The EBA published its report measuring the impact of implementing Basel III reforms and a report on the current implementation of liquidity measures in the EU.
The Basel Committee on Banking Supervision (BCBS) published the results of its latest Basel III monitoring exercise, which shows the impact of the Basel III framework as initially agreed in 2010 and the effects of the BCBS's December 2017 revisions. The analysis is based on data from 31 December 2017 from 206 banks, including 111 large, internationally active ("Group-1") banks and 95 other ("Group-2") banks.
The BBk published the results of the Basel III (CRR/CRD IV) monitoring exercise for 41 German institutions (seven Group-1 banks and 34 Group-2 banks) with data as at 31 December 2017, showing that the MCR for German institutions would rise by an average of 23.7 % if the finalized Basel III reform package were fully implemented, of which 17.4 % is due to the output floor.
The EBA updated once again the full and reduced templates and accompanying instructions for the data collection for the 2018 quantitative impact study (QIS), in answer to the European Commission’s call for advice (CfA) with respect to the implementation of the revision of Basel III framework (version 5.0).