HuiLYue
2024-11-07 18:08老師您好！【The CRO also reports the minimum regulatory capital requirements under the revised capital framework as presented in the table below. The capital ratios also include the capital conservation buffer of 2.5% (phased-in at an annual increment of 0.75%, starting January 2016) and a G-SIB surcharge of 3.0% (phased-in at an annual increment of 0.625%, starting January 2016) of risk-weighted assets to be reached by January 2019】這段話的意思是說，表格中給定的5.25%的CET1 ratio已經(jīng)包含了1.25%的CCB和1.5%的GSIB了么？
所屬：FRM Part II > Operational Risk and Resiliency 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Will助教
2024-11-07 21:38
該回答已被題主采納
同學(xué)你好，是有包括的。其實(shí)這道題我們也不用分析他到底有沒有包括buffer，因?yàn)槟阌?jì)算出capitalratio然后和表里面對比一下看看超過沒就好了
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