Capital · Basel 3.1 / Endgame
Basel 3.1 Capital Delta
Output-floor calibration is now the binding constraint for many internal-model banks. This board tracks portfolio-level RWA migration, CET1 impact and any capital shortfall by phase-in year — the evidence regulators expect under PRA / EBA / Federal Reserve transition timelines.
Output-floor terminus
72.5% of SA RWA
Approaches
SA · F-IRB · A-IRB · IMA → SA-CCR/FRTB
Frameworks
BCBS · PRA · EBA · US NPR
Output
RWA delta · CET1 drag · shortfall
Portfolio feed
| Institution | Portfolio | Approach | RWA Δ | CET1 Δ | Shortfall | Floor |
|---|---|---|---|---|---|---|
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