$1T notional threshold US
CVALong
$1T notional CVA threshold US Basel III
Source: Mayer
$2T RWA increase US prop
Op RiskShort
Op risk SA $2T RWA increase US 2023 proposal
Source: PwC
1.6% capital increase ERBA
US 2026Multi
1.6% capital increase Cat I/II ERBA 2026
Source: EveryCRS
1250% RW securitization
Credit RiskMulti
1250% risk weight insufficient transparency
Source: Wikipedia
2.6% AOCI inclusion
US 2026Multi
2.6% RWA increase from AOCI inclusion
Source: EveryCRS
5.6% net decrease Cat III/IV
US 2026Long
5.6% net decrease Cat III/IV 2026 prop
Source: EveryCRS
72.5% output floor
RWALong
72.5% output floor IRB vs SA limit
Source: Chambers
75% RWA increase US 2023 prop
Market RiskShort
Market risk RWA 75% increase 2023 US proposal
Source: PwC
ASF available stable funding
LiquidityLong
ASF available stable funding numerator
Source: Wikipedia
AT1 CoCo additional Tier 1
CapitalMulti
AT1 CoCo trigger conversion mandatory
Source: encyclopedia
Advanced IRB AIRB
RWAMulti
Advanced IRB PD LGD EAD bank-set
Source: Wikipedia
BA-CVA basic
CVAMulti
BA-CVA basic CVA approach
Source: encyclopedia
BI Business Indicator
Op RiskLong
Business Indicator BI op risk size proxy
Source: PwC
Backtesting trading desks
Market RiskLong
Backtesting trading desks 1d 99% VaR
Source: encyclopedia
Bail-in CoCo conversion
ResolutionLong
Bail-in regime CoCo + senior unsecured
Source: encyclopedia
Basel I 1988 first accord
HistoryLong
Basel I 1988 BIS first accord 8% min capital
Source: Wikipedia
Basel II 2004 risk-sensitive
HistoryLong
Basel II 2004 risk-weighted internal models
Source: Wikipedia
Basel III 2010 post-GFC
HistoryLong
Basel III 2010 post-GFC reform
Source: Wikipedia
Basel III Endgame 2017
HistoryLong
Basel III Endgame 2017 final reforms
Source: Wikipedia
Basel III implementation 2012+
HistoryLong
Basel III began implementation 2012
Source: Wikipedia
CCAR Comprehensive Capital Analysis
StressLong
CCAR Comprehensive Capital Analysis Review
Source: encyclopedia
CET1 4.5% minimum
CapitalLong
CET1 minimum 4.5% RWA ratio
Source: Wikipedia
COREP CRD reporting EU
ReportingMulti
COREP common reporting EU CRD/CRR
Source: encyclopedia
CRR3/CRD6 package
EULong
CRR3/CRD6 EU Basel III final 2025
Source: Chambers
CVA credit valuation adjustment
CVALong
CVA credit valuation adjustment risk RWA
Source: Chambers
Call Reports FFIEC
ReportingLong
Call Reports FFIEC quarterly bank
Source: encyclopedia
Capital conservation buffer 2.5%
CapitalLong
Capital conservation buffer 2.5% RWA mandatory
Source: Wikipedia
Cat I G-SIB BHCs
CategoriesLong
Category I G-SIB BHCs strictest
Source: Wikipedia
Cat II $700B+ assets
CategoriesLong
Category II $700B+ banks high requirements
Source: encyclopedia
Cat III $250B-700B
CategoriesMulti
Category III $250B-700B mid-tier
Source: encyclopedia
Cat IV $100B-250B
CategoriesMulti
Category IV $100B-250B regional
Source: encyclopedia
Comments due Jun 18 2026
US 2026Multi
Comments due Jun 18 2026 NPRs
Source: Mayer
Corporate IG 65% RW
Credit RiskMulti
Corporate IG SA 65% RW investment grade
Source: encyclopedia
Corporate non-IG 100% RW
Credit RiskMulti
Corporate non-IG SA 100% RW
Source: encyclopedia
Countercyclical buffer 0-2.5%
CapitalMulti
Countercyclical buffer 0-2.5% national discretion
Source: Wikipedia
Credit Suisse UBS Mar 2023
OtherShort
Credit Suisse UBS rescue Mar 2023 AT1 wipe
Source: encyclopedia
D-SIB domestic surcharge
CapitalMulti
D-SIB domestic systemically important banks
Source: encyclopedia
DFAST Dodd-Frank stress test
StressLong
DFAST Dodd-Frank Act Stress Test annual
Source: encyclopedia
Dodd-Frank 2010
OtherLong
Dodd-Frank Act 2010 post-GFC US
Source: encyclopedia
EBA European Banking Authority
EULong
EBA European Banking Authority oversight
Source: encyclopedia
ECB Single Supervisory
EULong
ECB Single Supervisory Mechanism SSM eurozone
Source: encyclopedia
EGRRCPA 2018 relief
OtherMulti
EGRRCPA 2018 Dodd-Frank tailoring relief
Source: encyclopedia
ERBA expanded risk-based US
RWALong
ERBA Expanded Risk-Based Approach US
Source: Chapman
ERBA mandatory Cat I/II only
RWALong
ERBA mandatory Category I/II BHC only
Source: Chapman
Eliminated AMA advanced measurement
Op RiskMulti
Eliminated AMA advanced measurement Basel IV
Source: encyclopedia
Expected Shortfall replaces VaR
Market RiskLong
Expected Shortfall ES replaces VaR FRTB
Source: encyclopedia
FCA Financial Conduct Authority
UKLong
FCA UK Financial Conduct Authority
Source: encyclopedia
FDIC OLA Title II Dodd-Frank
ResolutionLong
FDIC OLA Orderly Liquidation Authority Title II
Source: encyclopedia
FINMA UBS post-CS
SwitzerlandLong
FINMA Swiss UBS post-Credit Suisse calibration
Source: Chambers
FINREP financial EU
ReportingMulti
FINREP financial reporting EU
Source: encyclopedia
FR 2052a liquidity daily
ReportingMulti
FR 2052a liquidity reporting daily Cat II+
Source: PwC
FR Y-14 stress test data
ReportingLong
FR Y-14 stress test data CCAR
Source: encyclopedia
FR Y-9C bank holding
ReportingLong
FR Y-9C bank holding company reporting quarterly
Source: encyclopedia
FRTB Fundamental Review TB
Market RiskLong
FRTB Fundamental Review of Trading Book
Source: Wikipedia
First Republic May 2023
OtherShort
First Republic JPM purchase May 2023
Source: encyclopedia
Foundation IRB FIRB
RWAMulti
Foundation IRB PD only bank-set
Source: Wikipedia
G-SIB surcharge 1-3.5%
CapitalLong
G-SIB surcharge 1-3.5% systemic importance
Source: encyclopedia
Glass-Steagall repealed 1999
OtherMulti
Glass-Steagall repealed 1999 Gramm-Leach-Bliley
Source: encyclopedia
HQLA Level 1 sovereign
LiquidityLong
HQLA Level 1 sovereign bonds + reserves
Source: encyclopedia
HQLA Level 2A 15% haircut
LiquidityMulti
HQLA Level 2A 15% haircut high-quality
Source: encyclopedia
HQLA Level 2B 50% haircut
LiquidityMulti
HQLA Level 2B 50% haircut equities limited
Source: encyclopedia
ILM Internal Loss Multiplier
Op RiskMulti
Internal Loss Multiplier ILM op risk
Source: encyclopedia
IMA Internal Models Approach
Market RiskMulti
IMA Internal Models Approach FRTB
Source: Chambers
IRB internal ratings-based
RWAMulti
IRB internal ratings-based credit RWA
Source: Wikipedia
LCR 100% 30-day stress
LiquidityLong
Liquidity Coverage Ratio LCR HQLA / outflows ≥ 100%
Source: Wikipedia
Liquidity horizons FRTB
Market RiskLong
Liquidity horizons varies by risk class
Source: encyclopedia
Living wills 165(d)
ResolutionLong
Living wills 165(d) resolution plans annual
Source: encyclopedia
MREL EU equivalent
CapitalLong
MREL Minimum Reqt Eligible Liabilities EU
Source: encyclopedia
Mar 19 2026 NPRs revised
US 2026Long
Mar 19 2026 NPRs revised proposals issued
Source: Mayer
Mortgage LTV-based RW
Credit RiskLong
Mortgage RW LTV-based ERBA proposal
Source: Mayer
Multiple point of entry MPOE
ResolutionMulti
Multiple point of entry MPOE alternative
Source: encyclopedia
NSFR 100% 1-year stable
LiquidityLong
Net Stable Funding Ratio NSFR ≥ 100%
Source: Wikipedia
Net 6% capital decrease Cat I/II
US 2026Long
Net 6% capital decrease Cat I/II 2026 prop
Source: EveryCRS
Output floor reduces IRB benefit
RWAMulti
Output floor limits IRB capital savings
Source: Chambers
P&L attribution test
Market RiskLong
P&L attribution PLA test FRTB
Source: encyclopedia
PRA Basel 3.1 delayed Jan 2027
UKMulti
PRA Basel 3.1 delayed to Jan 1 2027
Source: Chambers
Phase-in completed 2028
HistoryLong
Basel III Endgame phased through 2028
Source: Wikipedia
RSF required stable funding
LiquidityLong
RSF required stable funding denominator
Source: Wikipedia
Replaced CEM 2017
Credit RiskMulti
SA-CCR replaced CEM 2017 derivatives
Source: Wikipedia
SA-CCR counterparty credit
Credit RiskLong
SA-CCR Standardized Approach Counterparty Credit
Source: Wikipedia
SA-CVA standardized
CVAMulti
SA-CVA standardized CVA Basel IV
Source: encyclopedia
SACCR not modeled
StressMulti
SACCR not modeled prescribed formula
Source: encyclopedia
SBM Sensitivities-Based Method
Market RiskLong
SBM Sensitivities-Based Method standardized
Source: Chambers
SCB Stress Capital Buffer
StressLong
Stress Capital Buffer SCB CCAR-derived
Source: encyclopedia
SLR 3% standard
LeverageMulti
SLR 3% standard non-G-SIB
Source: encyclopedia
SLR 5% G-SIB minimum
LeverageLong
Supplementary Leverage Ratio SLR 5% G-SIB
Source: encyclopedia
SMA Standardized Measurement
Op RiskLong
SMA Standardized Measurement Approach op risk
Source: Wikipedia
SME corporate 75% RW
Credit RiskMulti
SME corporate SA 75% RW small business
Source: encyclopedia
SVB collapse Mar 2023
OtherShort
Silicon Valley Bank collapse Mar 2023 unrealized
Source: encyclopedia
Signature Bank Mar 2023
OtherShort
Signature Bank failure Mar 2023
Source: encyclopedia
Single point of entry SPOE
ResolutionLong
Single point of entry SPOE BHC G-SIB
Source: encyclopedia
Standardized approach SA
RWALong
Standardized approach SA prescribed RWA
Source: Mayer
TLAC total loss-absorbing cap
CapitalLong
TLAC Total Loss-Absorbing Capacity G-SIB
Source: encyclopedia
Tier 1 6% minimum
CapitalLong
Tier 1 capital 6% min RWA
Source: Wikipedia
Tier 2 sub debt long-term
CapitalMulti
Tier 2 subordinated debt long-term
Source: encyclopedia
Total capital 8% minimum
CapitalLong
Total capital 8% minimum RWA
Source: Wikipedia
Trading book vs banking book
Market RiskLong
Trading book vs banking book hard boundary
Source: encyclopedia
Volcker Rule prop trading ban
OtherMulti
Volcker Rule prop trading ban Dodd-Frank
Source: encyclopedia
Volcker covered funds rule
OtherMulti
Volcker covered funds rule HF/PE limits
Source: encyclopedia
eSLR enhanced supplementary
LeverageLong
eSLR enhanced supplementary leverage
Source: encyclopedia
An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.