Regularory Disclosure Information, 2017 - 2018

Basel III provides for regulatory benchmark on bank capital adequacy, market liquidity risk and stress testing. It is built upon three solid pillars of: minimum regulatory capital requirement based on risk-weighted assets or RWAs, a supervisory review process, and proper market disclosure.

Liquidity Coverage Ratio (LCR) is aimed at measuring and promoting short-term resilience of banks to potential liquidity disruptions by ensuring maintenance of sufficient high quality liquid assets (HQLAs) to survive net cash outflows over next 30 days under stress conditions.