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

More documents

Recommendations

Info

QUESTIONS• What is the principle of the solvency ratio?• What is the required solvency ratio with orwithout a conservation buffer?• When is the countercyclical buffer implementedand by whom?• What is the level of the said buffer?19
RISK-WEIGHTED ASSETS• Strengthening of the risk’s coverage:denominator− The inability to value and manage risks on thebalance sheet and on the off-balance sheet statementas well as the derivative exposure was a keydestabilizing factor during the crisis.− In July 2009, the Basle Committee finalized reforms ofthe Basle II framework concerning market operationsand complex securitization operations.− While these reforms do not formally form part of theBasle III package, they bring a major change to theprudential framework of certain risks and are recalledbelow.20
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 and 16: COUNTERCYCLICAL BUFFER• Countercy
Page 17 and 18: COUNTERCYCLICAL BUFFER• Extension
Page 19: COUNTERCYCLICAL BUFFER• Illustrat
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

Create successful ePaper yourself

Delete template?

Save as template?