Is the bank inside its risk appetite on all three Basel pillars — capital, supervision and disclosure?
Fictional data for demonstration purposes: Meridia Bancorp, its obligors and figures do not exist. Rules are real: Basel III minimums (CET1 4.5%, Tier 1 6%, total 8%, conservation buffer 2.5%), US leverage minimum 4% and stress capital buffer floor 2.5% (Federal Reserve), backtesting zones (Basel: green 0–4, amber 5–9, red 10+ exceptions in 250 days), LCR and NSFR ≥ 100%, large-exposure limit 25% of Tier 1, CRE concentration guidance (OCC Bulletin 2006-46: construction 100%, total CRE 300% of total risk-based capital). Appetite thresholds and the ΔEVE limit are set for this demo. US standardized approach; the Basel III endgame re-proposal (Mar 2026) is not final. Built with the Next Gen Dashboards methodology.