20 September 2018

BCBS（バーゼル銀行監督委員会）、ストレステスト諸原則を最終化、規制裁定行動を阻止する手段を検討、2018年のG-SIBs（グローバルなシステム上重要な銀行）リストで合意

The Committee discussed:

• the results of the annual assessment exercise for global systemically important banks (G-SIBs). These were approved by the Committee and will be submitted to the Financial Stability Board before it publishes the 2018 list of G-SIBs. The Committee also agreed to publish the high-level indicator values of all the banks that are part of the G-SIB assessment exercise;
• progress on revising the market risk framework. The Committee expects to finalise these revisions around the end of the year;
• banks' responses to regulatory change, including potential arbitrage transactions; and
• the outcome of its review of the impact of the leverage ratio on client clearing. It also discussed an associated joint consultation paper by the Committee, the FSB, the CPMI and the IOSCO he effects of post-crisis reforms on incentives to centrally clear over-the-counter derivatives, consistent with the G20 Leaders' commitments to reform OTC derivatives markets.

The Committee also agreed to publish a revised version of its Principles on Stress Testing, following the consultation paper published in December 2017. The revised principles will be published next month.

The Committee exchanged views on emerging conjunctural and structural risks. Part of this discussion focused on banks' exposures to crypto-assets and the risks such assets may pose.

Committee members reiterated their expectation of full, timely and consistent implementation of the Basel III standards for internationally-active banks.

Press release

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