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BIS Basel III monitoring results based on June 2021

To assess the impact of the Basel III framework on banks, a semiannual monitoring framework has been set up on the risk-based capital ratio by the Basel Committee on Banking Supervision. The leverage ratio and the liquidity metrics using data collected by national supervisors on a representative sample of institutions in each country. 

The results are as follows: 

  • Compared with the end-December 2020 reporting period, the average Common Equity Tier 1 (CET1) capital ratio under the initial Basel III framework remained flat at 13.2% for Group 1 banks and decreased from 16.3% to 16.2% for Group 2 banks. 
  • The average impact of the final Basel III framework on the Tier 1 Minimum Required Capital (MRC) of Group 1 banks is higher (+3.3%) when compared to the 2.9% increase at end-December 2020. 
  • The total capital shortfalls under the fully phased-in final Basel III framework as of the end-June 2021 reporting date for Group 1 banks further decreased to EUR 2.3 billion in comparison to the end of December 2020 at EUR 6.1 billion. 
  • Applying the 2022 minimum TLAC requirements and the initial Basel III framework, three of the 25 G-SIBs reporting total loss-absorbing capacity (TLAC) data reported an aggregate incremental shortfall of EUR 24.2 billion. 
  • Group 1 banks’ average Liquidity Coverage Ratio (LCR) increased from 142.8% to 143.8% and the average Net Stable Funding Ratio (NSFR) from 123.0% to 124.5%.
  • For Group 2 banks, there was also an increase for the NSFR and again a significant increase by more than 15 percentage points for the LCR. 

Published on 13.07.2022


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