Projet

Ordonnance sur les fonds propres

Annexe à la modification de l’OFR (ch. II)

Annexe 1 (art. 4a, al. 2)

Normes minimales de Bâle

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Chiffre Titre Date de référence

1. Scope and Definitions (SCO)

Ch. 10 SCO: Introduction 31.01.2022 Ch. 30 SCO: Banking, securities and other financial subsidiaries 31.01.2022 Ch. 40 SCO: Global systemically important banks 31.01.2022 Ch. 50 SCO: Domestic systemically important banks 31.01.2022 Ch. 95 SCO: Glossary and abbreviations 31.01.2022

2. Definition of capital (CAP)

Ch. 10 CAP: Definition of eligible capital 31.01.2022 Ch. 30 CAP: Regulatory adjustments 31.01.2022 Ch. 50 CAP: Prudent valuation guidance 31.01.2022 Ch. 90 CAP: Transitional arrangements 31.01.2022 Ch. 99 CAP: Application guidance 31.01.2022

3. Risk-based capital requirements (RBC)

Ch. 20 RBC: Calculation of minimum risk-based capital require- 31.01.2022

ments

Ch. 25 RBC: Boundary between the banking book and the trading 31.01.2022

book

Ch. 30 RBC: Buffers above the regulatory minimum 31.01.2022 Ch. 40 RBC: Systemically important bank buffers 31.01.2022 Ch. 90 RBC: Transitional arrangements 31.01.2022

4. Calculation of RWA for credit risk (CRE)

Ch. 20 CRE: Standardised approach: individual exposures 31.01.2022 Ch. 21 CRE: Standardised approach: use of external ratings 31.01.2022 Ch. 22 CRE: Standardised approach: credit risk mitigation 31.01.2022 Ch. 30 CRE: IRB approach: overview and asset class definition 31.01.2022 Ch. 31 CRE: IRB approach: risk weight functions 31.01.2022 Ch. 32 CRE: IRB approach: risk components 31.01.2022