caramelhan
2019-08-26 09:55Capital conservation buffers have been established by the Basel Committee as part of measures designed to ensure that banks have enough capital to handle stress situations. Assuming no regulatory add-ons have been imposed, which of the following is correct? 請問此題為什么說是0 CB?有100% constraint on capital distribution? 這是怎么判斷的，謝謝。
所屬：FRM Part II 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Robin Ma助教
2019-08-26 10:28
該回答已被題主采納
同學你好，你上傳的題目不完整，我么有辦法做出解答，能否把題目截全上傳。
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追問
答案 If the bank has 8% Common Equity Tier 1(CET1) capital with no Additional Tier 1 or Tier 2 capital. It would have zero conservation buffer and therefore be subject to a 100% constraint on capital distributions.
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追答
同學你好，因為你cb的要求是2.5% 基本的資本充足率要求是8%，那么加總就是10.5%，現(xiàn)在你只有8%的的一級核心資本，是不滿足最基礎的10.5%的資本要求的，如果連底線要求都不滿足，肯定是要被限制分紅的。
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