Entity index
Entities in our coverage
Every company, person, benchmark and regulatory framework referenced in FinLexicon Wiki articles, with identifiers and links to the related coverage.
Companies & institutions
2 entries
Continuous Linked Settlement (CLS) Payment-versus-Payment (PvP) NettingCLS-PVP-FXContinuous Linked Settlement (CLS) Payment-versus-Payment (PvP) Netting (CLS-PVP-FX) refers to an institutional financial benchmark and regulatory standard monitored by CLS Bank International (INTL), currently calibrated at 99.0% (Multilateral Netting Efficiency) as of October 2026.INTLCLS Bank International8 related articlesContinuous Linked Settlement (CLS) Payment-versus-Payment (PvP) Netting — 2026 StandardCLS-PVP-FX-STDCLS-PVP-FX 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by CLS Bank International governing Continuous Linked Settlement (CLS) Payment-versus-Payment (PvP) Netting across INTL capital markets (99.0% Multilateral Netting Efficiency, October 2026).INTLCLS Bank International8 related articles
Benchmarks & products
6 entries
A-Book STP Agency vs. B-Book Principal Internalization MicrostructureABOOK-BBOOK-STPA-Book STP Agency vs. B-Book Principal Internalization Microstructure (ABOOK-BBOOK-STP) refers to an institutional financial benchmark and regulatory standard monitored by MiFID II RTS 27/28 Taxonomy (EU), currently calibrated at 100% (Execution Routing Transparency) as of October 2026.EUMiFID II RTS 27/28 Taxonomy8 related articlesA-Book STP Agency vs. B-Book Principal Internalization Microstructure — 2026 StandardABOOK-BBOOK-STP-STDABOOK-BBOOK-STP 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by MiFID II RTS 27/28 Taxonomy governing A-Book STP Agency vs. B-Book Principal Internalization Microstructure across EU capital markets (100% Execution Routing Transparency, October 2026).EUMiFID II RTS 27/28 Taxonomy8 related articlesCapped Contingency Liquidity Facility (CCLF) Repo BackstopFICC-CCLFCapped Contingency Liquidity Facility (CCLF) Repo Backstop (FICC-CCLF) refers to an institutional financial benchmark and regulatory standard monitored by DTCC FICC GSD Rule 22A (US), currently calibrated at 1.2x (Peak Liquidity Multiplier) as of October 2026.USDTCC FICC GSD Rule 22A8 related articlesCapped Contingency Liquidity Facility (CCLF) Repo Backstop — 2026 StandardFICC-CCLF-STDFICC-CCLF 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by DTCC FICC GSD Rule 22A governing Capped Contingency Liquidity Facility (CCLF) Repo Backstop across US capital markets (1.2x Peak Liquidity Multiplier, October 2026).USDTCC FICC GSD Rule 22A8 related articlesFICC Sponsored Member Repo (SMR) Done-With & Done-Away ClearingFICC-SPONSORED-REPOFICC Sponsored Member Repo (SMR) Done-With & Done-Away Clearing (FICC-SPONSORED-REPO) refers to an institutional financial benchmark and regulatory standard monitored by DTCC Fixed Income Clearing Corp (US), currently calibrated at $1.95T (Daily Sponsored Volume) as of October 2026.USDTCC Fixed Income Clearing Corp8 related articlesFICC Sponsored Member Repo (SMR) Done-With & Done-Away Clearing — 2026 StandardFICC-SPONSORED-REPO-STDFICC-SPONSORED-REPO 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by DTCC Fixed Income Clearing Corp governing FICC Sponsored Member Repo (SMR) Done-With & Done-Away Clearing across US capital markets ($1.95T Daily Sponsored Volume, October 2026).USDTCC Fixed Income Clearing Corp8 related articles
Licences & frameworks
23 entries
Basel III 72.5% Standardized Risk-Weighted Asset (RWA) Output FloorBCBS-OUTPUT-FLOORBasel III 72.5% Standardized Risk-Weighted Asset (RWA) Output Floor (BCBS-OUTPUT-FLOOR) refers to an institutional financial benchmark and regulatory standard monitored by Basel Committee (BCBS d424) (INTL), currently calibrated at 72.5% (Minimum RWA Floor) as of October 2026.INTLBasel Committee (BCBS d424)8 related articlesBasel III 72.5% Standardized Risk-Weighted Asset (RWA) Output Floor — 2026 StandardBCBS-OUTPUT-FLOOR-STDBCBS-OUTPUT-FLOOR 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Basel Committee (BCBS d424) governing Basel III 72.5% Standardized Risk-Weighted Asset (RWA) Output Floor across INTL capital markets (72.5% Minimum RWA Floor, October 2026).INTLBasel Committee (BCBS d424)8 related articlesBasel III CET1 Capital Adequacy StandardBCBS-CET1International regulatory accord requiring Tier-1 common equity capital ratios, G-SIB surcharges, and liquidity buffers for banking institutions.INTL2 related articlesEnhanced Supplementary Leverage Ratio (eSLR) Tier-1 Capital DenominatorSLR-LEVERAGEEnhanced Supplementary Leverage Ratio (eSLR) Tier-1 Capital Denominator (SLR-LEVERAGE) refers to an institutional financial benchmark and regulatory standard monitored by Federal Reserve 12 CFR Part 217 (US), currently calibrated at 5.0% (G-SIB Holding Minimum) as of October 2026.USFederal Reserve 12 CFR Part 2178 related articlesEnhanced Supplementary Leverage Ratio (eSLR) Tier-1 Capital Denominator — 2026 StandardSLR-LEVERAGE-STDSLR-LEVERAGE 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Federal Reserve 12 CFR Part 217 governing Enhanced Supplementary Leverage Ratio (eSLR) Tier-1 Capital Denominator across US capital markets (5.0% G-SIB Holding Minimum, October 2026).USFederal Reserve 12 CFR Part 2178 related articlesExpanded Risk-Based Approach (ERBA) Basel III Endgame StandardBASEL-ERBA-2026Expanded Risk-Based Approach (ERBA) Basel III Endgame Standard (BASEL-ERBA-2026) refers to an institutional financial benchmark and regulatory standard monitored by Federal Reserve / OCC / FDIC (US), currently calibrated at -4.8% (Cat I/II CET1 Change) as of October 2026.USFederal Reserve / OCC / FDIC8 related articlesExpanded Risk-Based Approach (ERBA) Basel III Endgame Standard — 2026 StandardBASEL-ERBA-2026-STDBASEL-ERBA-2026 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Federal Reserve / OCC / FDIC governing Expanded Risk-Based Approach (ERBA) Basel III Endgame Standard across US capital markets (-4.8% Cat I/II CET1 Change, October 2026).USFederal Reserve / OCC / FDIC8 related articlesISDA 2002 Master Agreement & Credit Support Annex (CSA) Close-Out NettingISDA-2002-CSAISDA 2002 Master Agreement & Credit Support Annex (CSA) Close-Out Netting (ISDA-2002-CSA) refers to an institutional financial benchmark and regulatory standard monitored by International Swaps and Derivatives Association (INTL), currently calibrated at 0.0% (Netted Exposure Haircut) as of October 2026.INTLInternational Swaps and Derivatives Association8 related articlesISDA 2002 Master Agreement & Credit Support Annex (CSA) Close-Out Netting — 2026 StandardISDA-2002-CSA-STDISDA-2002-CSA 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by International Swaps and Derivatives Association governing ISDA 2002 Master Agreement & Credit Support Annex (CSA) Close-Out Netting across INTL capital markets (0.0% Netted Exposure Haircut, October 2026).INTLInternational Swaps and Derivatives Association8 related articlesLiquidity Coverage Ratio (LCR) & Level 1 HQLA Buffer StandardLCR-HQLA-RATIOLiquidity Coverage Ratio (LCR) & Level 1 HQLA Buffer Standard (LCR-HQLA-RATIO) refers to an institutional financial benchmark and regulatory standard monitored by BIS Basel Committee (INTL), currently calibrated at 100% (30-Day Stress Minimum) as of October 2026.INTLBIS Basel Committee8 related articlesLiquidity Coverage Ratio (LCR) & Level 1 HQLA Buffer Standard — 2026 StandardLCR-HQLA-RATIO-STDLCR-HQLA-RATIO 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by BIS Basel Committee governing Liquidity Coverage Ratio (LCR) & Level 1 HQLA Buffer Standard across INTL capital markets (100% 30-Day Stress Minimum, October 2026).INTLBIS Basel Committee8 related articlesNet Stable Funding Ratio (NSFR) Available Stable Funding StandardNSFR-FUNDINGNet Stable Funding Ratio (NSFR) Available Stable Funding Standard (NSFR-FUNDING) refers to an institutional financial benchmark and regulatory standard monitored by BIS Basel Committee (INTL), currently calibrated at 100% (1-Year Structural Floor) as of October 2026.INTLBIS Basel Committee8 related articlesNet Stable Funding Ratio (NSFR) Available Stable Funding Standard — 2026 StandardNSFR-FUNDING-STDNSFR-FUNDING 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by BIS Basel Committee governing Net Stable Funding Ratio (NSFR) Available Stable Funding Standard across INTL capital markets (100% 1-Year Structural Floor, October 2026).INTLBIS Basel Committee8 related articlesSEC Exchange Act Rule 15c3-3a Customer Clearing Margin SegregationRULE-15C3-3ASEC Exchange Act Rule 15c3-3a Customer Clearing Margin Segregation (RULE-15C3-3A) refers to an institutional financial benchmark and regulatory standard monitored by U.S. SEC Division of Trading and Markets (US), currently calibrated at 100% (Segregated Reserve Lock) as of October 2026.USU.S. SEC Division of Trading and Markets8 related articlesSEC Exchange Act Rule 15c3-3a Customer Clearing Margin Segregation — 2026 StandardRULE-15C3-3A-STDRULE-15C3-3A 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by U.S. SEC Division of Trading and Markets governing SEC Exchange Act Rule 15c3-3a Customer Clearing Margin Segregation across US capital markets (100% Segregated Reserve Lock, October 2026).USU.S. SEC Division of Trading and Markets8 related articlesSEC Rule 17ad-22(e)(18) U.S. Treasury Central Clearing MandateSEC-UST-CLEARINGSEC Rule 17ad-22(e)(18) U.S. Treasury Central Clearing Mandate (SEC-UST-CLEARING) refers to an institutional financial benchmark and regulatory standard monitored by U.S. Securities and Exchange Commission (US), currently calibrated at 100% (Eligible Repo Scope) as of October 2026.USU.S. Securities and Exchange Commission8 related articlesSEC Rule 17ad-22(e)(18) U.S. Treasury Central Clearing Mandate — 2026 StandardSEC-UST-CLEARING-STDSEC-UST-CLEARING 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by U.S. Securities and Exchange Commission governing SEC Rule 17ad-22(e)(18) U.S. Treasury Central Clearing Mandate across US capital markets (100% Eligible Repo Scope, October 2026).USU.S. Securities and Exchange Commission8 related articlesStandardized Approach for Counterparty Credit Risk (SA-CCR) Alpha FactorSA-CCR-EADStandardized Approach for Counterparty Credit Risk (SA-CCR) Alpha Factor (SA-CCR-EAD) refers to an institutional financial benchmark and regulatory standard monitored by BIS BCBS CRE52 (INTL), currently calibrated at 1.4x (Supervisory Alpha Scalar) as of October 2026.INTLBIS BCBS CRE528 related articlesStandardized Approach for Counterparty Credit Risk (SA-CCR) Alpha Factor — 2026 StandardSA-CCR-EAD-STDSA-CCR-EAD 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by BIS BCBS CRE52 governing Standardized Approach for Counterparty Credit Risk (SA-CCR) Alpha Factor across INTL capital markets (1.4x Supervisory Alpha Scalar, October 2026).INTLBIS BCBS CRE528 related articlesTotal Loss-Absorbing Capacity (TLAC) & MREL Bail-In Debt StandardTLAC-MRELTotal Loss-Absorbing Capacity (TLAC) & MREL Bail-In Debt Standard (TLAC-MREL) refers to an institutional financial benchmark and regulatory standard monitored by Financial Stability Board (FSB) (INTL), currently calibrated at 18.0% (Minimum RWA Ratio) as of October 2026.INTLFinancial Stability Board (FSB)8 related articlesTotal Loss-Absorbing Capacity (TLAC) & MREL Bail-In Debt Standard — 2026 StandardTLAC-MREL-STDTLAC-MREL 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Financial Stability Board (FSB) governing Total Loss-Absorbing Capacity (TLAC) & MREL Bail-In Debt Standard across INTL capital markets (18.0% Minimum RWA Ratio, October 2026).INTLFinancial Stability Board (FSB)8 related articlesU.S. G-SIB Surcharge Method 2 Systemic Capital BufferGSIB-METHOD2U.S. G-SIB Surcharge Method 2 Systemic Capital Buffer (GSIB-METHOD2) refers to an institutional financial benchmark and regulatory standard monitored by Federal Reserve Board (US), currently calibrated at -40 bps (2026 Surcharge Cut) as of October 2026.USFederal Reserve Board8 related articlesU.S. G-SIB Surcharge Method 2 Systemic Capital Buffer — 2026 StandardGSIB-METHOD2-STDGSIB-METHOD2 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Federal Reserve Board governing U.S. G-SIB Surcharge Method 2 Systemic Capital Buffer across US capital markets (-40 bps 2026 Surcharge Cut, October 2026).USFederal Reserve Board8 related articles