Capital ratio: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Layout) |
imported>Doug Williamson (Layout.) |
||
Line 1: | Line 1: | ||
''Banking - capital adequacy'' | ''Banking - capital adequacy''. | ||
1. | 1. |
Revision as of 18:29, 14 April 2019
Banking - capital adequacy.
1.
The ratio of total capital to risk weighted assets (RWAs).
2.
More generally, any ratio including a measure of a financial institution's capital, used to evaluate the adequacy of the quality or total quantity of capital.
For example, the CET1 ratio.