Capital buffer: Difference between revisions

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imported>Doug Williamson
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imported>Doug Williamson
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''Bank capital adequacy''.
''Bank capital adequacy''.


A minumum amount of capital which banks are required to hold, to protect them from failure under conditions of stress.
An additional cushion of capital which banks are required to hold, to protect them from breaching minimum capital requirements under conditions of stress.
 
Capital buffers must be held in the form of Common Equity Tier 1 (CET1) capital.




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* [[Capital adequacy]]
* [[Capital adequacy]]
* [[Capital Conservation Buffer]]
* [[Capital Conservation Buffer]]
* [[Common Equity Tier 1]]
* [[Countercyclical buffer]]
* [[Countercyclical buffer]]
* [[G-SII buffer]]
* [[G-SII buffer]]
* [[Liquidity buffer]]
* [[Liquidity buffer]]
* [[Stress]]
* [[Stress]]
* [[Systemic risk buffer]]
* [[Systemic Risk Buffer]]

Revision as of 12:05, 11 November 2016

Bank capital adequacy.

An additional cushion of capital which banks are required to hold, to protect them from breaching minimum capital requirements under conditions of stress.

Capital buffers must be held in the form of Common Equity Tier 1 (CET1) capital.


See also