In particular, the so called net stable funding ratio, which aims to reduce the maturity mismatch by requiring banks to finance their long term loans with long term funds. The Basel III framework, represents a minimum standard, and therefore, authorities can introduce more stringent prudential rules to address specific risks in their domestic banking systems, for example higher risk weights for certain exposure classes.
For example, the proposed Capital Requirements Regulation (Art. 119), which will be directly applicable across all European countries, offers a leeway for national authorities to increase risk weights or set stricter criteria (e.g. for loan-to-value ratios) for exposures secured on residential or commercial real estate on the grounds of financial stability.