NO.PZ2023102101000049
问题如下:
Thrift Bank carries risk-weighted assets (RWA) of $100.0 billion. Inregard to its eligible regulatory capital, the bank holds:
• $5.0billion of Common Equity Tier 1 Capital (“Core Toer 1”)
• $2.0billion of Additional Tier1 Capital
• $3.5billion of Tier 2 Capital (“Gone concern”)
Does Thrift Bank meet the Basel III capitalrequirements?
选项:
A.
Yes, because its Total Capital Ratio of 10.5% issufficient
B.
No, because it does not hold enough Common EquityCapital
C.
No, because its Tier 1 Capital Ratio is insufficient
D.
No, because the bank has no buffer-quality capital tocontribute to its Capital Conservation Buffer
解释:
No, because it does not hold enough CommonEquity Capital
The minimum Common Equity Capital Ratio is4.5% but the Capital Conservation Buffer (which requires Common Equity) is2.5%, such that the “Minimum common equity plus capital conservation buffer” is7.0%.
In regard to (C), the Minimum Tier 1 CapitalRatio is 6.0%
In regard to (D), the Tier 1 CapitalRequirement is 6.0%, and the bank has 7.0%, which implies that 1.0% isavailable toward the Conservation buffer (but it needs 2.5%).
Plase note: The Capital Conservation Buffermust be Common Equity Tier 1 and “Common Equity Tier 1 must first be used tomeet the minimum capital requirements (including the 6% Tier 1 and 8% Totalcapital requirements if necessary), before the remainder can contribute to thecapital conservation buffer.”
这个公司的common equity ritio不是4.5%么?满足了巴三的要求呀,所有B应该是错的呀?