tier-1-capital

  1. Nicole Seaman

    P2.T7.20.9. Solvency, liquidity and other regulation after the global financial crisis (1of 2)

    Learning objectives: Describe and calculate the stressed VaR introduced in Basel 2.5 and calculate the market risk capital charge. Explain the process of calculating the incremental risk capital charge for positions held in a bank’s trading book. Describe the comprehensive risk (CR) capital...
    • Nicole Seaman
    • Thread
    • comprehensive-risk-capital-charge incremental-risk-charge market-risk-capital-charge stressed-var tier-1-capital tier-2-capital total-capital
    • Replies: 0
    • Forum: FRM® Practice Questions
  2. M

    Basel II capital charge-Study Notes pg 128

    Hi David, I'm lost in the ways 3 tiers of capital should be alloated to credit/market/operational risks. Under min. capital req'd column: 1. For credit risk: why only $300 from Tier 1 to be allocated? We have another $600; 2. For market risk: why only $100 from Tier 1 to be allocated, why...
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