Basel Data Service

Basel Data Service

Data consistency & provenance delivering capital efficiency & financial reporting

Mitigate Risk; Stay compliant to the Basel Framework

In2017, the Basel Committee on Banking Supervision (BCBS) introduced a major revision to the Basel Regulatory Framework, reshaping how banks assess Risk-Weighted Assets (RWA) and apply capital floors under the Internal Ratings-Based (IRB) approach. The new rules aim to improve comparability of risk weights between financial institutions while reinforcing the standardized approach.

These changes create compliance challenges, particularly for multinational banks, as national regulators have discretion in their implementation. Additionally, higher capital and liquidity requirements impact financial strategy, requiring business process updates and new data points.

The SIX Basel Data Service is an end-to-end solution covering four critical regulatory areas: HQLA, Credit Risk, Regulatory Capital (BRRD II), and Market Risk. 

Get Expert Insights on Basel Data

Speak with our specialists to learn how our service can help your institution meet regulatory requirements and enhance operational efficiency.

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Benefits

Make Regulatory Accuracy a Business Advantage

Accuracy

Optimize capital adequacy calculations and meet mandatory disclosure requirements

 

Automation

Deploys explainable methodology developed in collaboration with clients & automatically updated in line with regulatory revisions

Consistency

Regulatory data sets are consistent with our underlying core pricing & reference data systems

About this Product

Comprehensive Basel Data for Risk Analysis

The SIX Basel Data Service helps banks and financial institutions calculate capital requirements, meet regulatory disclosure obligations, and manage risk effectively.
 
Our solution focuses on four key areas of the Basel Framework, ensuring reliable, structured, and standardized data.
 
  • HQLA (High-Quality Liquid Assets):  Identifies securities eligible as HQLA according to regulatory standards. Classifies assets based on predefined levels and associated haircuts, essential for calculating the Liquidity Coverage Ratio (LCR).
  • Credit Risk: Provides comprehensive coverage of applicable financial instruments. Maps each instrument to its corresponding regulatory risk class and assigned risk values.
  • Market Risk: Supports the calculation of general and specific risk requirements. Provides standardized risk metrics for compliance with Basel market risk regulations. 
  • Regulatory Capital: Classifies eligible financial securities based on own funds requirements and senior unsecured (non-preferred, bail-in-able) debt instruments (MREL/TLAC) for regulatory reporting. 
Financial professional analyzing regulatory data on a laptop, representing the Basel Framework Data Service supporting risk measurement, capital adequacy, and regulatory compliance.
Two professionals reviewing data on a screen, representing collaborative analysis and regulatory reporting supported by the Basel Framework Data Service.

Optimized for Clarity & Compliance

  • Structured for Basel framework compliance with EU & Swiss standards

  • Regularly updated to reflect regulatory changes

  • Seamless integration with internal risk management systems

  • Automated data delivery options for efficiency and accuracy 

New: Basel for Funds - Credit Risk Mitigation

Basel for Funds - Credit Risk Mitigation solution leverages our self-sourced funds composition data to automate the calculation of funds as eligibility collateral & haircuts, in line with Basel regulatory look through approach.

Access the Detailed Factsheet

Download our factsheet to get all the details on how our data can help you meet Basel regulatory requirements.

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Basel for Funds - Credit Risk Mitigation Factsheet

Our solution automates the process of calculating fund eligibility & haircuts in line with the Basel look-through approach. 

Discover more about this service, which helps clients credit mitigate risk and reduce the amount of capital requirements.

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Aerial view of a dam, symbolizing the two sides of the CSDR coin: data quality for cash penalty calculation and reconciliation for settlement reporting, highlighted in the "Two Sides of the CSDR Coin" webinar.

Credit Risk Mitigation: Experts Talk

Credit risk mitigation is not only a regulatory requirement under the Basel frameworks but it can be a real business opportunity to leverage collateral when considering funds as such. Discover how SIX can help in this panel discussion

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Aerial view of a dam, symbolizing the two sides of the CSDR coin: data quality for cash penalty calculation and reconciliation for settlement reporting, highlighted in the "Two Sides of the CSDR Coin" webinar.

Basel Data Service: Your Questions Answered

How to Access our Data

  • Do You Have Any Questions about Our Basel Data Service?

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