Basel III/CRD IVBasel III/CRD IV

In December 2010, the Basel Committee released a draft of changes to the existing capital adequacy rules (Basel II). The proposals, called Basel III, consist of five general improvements:

  • An improvement of the quality, consistency and transparency of the capital base
  • A strengthening of risk coverage in the capital base by raising the capital requirement, mainly for counterparty risk, which arises from derivatives trading and repo transactions
  • The introduction of a leverage ratio as a supplement to Basel II's RWA measure; the purpose is to reduce banks' gearing
  • An increase in the capital buffer during periods of economic growth; the purpose is to make credit institutions more resilient during periods of economic contraction
  • The introduction of global minimum liquidity standards for credit institutions

The Basel Committee's standards have no legitimacy in individual nations, so they must be implemented in national law. In the EU, Basel III will be incorporated in a major revision of the Capital Requirements Directive (CRD IV). CRD IV is expected to be adopted in mid-2012, with a view to implementation on 1 January 2013, but afterwards, the details of the liquidity regulations, among other things, must be determined. The capital requirements will be phased in gradually over several years.

Expected timetable for the implementation of CRD IV
Mid-2012 Adoption in the EU by the European Parliament, European Council and European Commission
Beginning of 2013 Implementation
2013-19 Transitional period for implementation of capital requirements
2015 Final calibration and implementation of short-term liquidity requirements (LCR)
After 2016 Political decision on whether and how to introduce requirements for stable long-term funding (e.g., Basel III's NSFR)



Last updated on 28 November 2011

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