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At its meeting in Washington DC in 2008, G20 Leaders agreed to an ambitious and comprehensive strengthening of international bank regulatory standards. The G20 has subsequently reaffirmed this commitment at each of its Summits, with a view to ensuring that the banking system can contribute to strong, sustainable and balanced growth.
This report by the Basel Committee on Banking Supervision, endorsed by the Group of Central Bank Governors and Heads of Supervision (ie the Basel Committee’s oversight body), updates G20 Leaders on progress made in strengthening the international regulatory framework for banks.
During 2015, the Basel Committee has made substantial progress towards finalising its post-crisis reforms, including reducing excessive variability in risk-weighted assets. In particular, the Committee:
• consulted on proposed revisions to the standardised approaches for credit risk, market risk and operational risk, and conducted quantitative impact studies on these proposals;
• consulted on the design of a capital floor based on the standardised approaches for credit risk, market risk and operational risk. Work on the calibration of the floor is ongoing and closely related to the finalisation of the overall package of reforms;
• will soon consult on a package of reforms to enhance the comparability of risk-weighted assets calculated using internal ratings-based approaches for credit risk;
• will finalise around the end of the year the revised market risk framework, which will include greater standardisation of traded market risk model requirements;
• finalised the revised Pillar 3 disclosure requirements, which includes the introduction of harmonised templates to improve comparability and consistency of banks’ disclosures;
• completed its analysis and monitoring of the drivers of variability of risk-weighted assets in the banking book and trading book. These exercises have now covered all trading book models and all significant portfolios in the banking book. The analysis has resulted in policy proposals to address excessive variation in risk-weighted assets, and also provided important input for supervisory follow-up actions at individual banks.
Consistent with the recent call by the G20, the Committee is well on track to finalise the remaining core elements of the global bank regulatory reform agenda, building on the Basel III standards. In finalising its post-crisis reforms, the Committee will continue to be guided by three overarching principles:
• A firm commitment to its mandate, which is to strengthen the regulation, supervision and practices of banks worldwide with the purpose of enhancing financial stability. A banking system that is resilient will be able to support the real economy and contribute positively to growth over the medium and long term.
• An extensive consultation process with a wide range of stakeholders, including academics, analysts, central banks and supervisory authorities, industry participants and the general public.
• A comprehensive and rigorous assessment of the impact of the Committee’s policy reforms, both on the banking system and the wider macroeconomy, the output of which is reflected in the design, calibration and transitional arrangements of the Committee’s policy measures.
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