FTSE and PRA buffer: Difference between pages

From ACT Wiki
(Difference between pages)
Jump to navigationJump to search
imported>Doug Williamson
(Remove surplus link.)
 
imported>Doug Williamson
(Expand. Source Bank of England http://www.bankofengland.co.uk/publications/Pages/news/2015/061.aspx)
 
Line 1: Line 1:
__NOTOC__
''Capital adequacy - UK''.
A number of indices maintained by the FTSE Group, a subsidiary of the London Stock Exchange Group (LSEG).


The FTSE Group started as a joint venture between the Financial Times and the London Stock Exchange.  
The PRA buffer is an amount of capital which UK-regulated banks are required to hold, determined following stress testing.


The amount is determined by the UK regulator, the Prudential Regulation Authority (PRA), following consultation with the regulated bank.


===FTSE 100===


1. A share index made up of the 100 largest companies on the UK stock market, measured by their equity market [[capitalisation]].
Any PRA buffer which the regulator may set is additional to Individual Capital Guidance (ICG).


2. The 100 companies themselves.


The PRA buffer is sometimes known as the 'Pillar 2B' buffer.


===FTSE 250===
The PRA buffer replaced the former 'capital planning buffer'.
 
1. A share index made up of the next 250 largest companies on the UK stock market, after the top 100.
 
2. These 250 companies themselves.
 
 
===FTSE 350===
 
1. A share index made up of the largest 350 companies on the UK stock market.
 
2. The 350 companies themselves.  




== See also ==
== See also ==
* [[Capitalisation]]
* [[Buffer]]
* [[Fortune 500]]
* [[Capital adequacy]]
* [[FT 30]]
* [[Idiosyncratic stress]]
* [[IBEX 35]]
* [[Individual Capital Guidance]]
* [[Large-cap]]
* [[Pillar 2]]
* [[London Stock Exchange Group]]
* [[Prudential Regulation Authority]]
* [[Mid-cap]]
* [[Reverse stress test]]
* [[S&P 500]]
* [[Scenario analysis]]
* [[Tracker fund]]
* [[Shock]]
 
* [[Stress]]
 
===Other links===
*[http://www.londonstockexchange.com/exchange/prices-and-markets/stocks/indices/summary/summary-indices-constituents.html?index=UKX FTSE 100]
*[http://www.londonstockexchange.com/exchange/prices-and-markets/stocks/indices/summary/summary-indices-constituents.html?index=MCX FTSE 250]  
*[http://www.londonstockexchange.com/exchange/prices-and-markets/stocks/indices/summary/summary-indices-constituents.html?index=NMX FTSE 350]
 
[[Category:Corporate_financial_management]]
[[Category:Identify_and_assess_risks]]

Revision as of 15:06, 29 October 2016

Capital adequacy - UK.

The PRA buffer is an amount of capital which UK-regulated banks are required to hold, determined following stress testing.

The amount is determined by the UK regulator, the Prudential Regulation Authority (PRA), following consultation with the regulated bank.


Any PRA buffer which the regulator may set is additional to Individual Capital Guidance (ICG).


The PRA buffer is sometimes known as the 'Pillar 2B' buffer.

The PRA buffer replaced the former 'capital planning buffer'.


See also

Retrieved from ‘https://wiki.treasurers.org/w/index.php?title=FTSE&oldid=36300’