Output floor: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
(Create page - source - The Treasurer - 2023 Issue 4 - p15.) |
(Add link.) |
||
| Line 11: | Line 11: | ||
*[[CET1 ratio]] | *[[CET1 ratio]] | ||
*[[Credit Conversion Factor]] (CCF) | *[[Credit Conversion Factor]] (CCF) | ||
*[[Floor]] | |||
*[[Infrastructure Supporting Factor]] (ISF) | *[[Infrastructure Supporting Factor]] (ISF) | ||
* [[Internal Models Approach]] (IMA) | * [[Internal Models Approach]] (IMA) | ||
Latest revision as of 12:14, 6 December 2023
Bank supervision - capital adequacy - Risk Weighted Assets (RWAs) - credit risk - standardised approach - internal models.
Proposals for a capital adequacy rule that, when banks use both a standardised approach to calculating risk weighted assets and an internal model, whichever produces the result demanding more capital is the one that must be used.
See also
- Bank supervision
- Basel 3.1
- Capital
- Capital adequacy
- CET1 ratio
- Credit Conversion Factor (CCF)
- Floor
- Infrastructure Supporting Factor (ISF)
- Internal Models Approach (IMA)
- Off balance sheet risk
- Operational risk
- Pillar 1
- Risk Weighted Assets (RWAs)
- SME Supporting Factor
- Standardised Approach (SA)
- Total capital ratio
