Output floor
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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