Consolidated Supervision - World Bank
Consolidated Supervision - World Bank
Consolidated Supervision - World Bank
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
<strong>Consolidated</strong> <strong>Supervision</strong><br />
Risk-Based Deduction<br />
▼<br />
▼<br />
▼<br />
▼<br />
▼<br />
Uses unconsolidated statements<br />
From parent's capital deduct the amount of<br />
investments in dependants<br />
From adjusted parent's capital add solo capital<br />
surplus/deduct solo capital deficits of dependants<br />
From adjusted parent's capital subtract parent's<br />
solo capital requirement<br />
Result: surplus or deficit<br />
Basel Committee on <strong>Bank</strong>ing <strong>Supervision</strong><br />
33