Capital Conservation Buffer: Difference between revisions
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(CCB). | (CCB). | ||
The Capital Conservation Buffer is 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. | Under Basel III the CCB is 2.5% of risk weighted assets. | ||
The CCB is subject to a 3-year phase in period from 1 January 2016 to 1 January 2019. | |||
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* [[CRD IV]] | * [[CRD IV]] | ||
* [[Macroprudential]] | * [[Macroprudential]] | ||
* [[Stress]] | |||
* [[Total Loss Absorbing Capacity]] | * [[Total Loss Absorbing Capacity]] | ||
Revision as of 13:24, 29 October 2016
(CCB).
The Capital Conservation Buffer is 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.
The CCB is subject to a 3-year phase in period from 1 January 2016 to 1 January 2019.
