Basel III monitoring report
This version
Topics:
QIS - Quantitative Impact Study
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.
Highlights of the Basel III monitoring exercise as of 30 June 2024
- Basel III risk-based capital ratios increase while leverage ratio and NSFR remain stable for large internationally active banks.
Dashboards provide an interactive visualisation of the results for credit, market, operational, counterparty credit and credit valuation adjustment risks. These and all other Basel III monitoring dashboards are compiled on a dashboards page.
A Basel III monitoring methodology note provides additional background information on the concepts, definitions and calculation techniques used in dashboards, monitoring reports and other analyses.