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RBA Glossary definition for BCBS

BCBS – Basel Committee on Banking Supervision (of the BIS)

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References

11 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
BCBS (Basel Committee on Banking Supervision) (2014),. Capital Requirements for Bank Exposures to Central Counterparties. , ... Bank for International Settlements, Basel. BCBS-IOSCO (Board of the International Organization of Securities Commissions) (2013
https://www.rba.gov.au/publications/rdp/2015/2015-02/references.html

Contagion Analysis

29 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
Capital requirements for bank exposures to CCPs were revised in 2014 and will take effect from January 2017 (BCBS 2014).
https://www.rba.gov.au/publications/rdp/2015/2015-02/contagion-analysis.html

Background and Relevant Literature

11 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
These standards are due to be phased in from December 2015 (BCBS-IOSCO 2013). ... The BCBS-IOSCO standards will also establish a minimum level of initial margin coverage of 99 per cent.
https://www.rba.gov.au/publications/rdp/2015/2015-02/background-relevant-literature.html

Data and Exposure Analysis

29 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
2.33), the minimum coverage level in the PFMIs and the BCBS-IOSCO margining standards for non-centrally cleared derivatives, is presented in Table 4. ... Similarly, under the soon-to-be-implemented BCBS-IOSCO standards, initial margin for non-centrally
https://www.rba.gov.au/publications/rdp/2015/2015-02/data-exposure-analysis.html