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

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RWA: COUNTERPARTY RISK• Cercle vertueux du traitement des dérivés OTCMoving part oftrading topublic tradingvenuesISDAframeworkbilateralnetting andstandardisationStrengtheningthe bilateralcollateralmanagementfor non CCPeligiblecontractsIncreasingtransparency ofprices,transactionsand positionsMovingclearing ofstandardisedOTC derivativesto CCPsEnhancing theuse of centralrepositories33
SOLVENCY RATIO IMPACT• ImpactSource: BCBS34
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 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: RWA: COUNTERPARTY RISK• Counterpa
Page 37 and 38: HOW TO COPE WITH SUCH NEWREQUIREMEN

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

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