Start Free Trial
Home/Regulations/OCC / Basel III Capital Rules — Regulatory Reference
Regulatory Reference
Financial Services Global / EU high

OCC / Basel III Capital Rules — Regulatory Reference

Risk data aggregation and model risk management — AutoPIL audit chain supports lineage requirements for AI-generated risk metrics.

Key Provisions
  • Minimum capital, leverage, and liquidity standards for internationally active banks
  • Pillar 1 — minimum capital requirements; Pillar 2 — supervisory review; Pillar 3 — market discipline / disclosure
  • Implementation in the US through OCC, Federal Reserve, and FDIC joint rules
  • Closely linked to BCBS 239 risk data aggregation principles
How AutoPIL Enforces It
  • Audit chain provides lineage for AI-derived inputs to capital and liquidity calculations
  • Agent registry documents model risk classification under SR 11-7 expectations
  • Sensitivity classification of risk data prevents unauthorized AI consumption
Audit LogPolicy EngineSensitivity LabelsLineage
AutoPIL Policy IDs
FS-BASEL-PII-001Risk Model Input Lineage
FS-BASEL-PIII-001Disclosure-Linked AI Data Provenance
Official Sources
https://www.bis.org/bcbs/basel3.htmhttps://www.occ.treas.gov/topics/capital-markets/balance-sheet-management/capital/index-capital.html

This page is a working reference and not a substitute for qualified legal review. Verify against official sources before use in compliance artifacts.

AutoPIL Governance Platform

Enforce this regulation today

AutoPIL intercepts every AI agent data access call, enforces your policy, and writes a tamper-evident audit record — before sensitive data enters the agent context window.

Start Free Trial View All Industries