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金融民工阿聪 · 2020年09月03日

问一道题：NO.PZ2016072602000045

  1. FRM II
  2. Basel Accord

问题如下：

Consider a bank balance sheet with (1) common stock of USD 600,000,000;

(2) unrealized long-term marketable equity securities gain: USD 5,000,000;

(3) allowance in anticipation of possible credit losses: USD 5,000,000;

(4) goodwill: USD 30,000,000.

Based solely on this information, the tier 1 and tier 2 capital numbers are respectively:

选项：

A.

USD 595,000,000, USD 45,000,000

B.

USD 570,000,000, USD 10,000,000

C.

USD 600,000,000, USD 15,000,000

D.

USD 630,000,000, USD 20,000,000

解释：

B is correct. Tier 1 capital consists of equity minus goodwill, or USD 570 million. Tier 2 capital includes asset revaluation reserves of $5 million and loan loss reserves of $5 million. For this question, it is sufficient to find the correct number for tier 1 capital.

这里的2和3是什么意思？

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1 个答案

小刘_品职助教 · 2020年09月03日

同学你哈奥，

2是持仓的盯市证券的浮盈；

3是预期的贷款减值准备

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