Capital Buffers and Risk-weighted Assets Under Basel III - METAC

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CAPITAL CONSERVATION BUFFER• <strong>Capital</strong> conservation buffer: creation of a capitalreserve that can be mobilized in case of crisis• Simple capital conservation rules to avoidbreaches of minimum capital requirements– Level: 2.5% of RWA– CET1– At consolidated level (solo level : national option)– Possibility of applying losses against the said bufferduring a period of stress.11
CAPITAL CONSERVATION BUFFER• The use of the buffer is conditional onrestrictions as regards the payment of dividends<strong>and</strong> bonuses.12
Page 2: INTRODUCTION:REFORMS• Overview of
Page 6: CAPITAL STRUCTURE• Ratio’s cali
Page 10: CAPITAL BUFFERS• Ratio’s calibr
Page 15 and 16: COUNTERCYCLICAL BUFFER• Countercy
Page 17 and 18: COUNTERCYCLICAL BUFFER• Extension
Page 19 and 20: COUNTERCYCLICAL BUFFER• Illustrat
Page 21 and 22: RISK-WEIGHTED ASSETS• Strengtheni
Page 23 and 24: RWA: SECURITIZATIONS• The prudent
Page 25 and 26: RWA: MARKET RISKS• Increase in ca
Page 27 and 28: RWA: MARKET RISKS• Standardized a
Page 29 and 30: QUESTIONS• What are the three new
Page 31 and 32: RWA: COUNTERPARTY RISK• Counterpa
Page 33 and 34: RWA: COUNTERPARTY RISK• Counterpa
Page 35 and 36: SOLVENCY RATIO IMPACT• ImpactSour
Page 37 and 38: HOW TO COPE WITH SUCH NEWREQUIREMEN

Capital Buffers and Risk-weighted Assets Under Basel III - METAC

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