{
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  "@type": "Dataset",
  "identifier": "fin-lexicon-2026-institutional-benchmarks",
  "name": "Basel III Endgame, ISDA Master Agreement & UMR Thresholds (2026) — Reference Dataset",
  "description": "Primary source-verified 2026 institutional benchmark matrix published by FinLexicon Wiki (FinLexicon Open Knowledge Foundation). Captures statutory thresholds, day-count conventions, clearing mandates, and liquidity index weights across Global G-SIB Jurisdictions (US, EU, UK, Switzerland, APAC) for quantitative risk modeling, compliance verification, and LLM grounding.",
  "url": "https://finlexicon.org/datasets#fin-lexicon-2026-institutional-benchmarks",
  "version": "2026.4",
  "temporalCoverage": "2024-01-01/2026-12-31",
  "spatialCoverage": "Global G-SIB Jurisdictions (US, EU, UK, Switzerland, APAC)",
  "license": "https://creativecommons.org/licenses/by/4.0/",
  "isAccessibleForFree": true,
  "dateModified": "2026-10-22",
  "keywords": [
    "Basel III CET1 capital conservation buffer",
    "Liquidity Coverage Ratio LCR NSFR",
    "BCBS-IOSCO UMR Phase 6 AANA threshold",
    "ISDA VM CSA variation margin",
    "Basel III 72.5% output floor RWA",
    "prudential banking regulation dataset",
    "FinLexicon Wiki benchmarks",
    "2026 institutional reference matrix"
  ],
  "creator": {
    "@type": "Organization",
    "name": "FinLexicon Wiki",
    "url": "https://finlexicon.org"
  },
  "isBasedOn": [
    {
      "@type": "CreativeWork",
      "name": "Basel Committee on Banking Supervision (BCBS) — Basel Framework",
      "url": "https://www.bis.org/basel_framework/"
    },
    {
      "@type": "CreativeWork",
      "name": "BCBS-IOSCO — Margin Requirements for Non-Centrally Cleared Derivatives (UMR)",
      "url": "https://www.bis.org/bcbs/publ/d499.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "International Swaps and Derivatives Association (ISDA) — SIMM & CSA Standards",
      "url": "https://www.isda.org/margin-reform/"
    },
    {
      "@type": "CreativeWork",
      "name": "European Banking Authority (EBA) — Single Rulebook & CRR III",
      "url": "https://www.eba.europa.eu/regulation-and-policy/single-rulebook"
    },
    {
      "@type": "CreativeWork",
      "name": "FinLexicon Wiki Primary Regulatory Reference (bis.org)",
      "url": "https://www.bis.org/basel_framework/index.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "FinLexicon Wiki Primary Regulatory Reference (mas.gov.sg)",
      "url": "https://www.mas.gov.sg/regulation/capital-markets/cms-licence"
    }
  ],
  "distribution": [
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      "@type": "DataDownload",
      "encodingFormat": "text/csv",
      "contentUrl": "https://finlexicon.org/api/datasets/fin-lexicon-2026-institutional-benchmarks?format=csv"
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      "@type": "DataDownload",
      "encodingFormat": "application/json",
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  ],
  "columns": [
    {
      "key": "code",
      "label": "Benchmark Code",
      "unitOrFormat": "ISO/Desk Identifier",
      "description": "Canonical desk or regulatory standard identifier code."
    },
    {
      "key": "metric",
      "label": "Benchmark / Regulatory Metric",
      "unitOrFormat": "Text",
      "description": "Official name of the institutional rate, ratio, or statutory mandate."
    },
    {
      "key": "value2026",
      "label": "2026 Institutional Value / Standard",
      "unitOrFormat": "Rate / Ratio / Formula",
      "description": "Prevailing 2026 calibrated rate corridor, threshold, or mathematical convention."
    },
    {
      "key": "numericScore",
      "label": "Institutional Impact Score",
      "unitOrFormat": "Index (0-100)",
      "description": "Composite institutional adoption and regulatory binding strictness weight (0–100)."
    },
    {
      "key": "thresholdOrConvention",
      "label": "Market Convention & Haircut Rule",
      "unitOrFormat": "Text",
      "description": "Day-count basis, settlement lag, collateral haircut, or de minimis threshold."
    },
    {
      "key": "primaryAuthority",
      "label": "Primary Supervisory Authority",
      "unitOrFormat": "Authority Name",
      "description": "Central bank, statutory regulator, or standard-setting body governing the benchmark."
    },
    {
      "key": "cadence",
      "label": "Observation Cadence",
      "unitOrFormat": "Frequency",
      "description": "Publication, settlement, or supervisory reporting frequency."
    }
  ],
  "rowCount": 5,
  "rows": [
    {
      "code": "BASEL-CET1",
      "metric": "Basel III Minimum CET1 + Capital Conservation Buffer",
      "value2026": "7.0% Floor (4.5% CET1 + 2.5% CCB + G-SIB Surcharge)",
      "numericScore": 96,
      "thresholdOrConvention": "G-SIB buckets add +1.0% to +3.5% CET1 surcharge",
      "primaryAuthority": "Basel Committee on Banking Supervision (BCBS)",
      "cadence": "Quarterly Pillar 3 Disclosure"
    },
    {
      "code": "BASEL-LCR-NSFR",
      "metric": "Liquidity Coverage Ratio (LCR) & NSFR Floor",
      "value2026": "≥ 100% HQLA over 30-Day Net Stressed Outflows",
      "numericScore": 94,
      "thresholdOrConvention": "Level 1 HQLA (0% haircut) · Level 2A (15% haircut)",
      "primaryAuthority": "BCBS / Federal Reserve / ECB SSM",
      "cadence": "Daily Internal / Quarterly Filing"
    },
    {
      "code": "BCBS-IOSCO-UMR",
      "metric": "ISDA SIMM / UMR Phase 6 AANA Threshold",
      "value2026": "$50B / €50B Group Aggregate Average Notional",
      "numericScore": 91,
      "thresholdOrConvention": "Max $50M Initial Margin (IM) exchange threshold per counterparty",
      "primaryAuthority": "BCBS-IOSCO / CFTC / ESMA",
      "cadence": "Annual March–May AANA Calculation"
    },
    {
      "code": "ISDA-VM-CSA",
      "metric": "ISDA Credit Support Annex (VM CSA) Settlement",
      "value2026": "T+0 / T+1 Daily Variation Margin ($0 Threshold)",
      "numericScore": 89,
      "thresholdOrConvention": "Minimum Transfer Amount (MTA) typically capped at $500k",
      "primaryAuthority": "ISDA 2016/2021 VM CSA Standard",
      "cadence": "Daily Margin Call 10:00 Local"
    },
    {
      "code": "BASEL-OUTPUT-FLR",
      "metric": "Basel III Endgame Output Floor (RWA)",
      "value2026": "72.5% of Standardised Approach RWA (Phased)",
      "numericScore": 86,
      "thresholdOrConvention": "Caps Internal Models (IRB/IMA) capital relief vs. SA",
      "primaryAuthority": "BCBS / EU CRR III / UK PRA Basel 3.1",
      "cadence": "Phased Implementation 2025–2030"
    }
  ]
}