Standardized Credit
Risk Assessment Data

Your simple solution for Basel III SCRA

Access unique, standardized regulatory minimum capital requirements and buffers data that can be used alongside other data sets and fully integrated into existing systems. Our SCRA Data is the simplest way to answer this part of the Basel III reforms reliably.

Complex data, standardized

We’ve researched, compiled, translated and standardized capital requirements and buffers data from regulators and banks in over 160 countries, in many different formats and languages, so you don’t have to.

A Basel III fix
that stays fixed

This data provides an evergreen solution for Basel III counterparty credit risk work, as we regularly update the information we hold, so you’re always making your calculations from the latest requirements and buffers.

Explore Basel III – SCRA data

See the tangible benefits offered by applying the SCRA approach, and how our data supports you in an easier implementation.

Fitch Solutions Basel III – SCRA Data

What’s included
in our SCRA Data

The Basel III SCRA data has been built to provide everything you need to calculate the risk weightings for unrated bank exposures across global portfolios.

Regulatory Minimum Capital & Leverage Requirements

  • Common Equity Tier 1 (CET1)
  • Tier 1 Capital & Total Capital
  • Basel III Leverage Ratio
  • Effective dates

Capital Buffer Requirements

  • Capital Conservation Buffers
  • Countercyclical Buffers
  • Additional buffer requirements for D-Sibs, G-Sibs and those banks that have additional stress capital buffers or systemic risk buffers

Easily address Basel III reforms
credit risk requirements


Get all the capital charge benefits that SCRA has to offer, without having to tackle the challenges of gathering and standardizing data in different languages and formats from across the world.


To our knowledge, this is the only commercially available data set of its kind, allowing you the unique opportunity to answer the SCRA requirements with minimal time investment from your teams.


Continuous monitoring and updating of datasets can be frustrating and resource-heavy. Our product is subject to regular updates, so you get the reassurance that your data is current, without the hassle of maintaining it.


Use our API or Data Feed delivery channels to bring this unique data into your existing proprietary or third-party systems, and use alongside existing datasets. Working in Excel? Our Add-In will pull the SCRA data into this familiar operating environment.

Combine with any existing dataset

We deliver Basel III - SCRA Data by Excel Add-In, API, or data feed via Fitch Connect, our cutting-edge, multi-channel technology platform. The SCRA Data can be used in conjunction with Fitch Fundamental Data or any other similar data set, whether that’s an in-house or third-party source.

Fitch Connect, delivering Fitch Ratings & Fitch Solutions Data, Research and tools to fuel your decisions

A quantifiable improvement

Use the Basel III - SCRA Data to deliver an immediate, measurable ROI,
by calculating the difference between your capital charges with and without the SCRA.

White Paper

Basel III - SCRA Implementation FAQs

Implementing SCRA will increase the data management burden for many banks, but the adoption of this new methodology combined with a reliable SCRA Data solution has the potential to help banks reduce their capital charges to as little as 30%, releasing available resources to be used more efficiently.

Get answers to frequent questions on the challenges, benefits and common pitfalls experienced by those who’ve already started their SCRA implementation journey.

Briefing Paper

Accessing Basel III SCRA data:
a sharper focus on credit risk

The final Basel III framework will introduce a more granular approach to credit risk assessment. By 2023 banks will need to follow the new Standardised Credit Risk Assessment (SCRA) to calculate risk weights accurately.

Accessing the correct data, and developing the necessary internal expertise and infrastructure will be crucial for compliance. But it will also enable banks to benefit from reduced capital charges and an enhanced view of the creditworthiness of their bank exposures.


Tackling the Basel III SCRA data challenge

One of the main challenges for banks contemplating the SCRA approach is the lack of structured data available to satisfy the risk capital calculation and reporting requirements.

"You cannot go to a website and simply click ‘download’ to get all this information"


Best Counterparty Data Project or Initiative 2022

Fitch Solutions was recognized by WatersTechnology for our unique Basel III – SCRA Data solution that allows banks to easily implement the new SCRA approach for unrated bank exposures.


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Save time, effort, and resources

Request a call back and discover how our Basel III - SCRA Data can help you accurately assess the required risk weight of your unrated bank portfolio.

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