The Basel III rules raise capital requirements, set a minimum leverage ratio (of capital to assets not weighted for risk), and establish minimum liquidity requirements. An additional increase in capitalization has been introduced for “systemically important” banks and, for macroprudential purposes, for the entire system.
1 The regulatory revision is still under way; rules on total loss absorbing capacity are being finalized, to require global systemically  1  For global systemically important banks (G-SIBs) there is an additional requirement for core tier 1 capital, variable between 1 and 3.5 per cent of risk-weighted assets depending on the bank’s systemic importance.