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

More documents

Recommendations

Info

RWA: MARKET RISKS• Market risks (reminder)MARKET RISKSStandardisedapproachInternal modelGeneral riskSpecific riskif model notapprovedMarket riskfactorsSpecific risk ifmodel approved(if not seestandardisedapproach)25
RWA: MARKET RISKS• Standardized approachStandardisedapproachGeneralriskSpecific riskif model notapprovedUnchanged,onlyapplicableto someinstrumentsUnsecuritisedcreditexposuresSecuritizedexposuresStandardizedtreatmentCredit riskapproach forsecuritizationIf correlationtrading, ad hoctreatment26
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 and 20: COUNTERCYCLICAL BUFFER• Illustrat
Page 21 and 22: RISK-WEIGHTED ASSETS• Strengtheni
Page 23 and 24: RWA: SECURITIZATIONS• The prudent
Page 25: RWA: MARKET RISKS• Increase in ca
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?