022
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6.
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Calculation of RWA for operational risk (OPE)
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Ch. 10 OPE:
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Definitions and application
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31.05.2023
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Ch. 25 OPE:
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Standardised approach
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31.05.2023
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7.
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Leverage Ratio (LEV)
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Ch. 10 LEV:
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Definitions and application
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31.01.2022
|
Ch. 20 LEV:
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Calculation
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31.01.2022
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Ch. 30 LEV:
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Exposure measurement
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31.01.2022
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Ch. 40 LEV:
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Leverage ratio requirements for global systemically important banks
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31.01.2022
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Ch. 90 LEV:
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Transition
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31.01.2022
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8.
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Large exposure (LEX)
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Ch. 10 LEX:
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Definitions and application
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31.01.2022
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Ch. 20 LEX:
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Requirements
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31.01.2022
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Ch. 30 LEX:
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Exposure measurement
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31.01.2022
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Ch. 40 LEX:
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Large exposure rules for global systemically important banks
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31.01.2022
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9.
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Margin requirements (MGN)
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Ch. 10 MGN:
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Definitions and application
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31.01.2022
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Ch. 20 MGN:
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Requirements
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31.01.2022
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Ch. 90 MGN:
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Transition
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31.01.2022
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10.
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Supervisory review process (SRP)
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Ch. 10 SRP:
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Importance of supervisory review
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31.01.2022
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Ch. 20 SRP:
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Four key principles
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31.01.2022
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Ch. 30 SRP:
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Risk management
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31.01.2022
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Ch. 31 SRP:
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Interest rate risk in the banking book
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31.01.2022
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Ch. 32 SRP:
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Credit risk
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31.01.2022
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Ch. 33 SRP:
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Market risk
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31.01.2022
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Ch. 35 SRP:
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Compensation
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31.01.2022
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Ch. 36 SRP:
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Risk data aggregation and risk reporting
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31.01.2022
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Ch. 50 SRP:
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Liquidity monitoring metrics
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31.01.2022
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Ch. 90 SRP:
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Transition
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31.01.2022
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Ch. 98 SRP:
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Application guidance on interest rate risk in the banking book
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31.01.2022
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Ch. 99 SRP:
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Application guidance
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31.01.2022
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11.
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Disclosure requirements (DIS)
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Ch. 10 DIS:
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Definitions and applications
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31.01.2022
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Ch. 20 DIS:
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Overview of risk management, key prudential metrics and RWA
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31.01.2022
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Ch. 21 DIS:
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Comparison of modelled and standardised RWA
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31.01.2022
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Ch. 25 DIS:
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Composition of capital and TLAC
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31.01.2022
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Ch. 26 DIS:
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Capital distribution constraints
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31.01.2022
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Ch. 30 DIS:
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Links between financial statements and regulatory exposures
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31.01.2022
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Ch. 31 DIS:
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Asset encumbrance
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31.01.2022
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Ch. 35 DIS:
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Remuneration
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31.01.2022
|
Ch. 40 DIS:
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Credit risk
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31.01.2022
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Ch. 42 DIS:
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Counterparty credit risk
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31.01.2022
|
Ch. 43 DIS:
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Securitisation
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31.01.2022
|
Ch. 50 DIS:
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Market risk
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31.05.2023
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Ch. 51 DIS:
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Credit valuation adjustment risk
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31.01.2022
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Ch. 60 DIS:
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Operational risk
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31.01.2022
|
Ch. 70 DIS:
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Interest rate risk in the banking book
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31.01.2022
|
Ch. 75 DIS:
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Macroprudential supervisory measures
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31.01.2022
|
Ch. 80 DIS:
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Leverage ratio
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31.01.2022
|
Ch. 85 DIS:
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Liquidity
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31.01.2022
|
Ch. 99 DIS:
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Worked examples
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31.01.2022
|
12.
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Core Principles for effective banking supervision (BCP)
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Ch. 01 BCP:
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The core principles
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31.01.2022
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