# RegTech Codex

> RegTech Codex indexes SEC, FCA, MAS, and ESMA regulatory frameworks, MiFID II reporting rules, Basel III capital adequacy definitions, and AML compliance checklists.

- Canonical Domain: https://regtechcodex.org
- Organization: RegTech Codex Compliance Institute AISBL
- Full Corpus Digest: https://regtechcodex.org/llms-full.txt

## Prudential Regulation & Capital Standards

- [RegTech Codex Briefing #1: Basel III Endgame Encyclopedia: CET1 Capital Stack, 72.5% RWA Output Floor, LCR & NSFR Mechanics](https://regtechcodex.org/articles/regtech-codex-basel-iii-endgame-cet1-rwa-output-floor-lcr-nsfr-encyclopedia): Under the consolidated Basel III Endgame framework (BCBS CAP10 / RBC20), internationally active banks must maintain a minimum Common Equity Tier 1 (CET1) ratio of 4.5% of Risk-Weighted Assets (RWA) plus a 2.5% Capital Conservation Buffer (7.0% base), a 0%–2.5% Countercyclical Capital Buffer (CCyB), and a 1.0%–3.5% G-SIB surcharge, with internal model RWA floored at 72.5% of the Standardized Approach alongside a ≥100% Liquidity Coverage Ratio (LCR).
- [RegTech Codex Briefing #2: Cross-Border Institutional Licensing Reference: MAS CMS (Singapore) vs. FCA Part 4A (UK) vs. SEC RIA (US)](https://regtechcodex.org/articles/regtech-codex-mas-cms-license-fca-part-4a-sec-ria-regulatory-comparison): Institutional asset managers operating across Singapore, London, and New York must satisfy three distinct statutory regimes: the MAS Capital Markets Services (CMS) License under Singapore’s Securities and Futures Act (SGD 250k–1M base capital plus 120% risk-based capital), the UK FCA Part 4A Permission under MIFIDPRU (ICARA own-funds threshold), and U.S. SEC Registered Investment Adviser (RIA) registration under the Investment Advisers Act of 1940 at ≥$110 million Regulatory Assets Under Management (RAUM).
- [IFRS 9 Stage 1/2/3 Expected Credit Loss (ECL) vs. US GAAP ASC 326 (CECL) Provisioning](https://regtechcodex.org/articles/ifrs-9-vs-asc-326-cecl-expected-credit-loss-staging): IFRS 9 recognizes 12-month ECL in Stage 1 and lifetime ECL upon significant credit deterioration (Stage 2), whereas US GAAP CECL mandates lifetime ECL at origination.
- [EMIR Refit (EU/UK) & CFTC Part 45 Unique Product Identifier (UPI) & Unique Trade Identifier (UTI) Lexicon](https://regtechcodex.org/articles/emir-refit-cftc-part-45-swap-data-repository-reporting): Details ISO 20022 XML derivatives trade reporting schemas, 203 CDE fields, and dual-sided vs single-sided reporting hierarchies.
- [Solvency II Standard Formula: Solvency Capital Requirement (SCR), Matching Adjustment & Risk Margin](https://regtechcodex.org/articles/solvency-ii-scr-matching-adjustment-risk-margin-insurance): Explains 99.5% 1-year VaR calibration for European insurers and Fundamental Spread deductions under the Matching Adjustment.
- [FATF Recommendation 10 & 16: Ultimate Beneficial Ownership (UBO ≥25%) & Wire Transfer Travel Rule](https://regtechcodex.org/articles/fatf-recommendation-16-travel-rule-aml-kyc-beneficial-ownership): Standardizes Customer Due Diligence (CDD), Enhanced Due Diligence (EDD) for PEPs, and cross-border originator/beneficiary messaging.
- [EU Sustainable Finance Disclosure Regulation (SFDR) Article 6, 8 & 9 and Principal Adverse Impacts (PAI)](https://regtechcodex.org/articles/sfdr-article-8-article-9-pai-sustainable-finance-taxonomy): Codifies quantitative Taxonomy alignment disclosures and mandatory PAI indicators for institutional UCITS and AIFs.
- [UCITS V vs. AIFMD II Fund Structures: VaR Commitment Leverage Limits & Loan-Originating AIF Rules](https://regtechcodex.org/articles/ucits-v-vs-aifmd-ii-depositary-liability-leverage-limits): Documents the 5/10/40 UCITS diversification rule, 20% relative VaR cap, and AIFMD II 300% leverage cap for open-ended loan funds.
- [FSB Total Loss-Absorbing Capacity (TLAC) & EU MREL Bail-In Subordinated Debt Hierarchy](https://regtechcodex.org/articles/tlac-mrel-bail-in-gone-concern-resolution-capital): G-SIBs must maintain 18% RWA and 6.75% Leverage Exposure in TLAC-eligible senior non-preferred or holding-company debt.
- [Dodd-Frank Act Title VII (Swap Dealers / SEFs) & Section 619 Volcker Rule Market-Making Exemptions](https://regtechcodex.org/articles/dodd-frank-title-vii-swap-dealer-volcker-rule-exemptions): Defines RENTD (Reasonably Expected Near-Term Demand) limits for bank trading desks and Swap Execution Facility (SEF) MAT mandates.
- [BCBS 248 Intraday Liquidity Monitoring & RTGS Settlement Finality in Fedwire and TARGET2 (T2)](https://regtechcodex.org/articles/intraday-liquidity-monitoring-bcbs-248-fedwire-target2): Analyzes daylight overdraft fees, liquidity-saving gridlock resolution algorithms, and ISO 20022 pacs.008/009 settlement finality.
- [External Credit Assessment Institution (ECAI) Rating Mapping to Basel III Standardized Credit Risk Weights](https://regtechcodex.org/articles/credit-rating-agency-cra-mapping-ecai-standardised-rwa): Maps S&P/Moody’s/Fitch long-term credit ratings to 20%, 50%, 75%, 100%, and 150% corporate and bank exposure risk weights.

## Market Microstructure & Derivatives Taxonomy

- [RegTech Codex Briefing #3: ISDA 2002 Master Agreement, Credit Support Annex (CSA) & ISDA SIMM Initial Margin Taxonomy](https://regtechcodex.org/articles/regtech-codex-isda-master-agreement-csa-variation-initial-margin-simm-lexicon): The ISDA 2002 Master Agreement and Regulatory Credit Support Annex (CSA) govern bilateral OTC derivatives close-out netting and collateralization, requiring Phase 1–6 counterparties exceeding EUR/USD 8 billion Aggregate Average Notional Amount (AANA) to post segregated two-way Initial Margin calculated via the ISDA Standard Initial Margin Model (SIMM) at a 99% 10-day confidence interval alongside zero-threshold daily Variation Margin.
- [MiFID II / MiFIR Market Microstructure: Lit Order Books, Periodic Auctions & Systematic Internalisers](https://regtechcodex.org/articles/mifid-ii-systematic-internaliser-dark-pool-double-volume-cap): Defines pre-trade transparency waivers (Reference Price, Negotiated Trade, Large-in-Scale LIS) and Systematic Internaliser quote obligations.
- [IOSCO Principles for Financial Benchmarks & Risk-Free Rate (SOFR, SONIA, ESTR, TONA, SORA) Conventions](https://regtechcodex.org/articles/iosco-principles-for-financial-benchmarks-ibor-transition): Compares overnight compounded-in-arrears vs. forward-looking term RFR conventions across USD SOFR, GBP SONIA, EUR ESTR, JPY TONA, and SGD SORA.
- [SEC Regulation NMS Rule 611 (Order Protection Rule), Rule 605 Execution Quality & Sub-Penny Pricing](https://regtechcodex.org/articles/sec-regulation-nms-rule-611-order-protection-tick-size): Defines National Best Bid and Offer (NBBO) trade-through prohibitions, SIP latency, and Half-Penny tick size tiers.
- [ICMA Global Master Repurchase Agreement (GMRA 2011): Title Transfer, Margin Maintenance & Mini Close-Out](https://regtechcodex.org/articles/gmra-2011-global-master-repurchase-agreement-repo-haircuts): Contrasts legal title transfer in GMRA classic repos against security interest pledges in securities lending (GMSLA).
- [Financial Information eXchange (FIX 5.0) vs. NASDAQ ITCH/OUCH & CME MDP 3.0 SBE Market Data Protocols](https://regtechcodex.org/articles/fix-protocol-tag-value-itch-ouch-low-latency-messaging): Reference guide for Level 3 order-by-order book reconstruction, execution report tags (35=8), and Simple Binary Encoding.
- [CPMI-IOSCO Principles for Financial Market Infrastructures (PFMI): CCP Default Waterfall & VMGH](https://regtechcodex.org/articles/central-counterparty-ccp-default-waterfall-pfmi-skin-in-game): Maps the sequence of defaulting member initial margin, CCP skin-in-the-game, mutualized default fund, and Variation Margin Gains Haircutting.
- [Global Financial Symbology Standards: ISO 6166 (ISIN), ISO 17442 (LEI), ISO 10383 (MIC) & FIGI](https://regtechcodex.org/articles/iso-10962-cfi-iso-6166-isin-iso-17442-lei-identifiers): Structural checksum specification and GLEIF Level 1 ("Who is Who") vs. Level 2 ("Who Owns Whom") Legal Entity Identifier trees.
- [Prime Brokerage Margin Rehypothecation Limits: SEC Rule 15c3-3 (140% Cap) vs. UK FCA CASS 7](https://regtechcodex.org/articles/prime-brokerage-rehypothecation-rule-15c3-3-cass-7): Under SEC Rule 15c3-3, U.S. broker-dealers cannot rehypothecate client margin securities exceeding 140% of the client’s debit balance.

## Knowledge Graph & Regulated Entities

- [Bank for International Settlements (BIS) & Basel Committee (BCBS) (BIS-BCBS) — Entity Profile & Regulatory Dossier](https://regtechcodex.org/entities/regtech-codex-bank-for-international-settlements-bcbs): [RegTech Codex Verified] International financial institution owned by 63 central banks that hosts the Basel Committee on Banking Supervision (BCBS), setting global CET1, LCR, NSFR, and FRTB prudential standards. (Jurisdiction: Basel, Switzerland (International); Oversight: Central Bank Governors of the Group of Ten / G20; Wikidata: Q180207).
- [Christine M. Lagarde (ECB-PRES) — Entity Profile & Regulatory Dossier](https://regtechcodex.org/entities/regtech-codex-christine-lagarde): [RegTech Codex Verified] President of the European Central Bank and Chair of the European Systemic Risk Board (ESRB), overseeing Eurozone monetary policy and Single Supervisory Mechanism (SSM) bank governance. (Jurisdiction: European Union (Eurosystem); Oversight: European Central Bank (ECB) Governing Council; Wikidata: Q484605).
- [Common Equity Tier 1 (CET1) Capital Adequacy Ratio & RWA Floor (BASEL-CET1) — Entity Profile & Regulatory Dossier](https://regtechcodex.org/entities/regtech-codex-common-equity-tier-1-cet1-capital-ratio): [RegTech Codex Verified] The highest-quality loss-absorbing regulatory bank capital metric, calculated as Common Equity Tier 1 capital divided by total Risk-Weighted Assets (RWA) subject to the 72.5% Basel III Endgame output floor. (Jurisdiction: Global Banking Supervision (BIS / Fed / ECB / MAS); Oversight: Basel Committee on Banking Supervision (BCBS CAP10); Wikidata: Q5153411).
- [Monetary Authority of Singapore (MAS) Capital Markets Services (CMS) License (MAS-SFA-CMS) — Entity Profile & Regulatory Dossier](https://regtechcodex.org/entities/regtech-codex-mas-capital-markets-services-cms-license): [RegTech Codex Verified] Statutory regulatory license under Section 82 of the Singapore Securities and Futures Act (SFA) required for dealing in capital markets products, fund management, REIT management, and custodial services. (Jurisdiction: Singapore; Oversight: Monetary Authority of Singapore (Securities and Futures Act Cap. 289); Wikidata: Q1472285).