The EBA is monitoring the impact of the Basel III framework on a sample of banks on a semi-annual basis based on data as of end-June and end-December.

The monitoring exercise provides an impact assessment of the following aspects:

• Changes to banks’ capital ratios under Basel III, and estimates of any capital shortfalls. In addition, estimates of capital surcharges for global systemically important banks (G-SIBs) are included, where applicable;
• Changes to the definition of capital that result from the new capital standard, referred to as common equity Tier 1 (CET1), including modified rules on capital deductions, and changes to the eligibility criteria for Tier 1 and total capital;
• Changes in the calculation of risk-weighted assets (RWA) resulting from changes to the definition of capital, securitisation, trading book and counterparty credit risk requirements;
• The capital conservation buffer;
• The leverage ratio; and
• Two liquidity standards – the liquidity coverage ratio (LCR) and the net stable funding ratio (NSFR).

Reports

4 April 2012 : Report on the results of the Basel III monitoring exercise as of 30 June 2011

27 September 2012 : Report on the results of the Basel III monitoring exercise as of 31 December 2011

19 March 2013: Report on the results of the Basel III monitoring exercise as of 30 June 2012