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Cici_ · 2023年11月06日

这道题考查啥呢,为什么是A啊

NO.PZ2023102101000059

问题如下:

Capital conservation buffers have been established by the Basel Committee as part of measures designed to ensure that banks have enough capital to handle stress situations. Assuming no regulatory add-ons have been imposed, which of the following is correct? (Important)

选项:

A.

If the bank has 8%Common Equity Tier 1(CET1) capital with no Additional Tier 1or Tier 2 capital.it would have zero conservation buffer and therefore be subject to a 100% constraint on capital distributions

B.

If the bank has 8%CET1with no Additional Tier1 or Tier 2 capital, it would satisfy the zero conservation buffer and therefore not be subjected to a constraint on capital distributions

C.

If the bank has 7%CET1 with no Additional Tier1 or Tier 2 capital; it would have a 2.5% conservation buffer and therefore not be subjected to a constraint on capital distributions

D.

If the bank has 9.5%CET1 with no Additional Tier 1orTier 2 capital, it would have a 2.5% conservation buffer and therefore not be subjected to a constraint on capital distributions

解释:

这题目啥意思啊,请帮忙解释一下



1 个答案

DD仔_品职助教 · 2023年11月07日

嗨,努力学习的PZer你好:


A说的是如果一个银行的CET1是8%,没有T1或者T2,那么conservation buffer就是0,因此capital distributions受到限制。这句话就是结论,同学可以记忆一下。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!