Bloomberg has expanded Crypto Exposure Analytics to support classification under the Basel Committee’s prudential framework for banks’ cryptoasset exposures. Its 22 October announcement adds a regulatory-classification layer to a product first launched in 2025 for identifying direct and indirect exposure. The data can trace crypto links through funds, equities, derivatives and bonds as well as spot holdings.[1]
Basel categories the analytics seeks to support
| Group | Framework distinction |
|---|---|
| 1a | Tokenised traditional assets meeting all relevant classification conditionsSource 2Source 3 |
| 1b | Cryptoassets with effective stabilisation mechanisms meeting those conditionsSource 2Source 3 |
| 2a | Assets outside Group 1 that satisfy specified hedging-recognition criteriaSource 2Source 3 |
| 2b | Other Group 2 cryptoassets, subject to the more conservative treatmentSource 2Source 3 |
Bloomberg reports coverage of 110 spot tickers and currency pairs, 950 listed futures contracts, 320,000 listed options contracts, 670 index tickers, 600 company tickers, 280 government and corporate bonds and 125,000 fund tickers. It has identified approximately 1,700 funds potentially relevant to the framework, roughly half without crypto explicitly named in their investment strategy. These are coverage and screening figures, not counts of assets approved by a regulator.[1]
Related Basel disclosure outputs
| Disclosure | Frequency and content |
|---|---|
| CAEA | Annual qualitative information on cryptoasset activities and risk managementSource 3 |
| CAE1 | Semiannual exposure and capital-requirement informationSource 3 |
| CAE2 | Semiannual accounting classification and measurementSource 3 |
| CAE3 | Semiannual liquidity requirements for cryptoassets and cryptoliabilitiesSource 3 |
The Basel text leaves banks responsible for assessing classification conditions and gives supervisors power to override their decisions. For stabilised assets, that includes continuing scrutiny of the stabilisation mechanism. Bloomberg’s mapping may support those processes, but the announcement is not regulatory certification of the product or a guarantee that a bank’s portfolio meets its applicable local capital rules.[2][1]
Sources & further reading
- Bloomberg Enables Scalable Crypto Asset Exposure Classification Under Basel Framework Bloomberg via PR Newswire · 22 Oct 2026 · Accessed 26 Oct 2026
- SCO60: Cryptoasset exposures — Basel Framework Bank for International Settlements / Basel Committee · Accessed 26 Oct 2026
- DIS55: Cryptoasset exposure disclosure Bank for International Settlements / Basel Committee · Accessed 26 Oct 2026