The Basel Committee is consulting on new measures for Pillar 3 disclosures. The proposals cover:

  • a  new dashboard of key metrics;
  • a draft disclosure requirement of hypothetical risk-weighted assets based on standardised approaches;
  • more granularity for disclosure of prudent valuation adjustments;
  • disclosure requirements on the total loss-absorbing capacity (TLAC) regime for global systemically important banks;
  • disclosure requirements for the proposed operational risk framework; and
  • disclosure requirements for the final standard for market risk.

The paper also consolidates all existing Pillar 3 disclosure requirements to create a single Pillar 3 framework. Consultation closes on 10 June. (Source: Basel Committee consults on Pillar 3 disclosures)