(art. 4a , al. 2)
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| Chiffre | Titre | Date de référence |
|---|---|---|
| 1. | Scope and Definitions (SCO) | |
| Ch. 10 SCO: | Introduction | 31.01.2022 |
| Ch. 30 SCO: | Banking, securities and other financial subsidiaries | 31.01.2022 |
| Ch. 40 SCO: | Global systemically important banks | 31.01.2022 |
| Ch. 50 SCO: | Domestic systemically important banks | 31.01.2022 |
| Ch. 95 SCO: | Glossary and abbreviations | 31.01.2022 |
| 2. | Definition of capital (CAP) | |
| Ch. 10 CAP: | Definition of eligible capital | 31.01.2022 |
| Ch. 30 CAP: | Regulatory adjustments | 31.01.2022 |
| Ch. 50 CAP: | Prudent valuation guidance | 31.01.2022 |
| Ch. 90 CAP: | Transitional arrangements | 31.01.2022 |
| Ch. 99 CAP: | Application guidance | 31.01.2022 |
| 3. | Risk-based capital requirements (RBC) | |
| Ch. 20 RBC: | Calculation of minimum risk-based capital requirements | 31.01.2022 |
| Ch. 25 RBC: | Boundary between the banking book and the trading book | 31.01.2022 |
| Ch. 30 RBC: | Buffers above the regulatory minimum | 31.01.2022 |
| Ch. 40 RBC: | Systemically important bank buffers | 31.01.2022 |
| Ch. 90 RBC: | Transitional arrangements | 31.01.2022 |
| 4. | Calculation of RWA for credit risk (CRE) | |
| Ch. 20 CRE: | Standardised approach: individual exposures | 31.05.2023 |
| Ch. 21 CRE: | Standardised approach: use of external ratings | 31.01.2022 |
| Ch. 22 CRE: | Standardised approach: credit risk mitigation | 31.01.2022 |
| Ch. 30 CRE: | IRB approach: overview and asset class definition | 31.01.2022 |
| Ch. 31 CRE: | IRB approach: risk weight functions | 31.01.2022 |
| Ch. 32 CRE: | IRB approach: risk components | 31.01.2022 |
| Ch. 33 CRE: | IRB approach: supervisory slotting approach for specialised lending | 31.05.2023 |
| Ch. 34 CRE: | IRB approach: RWA for purchased receivables | 31.01.2022 |
| Ch. 35 CRE: | IRB approach: treatment of expected losses and provisions | 31.01.2022 |
| Ch. 36 CRE: | IRB approach: minimum requirements to use IRB approach | 31.05.2023 |
| Ch. 40 CRE: | Securitisation: general provisions | 31.01.2022 |
| Ch. 41 CRE: | Securitisation: standardised approach | 31.01.2022 |
| Ch. 42 CRE: | Securitisation: External-ratings-based approach (SEC-ERBA) | 31.05.2023 |
| Ch. 43 CRE: | Securitisation: Internal assessment approach (SEC‑IAA) | 31.01.2022 |
| Ch. 44 CRE: | Securitisation: Internal-ratings-based approach | 31.01.2022 |
| Ch. 45 CRE: | Securitisations of non-performing loans | 31.01.2022 |
| Ch. 50 CRE: | Counterparty credit risk definitions and terminology | 31.01.2022 |
| Ch. 51 CRE: | Counterparty credit risk overview | 31.01.2022 |
| Ch. 52 CRE: | Standardised approach to counterparty credit risk | 31.01.2022 |
| Ch. 53 CRE: | Internal models method for counterparty credit risk | 31.01.2022 |
| Ch. 54 CRE: | Capital requirements for bank exposures to central counterparties | 31.01.2022 |
| Ch. 55 CRE: | Counterparty credit risk in the trading book | 31.01.2022 |
| Ch. 56 CRE: | Minimum haircut floors for securities financing transactions | 31.01.2022 |
| Ch. 60 CRE: | Equity investments in funds | 31.01.2022 |
| Ch. 70 CRE: | Capital treatment of unsettled transactions and failed trades | 31.01.2022 |
| Ch. 90 CRE: | Transition | 31.01.2022 |
| Ch. 99 CRE: | Application guidance | 31.01.2022 |
| 5. | Calculation of RWA for market risk (MAR) | |
| Ch. 10 MAR: | Market risk terminology | 31.01.2022 |
| Ch. 11 MAR: | Definitions and application of market risk | 31.01.2022 |
| Ch. 12 MAR: | Definition of trading book | 31.01.2022 |
| Ch. 20 MAR: | Standardised approach: general provisions and structure | 31.01.2022 |
| Ch. 21 MAR: | Standardised approach: sensitivities-based method | 31.01.2022 |
| Ch. 22 MAR: | Standardised approach: default risk capital requirement | 31.01.2022 |
| Ch. 23 MAR: | Standardised approach: residual risk add-on | 31.01.2022 |
| Ch. 30 MAR: | Internal models approach: general provisions | 31.05.2023 |
| Ch. 31 MAR: | Internal models approach: model requirements | 31.01.2022 |
| Ch. 32 MAR: | Internal models approach: Backtesting and P&L attribution test requirements | 31.01.2022 |
| Ch. 33 MAR: | Internal models approach: capital requirements calculation | 31.01.2022 |
| Ch. 40 MAR: | Simplified standardised approach | 31.01.2022 |
| Ch. 50 MAR: | Credit valuation adjustment framework | 31.01.2022 |
| Ch. 90 MAR: | Transitional arrangements | 31.01.2022 |
| Ch. 99 MAR: | Guidance on use of the internal models approach | 31.01.2022 |
| 6. | Calculation of RWA for operational risk (OPE) | |
| Ch. 10 OPE: | Definitions and application | 31.05.2023 |
| Ch. 25 OPE: | Standardised approach | 31.05.2023 |
| 7. | Leverage Ratio (LEV) | |
| Ch. 10 LEV: | Definitions and application | 31.01.2022 |
| Ch. 20 LEV: | Calculation | 31.01.2022 |
| Ch. 30 LEV: | Exposure measurement | 31.01.2022 |
| Ch. 40 LEV: | Leverage ratio requirements for global systemically important banks | 31.01.2022 |
| Ch. 90 LEV: | Transition | 31.01.2022 |
| 8. | Large exposure (LEX) | |
| Ch. 10 LEX: | Definitions and application | 31.01.2022 |
| Ch. 20 LEX: | Requirements | 31.01.2022 |
| Ch. 30 LEX: | Exposure measurement | 31.01.2022 |
| Ch. 40 LEX: | Large exposure rules for global systemically important banks | 31.01.2022 |
| 9. | Margin requirements (MGN) | |
| Ch. 10 MGN: | Definitions and application | 31.01.2022 |
| Ch. 20 MGN: | Requirements | 31.01.2022 |
| Ch. 90 MGN: | Transition | 31.01.2022 |
| 10. | Supervisory review process (SRP) | |
| Ch. 10 SRP: | Importance of supervisory review | 31.01.2022 |
| Ch. 20 SRP: | Four key principles | 31.01.2022 |
| Ch. 30 SRP: | Risk management | 31.01.2022 |
| Ch. 31 SRP: | Interest rate risk in the banking book | 31.01.2022 |
| Ch. 32 SRP: | Credit risk | 31.01.2022 |
| Ch. 33 SRP: | Market risk | 31.01.2022 |
| Ch. 35 SRP: | Compensation | 31.01.2022 |
| Ch. 36 SRP: | Risk data aggregation and risk reporting | 31.01.2022 |
| Ch. 50 SRP: | Liquidity monitoring metrics | 31.01.2022 |
| Ch. 90 SRP: | Transition | 31.01.2022 |
| Ch. 98 SRP: | Application guidance on interest rate risk in the banking book | 31.01.2022 |
| Ch. 99 SRP: | Application guidance | 31.01.2022 |
| 11. | Disclosure requirements (DIS) | |
| Ch. 10 DIS: | Definitions and applications | 31.01.2022 |
| Ch. 20 DIS: | Overview of risk management, key prudential metrics and RWA | 31.01.2022 |
| Ch. 21 DIS: | Comparison of modelled and standardised RWA | 31.01.2022 |
| Ch. 25 DIS: | Composition of capital and TLAC | 31.01.2022 |
| Ch. 26 DIS: | Capital distribution constraints | 31.01.2022 |
| Ch. 30 DIS: | Links between financial statements and regulatory exposures | 31.01.2022 |
| Ch. 31 DIS: | Asset encumbrance | 31.01.2022 |
| Ch. 35 DIS: | Remuneration | 31.01.2022 |
| Ch. 40 DIS: | Credit risk | 31.01.2022 |
| Ch. 42 DIS: | Counterparty credit risk | 31.01.2022 |
| Ch. 43 DIS: | Securitisation | 31.01.2022 |
| Ch. 50 DIS: | Market risk | 31.05.2023 |
| Ch. 51 DIS: | Credit valuation adjustment risk | 31.01.2022 |
| Ch. 60 DIS: | Operational risk | 31.01.2022 |
| Ch. 70 DIS: | Interest rate risk in the banking book | 31.01.2022 |
| Ch. 75 DIS: | Macroprudential supervisory measures | 31.01.2022 |
| Ch. 80 DIS: | Leverage ratio | 31.01.2022 |
| Ch. 85 DIS: | Liquidity | 31.01.2022 |
| Ch. 99 DIS: | Worked examples | 31.01.2022 |
| 12. | Core Principles for effective banking supervision (BCP) | |
| Ch. 01 BCP: | The core principles | 31.01.2022 |
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