The Basel Committee on Banking Supervision (Basel Committee) has published the results of its latest Basel III monitoring exercise based on data as of 31 December 2016.
Data has been provided from a total of 200 banks comprising 105 large internationally active banks. The “Group 1 banks” are defined as internationally active banks that have Tier 1 capital of more than €3 billion, and include all 30 banks that have been designated as global systemically important banks (G-SIBs). The Basel Committee’s sample also included 95 “Group 2 banks” which are banks that have Tier 1 capital of less than €3 billion or are not internationally active.
On a fully phased-in basis, the data shows that all banks in the sample meet the Basel III minimum and target Common Equity Tier 1 (CET 1) capital requirements. The G-SIBs also meet both fully phased-in liquidity requirements.
The European Banking Authority (EBA) has also published its latest report on the CRD IV / CRR / Basel III monitoring exercise. Overall, the results, based on data as of 31 December 2016, show a further improvement of European banks’ capital positions, with a total average CET 1 ratio of 13.4% (12.8% as of 30 June 2016).
View Basel Committee published Basel III monitoring results, 12 September 2017
View EBA reports on Basel III monitoring exercise as of 31 December 2016, 12 September 2017