Basel III Monitoring Report, September 2026 (BCBS): summary

Report · International body

Basel III Monitoring Report, September 2026

The Basel Committee reports that capital and leverage at large internationally active banks remain stable and that liquidity indicators move little.

Organization: Basel Committee on Banking Supervision (BCBS)
Document date: 23 September 2026
Type: Report
Language: English
Scope: International
Length: 28 pages

See the official source PDF document

What it contains

The September 2026 report presents the results of the Basel Committee on Banking Supervision’s semiannual monitoring exercise with data as of 31 December 2025, compared with June 2025. It covers 149 banks: 106 Group 1 banks (internationally active banks with Tier 1 capital above €3 billion, among them 29 global systemically important banks) and 43 Group 2 banks. The data are voluntary and confidential, do not consider transitional arrangements, assume full implementation of Basel III and exclude additional Pillar 2 requirements. The detailed analyses previously included in the report are now published as interactive dashboards.

On capital, the average CET1 ratio of Group 1 banks stayed at 13.9% under the current framework and was 13.6% under the fully phased-in final framework; for Group 2 it was 17.6% and 16.8%. The impact of the final standards on Tier 1 minimum required capital is 2.2% for Group 1 (1.8% for G-SIBs) and 0.7% for Group 2; the increase in the risk-based components comes mainly from the output floor (1.9%) and market risk (1.7%). The average leverage ratio of Group 1 is 6.0%, and the banks in the December 2025 sample show a cumulative capital shortfall of €1.4 billion under the final framework.

On liquidity, the average LCR of Group 1 banks improved by 1.7 percentage points from June 2025 because of a contraction in net outflows, and the NSFR fell by 0.6 points. With the full sample, the weighted average LCR is 136.6% for Group 1 and 196.4% for Group 2, and the NSFR is 123.3% and 134.4%. All banks exceeded 100% on both indicators. The report notes that figures may be revised as new data are submitted and points to the dashboards for the latest data.

Why it matters for risk management

It is a reference for comparing your own capital and liquidity with those of international banks and for seeing which Basel III components weigh most on required capital, in particular the output floor and market risk. The sample consists of large internationally active banks and in the Dominican Republic implementation follows local regulation, so it works as context, not as a target.

Summary prepared by the Dominican Republic Risk Management Club from a reading of the original document, with the source verified on 12 October 2026. It does not replace reading the official text and is not advice.

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Key points

Sample of 149 banks: 106 in Group 1, of which 29 are global systemically important banks, and 43 in Group 2.
Average CET1 of Group 1: 13.9% under the current framework and 13.6% under the fully phased-in final framework.
The final standards raise Tier 1 minimum required capital by 2.2% for Group 1, because of the output floor (1.9%) and market risk (1.7%).
Group 1 liquidity: average LCR of 136.6% and average NSFR of 123.3%; all banks are above 100% on both indicators.
Cumulative capital shortfall of €1.4 billion under the final framework; the figures exclude Pillar 2 and transitional arrangements.

How to cite it

Basel Committee on Banking Supervision (2026). Basel III Monitoring Report, September 2026. Basel: Bank for International Settlements, 23 September 2026.