Basel Cryptoasset
Capital Requirements

How digital asset exposures translate into bank regulatory capital

The Basel Committee on Banking Supervision (BCBS) has established a prudential framework for banks’ exposures to cryptoassets. The final standard is effective 1 January 2026.
Basel III/IV
Framework
Risk-Based
Capital Treatment
Balance Sheet
Integrity
Global Regulatory
Consistency
BASEL CRYPTOASSET CLASSIFICATION FRAMEWORK
GROUP 1a
Tokenised Traditional Assets
Tokenised traditional assets that meet the classification conditions for Group 1 treatment.
Risk Weight
0% – 10%
Examples
  • Tokenised government bonds
  • Tokenised corporate bonds
  • Tokenised equities
GROUP 1b
Stablecoins
Stablecoins that meet the qualifying criteria under the Basel standard.
Risk Weight
10% – 20%
Examples
  • Tokenised bank deposits
  • Qualifying stablecoins
  • E-money tokens
GROUP 2a
Other Cryptoassets
(Meeting Hedge Conditions)
Cryptoassets that fail Group 1 conditions but satisfy specified hedging recognition criteria.
Risk Weight
250%
Examples
  • Utility tokens with hedge
  • Certain security tokens
  • Approved tokenised assets
GROUP 2b
Other Cryptoassets
All other cryptoassets that do not meet Group 1 or 2a conditions.
Risk Weight
1,250%
Examples
  • Bitcoin (BTC)
  • Ether (ETH)
  • Unqualified cryptoassets
KEY PRINCIPLES
✓ Technology-neutral
✓ Risk-sensitive
✓ No double counting
✓ Consistent with existing framework
✓ Supports financial stability
As of: 17 August 2026
FROM CRYPTOASSET EXPOSURE TO REGULATORY CAPITAL
1. EXPOSURE
Bank holds direct or indirect cryptoasset exposure.
2. CLASSIFICATION
Asset is classified under the Basel cryptoasset framework.
3. RISK ASSESSMENT
Market, credit and operational risks are assessed.
4. PRUDENTIAL
TREATMENT
Applicable capital treatment is determined.
5. RISK-WEIGHTED
ASSETS (RWA)
Exposure is multiplied by the applicable risk weight.
6. REGULATORY
CAPITAL
RWA drives required regulatory capital (8% minimum).
ILLUSTRATIVE RISK WEIGHT & CAPITAL IMPACT
CAPITAL IMPACT EXAMPLE
$100m BTC Exposure
(Group 2b)
Risk Weight
1,250%
RWA
$1,250m
Capital Required (8%)
$100m
As of: 17 August 2026
ILLUSTRATIVE RISK WEIGHT & CAPITAL IMPACT
Asset Type Basel Group Risk Weight
(Indicative)		 Exposure
(USD)		 RWA
(USD)		 Capital Required
@ 8% (USD)		 Key Considerations
Tokenised Government Bond
1a 0% – 10% $100,000,000 $0 – $10,000,000 $0 – $800,000 Meets strict classification conditions
Tokenised Bank Deposit
1b 10% – 20% $100,000,000 $10,000,000 –
$20,000,000		 $800,000 –
$1,600,000		 Must meet qualifying stablecoin criteria
Approved Tokenised Asset
2a 250% $100,000,000 $250,000,000 $20,000,000 Meets hedge recognition conditions
Bitcoin (BTC)
2b 1,250% $100,000,000 $1,250,000,000 $100,000,000 Default treatment for most cryptoassets
Note: Illustrative only. Actual treatment depends on jurisdiction, specific conditions and bank risk management.
As of: 17 August 2026
2026 Commercial Banking & Digital Asset Custody Report
Comprehensive analysis of Basel capital rules, bank balance sheets
and regulatory impacts.
ACCESS THE 2026 REPORT →

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