幸同學(xué)
2025-05-21 18:33If 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. c這個選項中it would have a 2.5% conservation buffer 是在什么上面添加了2.5啊 是在1級資本上加了2.5的ccb嗎 那不是總的就是9.5了對吧
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個回答
Michael助教
2025-05-22 12:21
該回答已被題主采納
同學(xué)你好，If the bank has 7% CET1 with no Additional Tier1 or Tier 2 capital; it would have a 2.5% conservation buffer【CCB只能加在CET1上，這樣一來這個銀行的一級核心資本充足率=一級資本充足率=總資本充足率=9.5%】 and therefore not be subjected to a constraint on capital distributions.【一級核心資本充足率=9.5%>7%滿足監(jiān)管要求;一級資本充足率=9.5%>8.5%滿足監(jiān)管要求;總資本充足率=9.5%<10.5%不滿足監(jiān)管要求】
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