Capital Conservation Buffer: Difference between revisions
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imported>Doug Williamson (Expand. Source: linked pages.) |
imported>Doug Williamson (Expand. Source: BIS webpage http://www.bis.org/bcbs/basel3/b3summarytable.pdf) |
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A macroprudential [[capital adequacy]] requirement for all banks to build up an additional loss-absorbing capital cushion to improve their resilience to stresses. | A macroprudential [[capital adequacy]] requirement for all banks to build up an additional loss-absorbing capital cushion to improve their resilience to stresses. | ||
Under Basel III the CCB is 2.5% of risk weighted assets. | |||
== See also == | == See also == | ||
* [[Basel III]] | * [[Basel III]] | ||
* [[Capital adequacy]] | |||
* [[Countercyclical buffer]] | * [[Countercyclical buffer]] | ||
* [[CRD IV]] | * [[CRD IV]] | ||
* [[Macroprudential]] | * [[Macroprudential]] | ||
* [[Total Loss Absorbing Capacity]] | * [[Total Loss Absorbing Capacity]] | ||
Revision as of 07:44, 1 August 2016
(CCB).
A macroprudential capital adequacy requirement for all banks to build up an additional loss-absorbing capital cushion to improve their resilience to stresses.
Under Basel III the CCB is 2.5% of risk weighted assets.
