16 June 2016

バーゼル銀行監督委員会、中国・EU（欧州連合）・日本・スイス・米国におけるシステム上重要な金融機関に係るバーゼル基準の遵守状況に関する報告書を公表

The Basel Committee on Banking Supervision has published reports assessing the implementation of the Committee's frameworks for global and domestic systemically important banks (G-SIBs and D-SIBs). The Committee has evaluated the G-SIB and D-SIB frameworks in the five jurisdictions that are currently home to G-SIBs: China, the European Union, Japan, Switzerland and the United States.

These reports form part of a series of publications on Basel Committee members' implementation of Basel standards under the Committee's Regulatory Consistency Assessment Programme (RCAP). The RCAP assesses the consistency and completeness of a jurisdiction's adopted standards and the significance of any deviations from the Basel framework. The RCAP does not take account of a jurisdiction's bank supervision practices, nor does it evaluate the adequacy of regulatory capital for individual banks or a banking system as a whole.

G-SIB framework

Overall, the outcome of the assessment is positive. The implementation of the Basel G-SIB framework is found to be "compliant" in all five of the jurisdictions where G-SIBs are currently based. This is the highest of the four possible assessment grades.

D-SIB framework

Consistent with the principles-based nature of the Committee's D-SIB framework, the reports do not include a graded assessment of the implementation of the D-SIB principles. Instead, the reports outline the D-SIB frameworks implemented in China, the European Union, Japan, Switzerland and the United States. Overall, where detailed D-SIB frameworks have been implemented, those frameworks are found to be broadly aligned with the Committee's D-SIB principles, although there is some variation across these jurisdictions in the additional requirements and policy measures applied to D-SIBs.

Press release

Basel III Regulatory Consistency Assessment Programme (RCAP) - Handbook for jurisdictional assessments (March 2016)

Global systemically important banks: updated assessment methodology and the higher loss absorbency requirement (July 2013)

A framework for dealing with domestic systemically important banks - final document (October 2012)

Global systemically important banks: Assessment methodology and the additional loss absorbency requirement

Assessment – China

Assessment – EU

Assessment – Japan

Assessment – Switzerland

Assessment – US

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