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

More documents

Recommendations

Info

SOLVENCY RATIO− The solvency ratio is calculated by dividing the bank’scapital by the aggregate of its credit risks (balancesheet and off-balance sheet) (estimated in the form ofweighted exposure - RWA), their operational risks andtheir market risks.− The minimum threshold is equal to 8%.3
Page 2: INTRODUCTION:REFORMS• Overview of
Page 8: CALIBRATION OF THE CAPITALFRAMEWORK
Page 12 and 13: CAPITAL CONSERVATION BUFFER• Capi
Page 14 and 15: CAPITAL CONSERVATION BUFFER• Reco
Page 16 and 17: COUNTERCYCLICAL BUFFER• Main feat
Page 18 and 19: COUNTERCYCLICAL BUFFER• When used
Page 20 and 21: QUESTIONS• What is the principle
Page 22 and 23: RWA: SECURITIZATIONS• Increased c
Page 24 and 25: RWA: SECURITIZATIONS• The prudent
Page 26 and 27: RWA: MARKET RISKS• Market risks (
Page 28 and 29: RWA: MARKET RISKS• Internal model
Page 30 and 31: RWA: COUNTERPARTY RISK• Requireme
Page 32 and 33: RWA: COUNTERPARTY RISK• Requireme
Page 34 and 35: RWA: COUNTERPARTY RISK• Cercle ve
Page 36 and 37: SOLVENCY RATIO IMPACT• Solvency r
Page 38: QUESTIONS?37

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

You also want an ePaper? Increase the reach of your titles

Delete template?

Save as template?