开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

啊柚子熟了 · 2025年05月02日

B

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?

1 个答案

李坏_品职助教 · 2025年05月02日

嗨,爱思考的PZer你好:


Basel除了4.5%的common equity要求之外,还有一个Capital Conservation Buffer(这个buffer必须要common equity)的要求,是2.5%.


换言之,现在Basel对银行的common equity的要求是必须大于等于7.0%. 这个银行是不满足7.0%的common equity要求的。

----------------------------------------------
加油吧,让我们一起遇见更好的自己!

  • 1

    回答
  • 0

    关注
  • 3

    浏览
相关问题

NO.PZ2023102101000049 问题如下 Thrift Bank carries risk-weighteassets (RWof $100.0 billion. Inregarto its eligible regulatory capital, the bank hol: • $5.0billion of Common Equity Tier 1 Capit(“Core Toer 1”) • $2.0billion of AitionTier1 Capit• $3.5billion of Tier 2 Capit(“Gone concern”) es Thrift Bank meet the Basel III capitalrequirements? A.Yes, because its TotCapitRatio of 10.5% issufficient B.No, because it es not holenough Common EquityCapit C.No, because its Tier 1 CapitRatio is insufficient No, because the bank hno buffer-quality capittocontribute to its CapitConservation Buffer No, because it es not holenough CommonEquity CapitThe minimum Common Equity CapitRatio is4.5% but the CapitConservation Buffer (whirequires Common Equity) is2.5%, suththe “Minimum common equity plus capitconservation buffer” is7.0%. In regarto (C), the Minimum Tier 1 CapitalRatio is 6.0% In regarto (, the Tier 1 CapitalRequirement is 6.0%, anthe bank h7.0%, whiimplies th1.0% isavailable towarthe Conservation buffer (but it nee 2.5%). Plase note: The CapitConservation Buffermust Common Equity Tier 1 an“Common Equity Tier 1 must first usetomeet the minimum capitrequirements (inclung the 6% Tier 1 an8% Totalcapitrequirements if necessary), before the remainr ccontribute to thecapitconservation buffer.” 如果B是正确的,C也应该是正确的啊主要逻辑就是在没有增加 consevative buffer 2.5%之前, common equity ratio= 4.5%, tier 1 capitratio是6%, capitratio=8%;每个增加2.5%以后就分别是 7%、8.5%和10.5%了啊,这个题的结论都是自相矛盾的

2024-11-02 16:22 1 · 回答

NO.PZ2023102101000049 问题如下 Thrift Bank carries risk-weighteassets (RWof $100.0 billion. Inregarto its eligible regulatory capital, the bank hol: • $5.0billion of Common Equity Tier 1 Capit(“Core Toer 1”) • $2.0billion of AitionTier1 Capit• $3.5billion of Tier 2 Capit(“Gone concern”) es Thrift Bank meet the Basel III capitalrequirements? A.Yes, because its TotCapitRatio of 10.5% issufficient B.No, because it es not holenough Common EquityCapit C.No, because its Tier 1 CapitRatio is insufficient No, because the bank hno buffer-quality capittocontribute to its CapitConservation Buffer No, because it es not holenough CommonEquity CapitThe minimum Common Equity CapitRatio is4.5% but the CapitConservation Buffer (whirequires Common Equity) is2.5%, suththe “Minimum common equity plus capitconservation buffer” is7.0%. In regarto (C), the Minimum Tier 1 CapitalRatio is 6.0% In regarto (, the Tier 1 CapitalRequirement is 6.0%, anthe bank h7.0%, whiimplies th1.0% isavailable towarthe Conservation buffer (but it nee 2.5%). Plase note: The CapitConservation Buffermust Common Equity Tier 1 an“Common Equity Tier 1 must first usetomeet the minimum capitrequirements (inclung the 6% Tier 1 an8% Totalcapitrequirements if necessary), before the remainr ccontribute to thecapitconservation buffer.” 巴三Common Equity Capit是不是要至少为rwa的6%+2.5%才达标

2024-05-06 22:06 2 · 回答