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

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COUNTERCYCLICAL BUFFER• Main features :– CET1 capital– Set at 0 % in normal times, the national supervisor mayincrease the same to 2.5% of the RWA during creditbubble periods.– May be released when the risk decreases.15
COUNTERCYCLICAL BUFFER• Extension of the capital conservation buffer,utilisation in order to absorb losses in case ofcrisis.− Calculation of the total buffer :• Ex : 2,5 % countercyclical buffer• => CET 1 min = 9,5 %• Total buffer = 5 %• Each quartile of the buffer = 1,25 % CET116
Page 2: INTRODUCTION:REFORMS• Overview of
Page 6: CAPITAL STRUCTURE• Ratio’s cali
Page 10: CAPITAL BUFFERS• Ratio’s calibr
Page 13 and 14: CAPITAL CONSERVATION BUFFER• The
Page 15: COUNTERCYCLICAL BUFFER• Countercy
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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