Start with the calculator to estimate risk-weighted-assets impact and capital ratios, then use source-backed sections to confirm boundaries, trade-offs, and practical next steps for both “banking rwa” and “rwa risk weighted assets” intent.
Published: 2026-02-16 | Last reviewed: 2026-04-12 | Next review due: 2026-10-12
Enter your assumptions and get deterministic output with actionable / monitor / boundary states, headroom interpretation, and explicit next actions.
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Submit assumptions to compute estimated RWA, capital ratios, and decision boundaries for banking RWA interpretation.
Core thresholds and checkpoints used in this page
Use this block for fast decision triage. Every claim is mapped to a source row or clearly tagged as unknown.
| Metric | Value | Status | Context | Decision impact |
|---|---|---|---|---|
| Common Equity Tier 1 (CET1) minimum | 4.5% | Known | Basel Framework RBC30 / CRR Article 92 references | Defines non-negotiable baseline before any growth interpretation. |
| Tier 1 minimum | 6.0% | Known | Basel Framework RBC30 / CRR Article 92 references | Needed to assess going-concern capital quality beyond CET1-only view. |
| Total capital minimum | 8.0% | Known | Basel Framework RBC30 / CRR Article 92 references | Sets baseline solvency checkpoint before supervisory and management overlays. |
| Capital conservation buffer (CCB) | 2.5% | Known | Basel III framework references | Practical CET1 planning threshold often shifts toward 7.0% (4.5% + 2.5%). |
| Output floor endpoint for IRB comparisons | 72.5% | Known | Basel Framework RBC20 | Prevents excessive RWA reduction from model assumptions versus standardized baseline. |
| Leverage ratio baseline | 3.0% | Known | Basel Framework LEV20 | Acts as a non-risk-based backstop when RWA figures look unusually favorable. |
| US well-capitalized proxy thresholds (2025 Q2) | CET1 6.5% / Tier 1 8.0% / Total 10.0% / Leverage 5.0% | Known | Federal Reserve Data Sources and Terms (2025 Q2 definition) | Crossing Basel minimums alone may still be insufficient for supervisory comfort or market signaling. |
| US banks classified as well capitalized | 99.4% (2025 Q2) | Known | Federal Reserve Supervision and Regulation Report (Dec 2025) | Useful benchmark for peer context, but not a substitute for institution-specific thresholds. |
| US aggregate CET1 ratio (large and small banks) | ~13.0% (2025 Q2) | Known | Federal Reserve Supervision and Regulation Report (Dec 2025) | Shows broad capital resilience but does not remove portfolio-level downside risk. |
| US large-bank median CET1 ratio | 11.0% (Q3 2025) | Known | Federal Reserve Supervision and Regulation Report (Dec 2025) | Highlights dispersion between aggregate and median outcomes in peer comparisons. |
| ECB significant institutions aggregate CET1 ratio | 16.18% (Q4 2025) | Known | ECB supervisory banking statistics (18 Mar 2026) | EU supervised-bank aggregate is materially above minimums; still varies by country. |
| ECB country-level CET1 ratio range (significant institutions) | 13.29% to 22.05% (Q4 2025) | Known | ECB supervisory banking statistics (18 Mar 2026) | Cross-country dispersion remains large even when aggregate capital looks strong. |
| ECB 2026 overall CET1 requirement + guidance (average) | 11.2% (P2R 1.2% + P2G 1.1%) | Known | ECB SREP 2025 results for 2026 requirements | Pillar 2 overlays keep practical thresholds above Basel Pillar 1 minimums. |
| BCBS Group 1 average CET1 ratio (full Basel III assumptions) | 13.9% (H1 2025) | Known | BCBS Basel III monitoring highlights (d609, 24 Mar 2026) | Useful macro benchmark, but not a direct institution-level hurdle rate. |
| BCBS Group 1 cumulative capital shortfall | EUR 1.0bn (H1 2025 sample) | Known | BCBS Basel III monitoring highlights (d609, 24 Mar 2026) | Remaining shortfall appears low in aggregate, but this does not eliminate institution-level remediation. |
| BCBS Group 2 MRC impact and output-floor contribution | +0.8% MRC impact with +3.6 percentage-point floor contribution | Known | BCBS Basel III monitoring highlights (d609, 24 Mar 2026) | Output-floor pressure can still matter even when net aggregate impact looks moderate. |
| IRB output-floor impact on EU/EEA banks (aggregate) | EUR 2bn (0.02% of total RWA, Q2 2025) | Known | EBA Risk Assessment Report (Dec 2025) | Useful counterexample: immediate floor effect may be limited at sector level, though dispersion remains. |
| US Basel III endgame final effective timeline | Pending confirmation | Unknown | 2023 proposal timeline exists; final interagency risk-based rule text is not confirmed in this evidence set | No reliable public final-rule timeline is confirmed in this snapshot; do not lock long-horizon assumptions to proposal dates. |
| Public bank-specific hurdle overlays | N/A | Unknown | Institution-specific and supervisory communication dependent | Do not infer final internal thresholds without institution-level governance inputs. |
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This is the research-enhancement pass. We document gaps found in the existing page, what changed, and which items remain pending confirmation (latest pass: 2026-04-12).
| Gap | Severity | Fix applied | Status |
|---|---|---|---|
| Alias coverage was explicit for “banking rwa” but not explicit enough for “rwa risk weighted assets”. | High | Added explicit “rwa risk weighted assets” coverage in summary, alias section, metadata keywords, and FAQ entries. | Fixed (information-architecture) |
| ECB evidence layer was stale (Q3 2025) and missed updated requirement-vs-realized context. | High | Refreshed to ECB Q4 2025 ratios and 2026 SREP requirement+guidance overlays with explicit publication dates. | Fixed (source-backed) |
| Cross-jurisdiction benchmarks lacked explicit comparability boundaries (Pillar 2/transitional assumptions). | High | Added BCBS d609 monitoring-boundary table and decision rules for transitional vs fully loaded interpretation. | Fixed (source-backed) |
| Leverage backstop policy shift was not reflected in risk-tradeoff guidance. | Medium | Added Nov 2025 eSLR final-rule milestone (effective Apr 1, 2026) and paired RWA+leverage mitigation guidance. | Fixed (source-backed) |
| US Basel III endgame risk-based final timeline remains uncertain in current cited public materials. | Medium | Kept 2023 proposal reference but explicitly marked as pending confirmation and added 2026 re-check requirement. | Pending confirmation |
| Data point | Latest value | Why it matters | Source / date |
|---|---|---|---|
| US banks classified as well capitalized | 99.4% as of 2025 Q2 | Shows broad system-level strength but can mask outlier vulnerability at institution level. | Federal Reserve Supervision and Regulation Report (Dec 2025), checked 2026-04-12. |
| US aggregate CET1 ratio (large and small banks) | About 13.0% as of 2025 Q2 | Useful benchmark for first-pass peer comparison when checking if your estimate is directionally plausible. | Federal Reserve Supervision and Regulation Report (Dec 2025), checked 2026-04-12. |
| ECB significant institutions capital ratios | CET1 16.18%, Tier 1 17.86%, Total 20.88% in Q4 2025 | Shows robust aggregate buffers, but aggregate comfort can hide country and bank-level dispersion. | ECB supervisory banking statistics press release (18 Mar 2026), checked 2026-04-12. |
| ECB country-level CET1 dispersion (significant institutions) | 13.29% to 22.05% in Q4 2025 | Confirms that one-size-fits-all CET1 triggers can misclassify risk and capital flexibility. | ECB supervisory banking statistics press release (18 Mar 2026), checked 2026-04-12. |
| ECB 2026 overall CET1 requirement + guidance (average) | 11.2% (with P2R 1.2% and P2G 1.1%) | Clarifies practical supervisory thresholds above Pillar 1 minima when interpreting board-level headroom. | ECB SREP 2025 results (published 18 Nov 2025, amended 2 Apr 2026), checked 2026-04-12. |
| BCBS Group 1 banks average CET1 ratio | 13.9% in H1 2025 | Global comparator helps avoid anchoring only on one region and shows resilience in common-assumption monitoring. | BCBS Basel III monitoring highlights (d609), checked 2026-04-12. |
| BCBS Group 1 cumulative shortfall | EUR 1.0bn under fully phased-in standards (H1 2025) | Aggregate shortfall is low, but this should not be overread as institution-specific readiness. | BCBS Basel III monitoring highlights (d609), checked 2026-04-12. |
| BCBS Group 2 MRC impact decomposition | +0.8% net MRC impact, with output floor +3.6 percentage points | Counterexample for “floor is irrelevant” narratives: floor pressure can remain material for some balance-sheet profiles. | BCBS Basel III monitoring highlights (d609), checked 2026-04-12. |
| EU/EEA aggregate output-floor impact (IRB banks) | EUR 2bn, about 0.02% of total RWA in Q2 2025 | Counterexample: near-term sector-wide impact can look small even before fully loaded transition years. | EBA Risk Assessment Report (Dec 2025), checked 2026-04-12. |
| Common assumption | Observed evidence | Boundary | Minimum action |
|---|---|---|---|
| “Above 4.5% CET1 means capital is comfortably deployable.” | US “well-capitalized” proxy uses 6.5% CET1, while ECB reports 2026 average overall CET1 requirement+guidance at 11.2% and Q4 2025 country CET1 values at 13.29%-22.05%. | Basel minimums are necessary but often insufficient for execution decisions. | Screen against at least two thresholds: legal minimum and institution-supervisory target. |
| “Output floor always creates an immediate large RWA shock.” | EBA reports EUR 2bn (0.02% total RWA) impact for IRB banks in Q2 2025, but BCBS shows Group 2 floor contribution still at +3.6 percentage points in MRC impact decomposition. | Aggregate near-term impact can be small while bank-profile-specific floor pressure remains material. | Model both near-term transitional and long-term fully loaded floor scenarios. |
| “A single risk weight per asset class is enough for board-level decisions.” | BCBS tables show mortgage and corporate risk weights vary materially by LTV/rating and product sub-type. | Single-bucket assumptions are triage aids, not decision-grade regulatory calculations. | Escalate to granular mapping when concentrations or higher-risk segments are material. |
| “BCBS monitoring CET1 numbers can be copied directly as my institution hurdle.” | BCBS d609 monitoring explicitly assumes full implementation, no transitional arrangements, and excludes Pillar 2 requirements/guidance. | Monitoring benchmarks are macro comparators, not direct legal or governance thresholds. | Overlay local Pillar 2 and transitional calendars before committing limits or growth plans. |
| “Leverage backstop assumptions are static while only RWA logic changes.” | Fed/OCC/FDIC finalized eSLR recalibration in Nov 2025 with an Apr 1, 2026 effective date. | RWA optimization without leverage cross-check can produce false comfort in capital planning. | Review RWA and leverage constraints in the same decision memo before execution. |
If you searched for banking rwa or rwa risk weighted assets, this canonical page is the intended destination. Here, RWA means risk-weighted assets in banking capital regulation.
The tool is built for transparent triage: formula clarity first, then known limitations.
Inputs -> risk-weight estimate -> ratio check -> boundary filter -> next action. Each transition is visible and reversible.
IRB estimates can be lower than standardized RWA. Floor logic prevents over-optimistic capital interpretation in first-pass analysis.
| Step | What we do | Boundary caveat |
|---|---|---|
| 1) Exposure segmentation | Split portfolio into sovereign, mortgage, corporate, and retail buckets as a quick standardized baseline. | Real production templates can include more granular buckets, off-balance-sheet conversion, and collateral specifics. |
| 2) Risk-weight assignment | Apply conservative / balanced / aggressive weight set to show sensitivity and avoid false precision. | Not a legal substitution for jurisdiction-specific rule text and internal policy mapping. |
| 3) Estimated RWA calculation | RWA = Σ(Exposure x Risk Weight). Then compute CET1, Tier1, and Total capital ratios. | Quality depends on exposure tagging and inclusion/exclusion boundaries. |
| 4) Output-floor check (IRB mode) | If IRB-modeled RWA < 72.5% x standardized RWA, floor-adjusted RWA is used for decision view. | Estimator uses simplified proxy; full model governance is still required. |
| 5) Decision state mapping | Boundary / monitor / actionable states are assigned from thresholds, headroom, and assumption risk. | Status is triage guidance; final sign-off remains a governance process. |
| 6) Supervisory overlay check | Cross-check output against local Pillar 2 overlays, leverage constraints, and implementation calendars before action. | Skipping this step is a common source of false positives in “actionable” conclusions. |
| Boundary rule | Why it matters | Minimum action | Source |
|---|---|---|---|
| BCBS monitoring assumes full implementation of final Basel III standards. | Reported ratios can diverge from jurisdictions still in transitional or staggered implementation phases. | Run transitional and fully loaded scenarios before using benchmark values in planning. | BCBS d609 highlights, checked 2026-04-12. |
| No transitional arrangements are applied in BCBS monitoring outputs. | Short-horizon decision thresholds can be materially different from fully loaded endpoint assumptions. | Set horizon-specific decision limits (near-term and endpoint) instead of one static hurdle. | BCBS d609 highlights, checked 2026-04-12. |
| BCBS monitoring excludes Pillar 2 requirements and guidance. | Institution-level legal and supervisory triggers are often higher than Pillar 1 minima. | Overlay local P2R/P2G thresholds (for example ECB 2026 average 11.2% overall CET1 requirement+guidance). | BCBS d609 highlights + ECB SREP 2025 results, checked 2026-04-12. |
| Monitoring samples are broad (150 banks) but not universal. | Sample composition can skew peer anchors and hide niche business-model risk. | Use monitoring snapshots as macro plausibility checks, then calibrate with peer-set and bank-specific data. | BCBS d609 highlights, checked 2026-04-12. |
| Lens | Threshold reference | Use case | Trade-off / limit | Source |
|---|---|---|---|---|
| Basel global minimum baseline | CET1 4.5% / Tier 1 6.0% / Total 8.0% (+CCB 2.5%) | Use for cross-jurisdiction baseline framing and minimum-rule orientation. | Good for comparability, but can understate institution-specific trigger levels. | BCBS Basel III high-level summary (d424_hlsummary), checked 2026-04-12. |
| US well-capitalized proxy (PCA, 2025 Q2) | CET1 6.5% / Tier 1 8.0% / Total 10.0% / Leverage 5.0% | Practical US screening threshold when management asks for “comfort above minimum”. | Still not equal to each institution’s internal target or stress-capital expectations. | Federal Reserve data terms (Dec 2025 report), checked 2026-04-12. |
| ECB supervisory stack (2026 average requirement + guidance) | 11.2% overall CET1 (P2R 1.2% + P2G 1.1%) | Useful when translating generic Basel talk into local supervisory reality. | Institution-specific add-ons can still differ; this is an aggregate supervisory benchmark, not your exact hurdle. | ECB SREP 2025 results (published 18 Nov 2025, amended 2 Apr 2026), checked 2026-04-12. |
| ECB significant institutions realized ratio context | Aggregate CET1 16.18% / Tier 1 17.86% / Total 20.88% (Q4 2025) | Peer benchmark context for strategic communication and board challenge. | Country dispersion is still wide (CET1 13.29% to 22.05%); aggregate values cannot replace institution-specific stress and concentration analysis. | ECB supervisory banking statistics press release (18 Mar 2026), checked 2026-04-12. |
| BCBS cross-jurisdiction monitoring benchmark | Group 1 CET1 13.9% / Group 2 CET1 15.7% (H1 2025 sample) | Macro benchmarking for trend direction and cross-region plausibility checks. | BCBS monitoring excludes Pillar 2 overlays and transitional arrangements, so it cannot be used as a direct legal threshold. | BCBS Basel III monitoring highlights (d609), checked 2026-04-12. |
| Exposure class | Tool assumption | Regulatory range | Limit condition | Source |
|---|---|---|---|---|
| Corporate exposures | Single bucket per tilt: 85% / 100% / 125% | Rated corporate risk weights can run 20%-150%; unrated is 100%, with 85% option for unrated SMEs. | If your portfolio has mixed ratings or SME treatment, a single bucket can hide large RWA variance. | BCBS d424_hlsummary, checked 2026-04-12 |
| Residential real estate | Single bucket per tilt: 35% / 45% / 70% | General RRE approach shows 20%-70% by LTV; income-producing RRE can span 30%-150%. | LTV-driven granularity is not modeled here; treat outputs as triage only for mortgage-heavy books. | BCBS d424_hlsummary, checked 2026-04-12 |
| Retail exposures | Single bucket per tilt: 65% / 75% / 100% | Regulatory buckets can range from 45% to 100% depending on transactor/revolver and product features. | Card, revolving, and installment mixes need granular mapping before decision-grade use. | BCBS d424_hlsummary, checked 2026-04-12 |
| Acquisition/development/construction (ADC) | Not modeled as a dedicated class in this simplified checker. | ADC real-estate exposures can be assigned 150% in standardized treatment. | If ADC is material, do not use this page alone for balance-sheet expansion decisions. | BCBS d424_hlsummary, checked 2026-04-12 |
| Operational risk charge | Not modeled as a standalone standardized operational-risk component. | Basel final package replaces prior operational-risk methods with one standardized approach using business-indicator and loss components. | Fee-heavy or loss-event-sensitive banks can see material denominator movement outside this simplified tool. | BCBS d424_hlsummary / d424, checked 2026-04-12 |
| Off-balance-sheet commitments | No explicit credit-conversion-factor ladder in this estimator. | Basel standardized approach applies credit-conversion factors before final risk-weight mapping. | Ignoring undrawn commitments, guarantees, or liquidity lines can materially understate RWA. | Basel Framework CRE20, checked 2026-04-12 |
This section records what was fixed after stage1 primary build and how scenario outputs should be interpreted.
| Scenario | Assumption | Tool output | Recommended decision |
|---|---|---|---|
| Balanced portfolio with CET1 headroom | Moderate risk weights, CET1 above 7% target, total capital comfortably above 10.5%. | Actionable mode with governance checklist. | Proceed to internal planning memo and stress-test sensitivity checks. |
| Aggressive mix near threshold | Higher mortgage/corporate risk weights and thinner CET1 cushion. | Monitor mode with tighter drift triggers. | Add downside scenarios before any growth commitment. |
| IRB estimate under floor | Model output materially below standardized benchmark. | Monitor or boundary depending headroom after 72.5% floor. | Escalate to model-risk and regulatory reporting review. |
| CET1 below selected threshold | Capital base or RWA assumptions create negative CET1 headroom. | Boundary mode and remediation-first recommendation. | Prioritize capital actions and exposure recalibration before expansion. |
| Milestone | Key detail | Decision impact | Source | Status |
|---|---|---|---|---|
| Global Basel baseline transition (BCBS final package) | Output-floor phase-in shown from 50.0% to 72.5% over the Basel transition window. | Do not force fully loaded floor assumptions into near-term planning horizons without transitional context. | BCBS d424_hlsummary (Table 1), checked 2026-04-12 | Known |
| BCBS monitoring methodology boundary (2026 update) | d609 monitoring assumes full implementation, excludes transitional arrangements, and excludes Pillar 2 requirements/guidance. | Use monitoring outputs as macro context only; map institution decisions to local Pillar 2 and transition overlays. | BCBS Basel III monitoring highlights (d609), checked 2026-04-12 | Known |
| BCBS Group 2 output-floor signal | For Group 2 banks in H1 2025, output floor added +3.6 percentage points to MRC impact (net +0.8% after offsets). | Do not assume floor pressure disappears just because sector-average shortfall is low. | BCBS Basel III monitoring highlights (d609), checked 2026-04-12 | Known |
| EU stress-test transition setting | EBA reports 50% floor coefficient in 2025, increasing to 72.5% in 2030. | Use horizon-aware scenarios; 2025 and 2030 can produce materially different outputs from the same balance-sheet mix. | EBA 2025 EU-wide stress test results, checked 2026-04-12 | Known |
| EU full CRR3 implementation window | EBA notes full implementation by 2033 after transitional arrangements. | Long-range planning should include a second pass for 2030-2033 to avoid underestimating endpoint effects. | EBA Risk Assessment Report (Dec 2025), checked 2026-04-12 | Known |
| US leverage backstop recalibration effective date | Fed/OCC/FDIC finalized eSLR modifications in Nov 2025; effective Apr 1, 2026 (optional Jan 1, 2026). | Interpret risk-based and leverage constraints together before committing growth or capital actions. | Federal Reserve joint final-rule release (25 Nov 2025), checked 2026-04-12 | Known |
| US Basel III endgame risk-based final timeline | Federal Reserve 2023 release describes proposal dates, but final interagency risk-based rule text is still not confirmed in this evidence set. | Treat proposal dates as non-final and re-check final rule publications before locking policy assumptions. | Federal Reserve proposal release (27 Jul 2023) + Governor Barr statement (25 Nov 2025), checked 2026-04-12 | Pending confirmation |
| US RCAP RWA external-assessment publication target | BIS RCAP schedule lists U.S. RWA assessment publication as expected in Q2 2029. | Cross-jurisdiction comparability evidence for U.S. implementation remains an evolving track, not a finished one. | BIS RCAP assessment schedule (updated 3 Dec 2025), checked 2026-04-12 | Known |
All threshold claims in this page are tied to dated source rows. Refresh the evidence block whenever jurisdiction rules, implementation schedules, or supervisory guidance changes.
Avoid metric confusion by clarifying each framework's question, output, best use, and misuse risk.
| Framework | Primary question | Output unit | Best use | Mismatch risk |
|---|---|---|---|---|
| Banking RWA (prudential capital metric) | How much capital is needed against risk-weighted exposure? | CET1/Tier1/Total ratios (%) and RWA amount (currency) | Capital planning, buffer management, supervisory communication, risk governance. | Confusing with tokenized-asset narratives can cause wrong policy decisions. |
| Crypto “RWA” narratives (real-world asset tokenization) | What offchain assets are represented onchain and how liquid are they? | TVL, issuer data, tokenized asset supply | Market trend analysis, onchain product mapping, partnership scanning. | Not a substitute for bank capital ratio calculations or regulatory capital controls. |
| Leverage ratio view | Is non-risk-weighted leverage still within policy bounds? | Tier 1 capital / exposure measure (%) | Backstop check when RWA appears unusually low. | Leverage-only view misses portfolio risk composition and migration effects. |
| Liquidity ratios (LCR/NSFR style) | Can short-term and structural funding stress be absorbed? | Liquidity ratios (%) | Funding resilience rather than solvency capital sizing. | Good liquidity does not guarantee adequate capital ratio headroom. |
| BCBS monitoring benchmark (cross-jurisdiction) | How do major-bank cohorts look under common full-implementation assumptions? | Average ratios, MRC impact (%), and shortfall (EUR) | Macro context and scenario calibration across jurisdictions and business models. | Not an institution-specific legal threshold because monitoring excludes Pillar 2 and transition overlays. |
Risks are mapped with signals and practical mitigations so teams can act, not just observe.
High impact + medium probability items should trigger process controls immediately (classification quality and threshold interpretation are common examples).
| Risk | Probability | Impact | Early sign | Mitigation |
|---|---|---|---|---|
| Classification risk | Medium | High | Exposure buckets are too coarse, collateral treatment unclear, or netting assumptions inconsistent. | Reconcile with finance data dictionary and regulatory reporting taxonomy before decisions. |
| Threshold illusion risk | Medium | High | Planning uses minimum ratios only and ignores conservation and management buffers. | Evaluate both minimum and buffer-aware thresholds; make assumptions explicit in every output. |
| Model-optimization risk (IRB) | Low-Medium | High | IRB output materially below standardized result without transparent rationale. | Apply output-floor check and escalate to model-risk governance review. |
| Time-staleness risk | Medium | Medium | Source references are old or local supervisory rules changed after snapshot date. | Re-check dated sources and local implementation notes before final committee submission. |
| Backstop-calibration risk | Medium | Medium-High | RWA outputs are interpreted alone while leverage constraints or eSLR policy updates are ignored. | Run paired RWA + leverage checks and log any policy-date dependencies in the decision package. |
| Intent-mismatch risk for alias traffic | Medium | Medium | User searches “banking rwa” or “rwa risk weighted assets” but expects crypto-tokenization content instead of prudential capital meaning. | Keep explicit alias clarification section and route users to adjacent RWAMK pages when intent diverges. |
Grouped by how users decide, not by glossary order.
Prioritize primary regulatory text and rule-framework references.
| Source | Date checked | Confidence | Usage note |
|---|---|---|---|
| Basel III high-level summary (BCBS d424_hlsummary) | Checked 2026-04-12 | High | Primary source for minimum capital stack, standardized risk-weight granularity, and output-floor transition table. |
| BCBS Basel III monitoring highlights (d609_highlights) | Checked 2026-04-12 | High | Provides 2026 monitoring updates for CET1 ratios, shortfall, output-floor contribution, and comparability assumptions (full implementation; no transition; no Pillar 2). |
| Federal Reserve Supervision and Regulation Report - Banking system conditions (Dec 2025) | Checked 2026-04-12 | High | Source for US well-capitalized share, aggregate CET1, and median large-bank CET1 observations. |
| Federal Reserve Supervision and Regulation Report - Data sources and terms (Dec 2025) | Checked 2026-04-12 | High | Defines US well-capitalized proxy thresholds used in jurisdiction boundary interpretation. |
| ECB supervisory banking statistics (Q4 2025, published 18 Mar 2026) | Checked 2026-04-12 | High | Primary source for aggregate CET1/Tier1/Total ratios and country-level CET1 dispersion across ECB significant institutions. |
| ECB SREP 2025 results for 2026 requirements | Checked 2026-04-12 | High | Source for average 2026 overall CET1 requirement+guidance and Pillar 2 requirement/guidance references. |
| EBA Risk Assessment Report (Dec 2025) | Checked 2026-04-12 | High | Source for EU/EEA CET1 requirement range, output-floor impact in Q2 2025, and CRR3 full-implementation timing references. |
| EBA 2025 EU-wide stress test results | Checked 2026-04-12 | High | Source for EU output-floor transition settings (50% in 2025 to 72.5% in 2030) and stress-test context. |
| Federal Reserve press release on eSLR final rule (25 Nov 2025) | Checked 2026-04-12 | High | Source for US leverage backstop recalibration and effective date framing used in risk tradeoff updates. |
| Governor Barr statement on eSLR final rule (25 Nov 2025) | Checked 2026-04-12 | Medium | Provides policy context that leverage-only changes and risk-based Basel finalization should be considered together. |
| Federal Reserve press release on Basel III endgame proposal (27 Jul 2023) | Checked 2026-04-12 | Medium | Proposal-only timeline reference retained as pending confirmation marker, not final rule evidence. |
| BIS RCAP assessment schedule (updated 3 Dec 2025) | Checked 2026-04-12 | High | Source for expected publication timing of future RWA implementation assessments (including US track). |
| Basel Framework RBC30 (buffers above regulatory minimum) | Checked 2026-04-12 | High | Reference for minimum CET1/Tier1/Total ratio framing and buffer interpretation logic. |
| Basel Framework RBC20 (minimum risk-based capital and output floor) | Checked 2026-04-12 | High | Reference for output-floor design and 72.5% endpoint interpretation in IRB comparisons. |
| Basel Framework CRE20 (standardized credit-risk exposures) | Checked 2026-04-12 | High | Reference for standardized approach exposure treatment foundations used in simplified tool assumptions. |
| Basel Framework LEV20 (leverage ratio calculation) | Checked 2026-04-12 | High | Reference for 3% leverage-ratio minimum as non-risk-based backstop context. |
| Basel III finalising post-crisis reforms (BCBS d424) | Checked 2026-04-12 | High | Detailed reforms text for methodological boundary checks beyond this simplified estimator. |
| CRR Article 92 (EU ratio minimums) | Checked 2026-04-12 | High | Legal text reference for 4.5% CET1, 6% Tier1, and 8% total ratio framing in EU context. |
Run the checker, validate assumptions against sources, and route to one of these paths based on your status.
This URL intentionally serves both canonical keyword and alias keyword intent to avoid duplicate pages.
Snapshot-based values can change after 2026-04-12. Re-verify before high-stakes decisions.
This page follows a 6-month evidence refresh cycle. Current next review due: 2026-10-12.
Informational only. Not legal, tax, accounting, or investment advice.