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  2. Capital adequacy ratio - Wikipedia

    en.wikipedia.org/wiki/Capital_adequacy_ratio

    Capital adequacy ratio is the ratio which determines the bank's capacity to meet the time liabilities and other risks such as credit risk, operational risk etc. In the most simple formulation, a bank's capital is the "cushion" for potential losses, and protects the bank's depositors and other lenders.

  3. Capital requirement - Wikipedia

    en.wikipedia.org/wiki/Capital_requirement

    Another term commonly used in the context of the frameworks is economic capital, which can be thought of as the capital level bank shareholders would choose in the absence of capital regulation. [3] The capital ratio is the percentage of a bank's capital to its risk-weighted assets. Weights are defined by risk-sensitivity ratios whose ...

  4. Tier 1 capital ratio - Wikipedia

    en.wikipedia.org/wiki/Tier_1_capital

    The Tier 1 capital ratio is the ratio of a bank's core equity capital to its total risk-weighted assets (RWA). Risk-weighted assets are the total of all assets held by the bank weighted by credit risk according to a formula determined by the Regulator (usually the country's central bank).

  5. Basel III - Wikipedia

    en.wikipedia.org/wiki/Basel_III

    Basel III requires banks to have a minimum CET1 ratio (Common Tier 1 capital divided by risk-weighted assets (RWAs)) at all times of: . 4.5%; Plus: A mandatory "capital conservation buffer" or "stress capital buffer requirement", equivalent to at least 2.5% of risk-weighted assets, but could be higher based on results from stress tests, as determined by national regulators.

  6. Basel I - Wikipedia

    en.wikipedia.org/wiki/Basel_I

    The tier 1 capital ratio = tier 1 capital / all RWA The total capital ratio = (tier 1 + tier 2 capital) / all RWA Leverage ratio = total capital/average total assets Banks are also required to report off-balance-sheet items such as letters of credit, unused commitments, and derivatives. These all factor into the risk weighted assets, which are ...

  7. Risk-weighted asset - Wikipedia

    en.wikipedia.org/wiki/Risk-Weighted_Asset

    Risk-weighted asset (also referred to as RWA) is a bank's assets or off-balance-sheet exposures, weighted according to risk. [1] This sort of asset calculation is used in determining the capital requirement or Capital Adequacy Ratio (CAR) for a financial institution.

  8. Standardized approach (credit risk) - Wikipedia

    en.wikipedia.org/wiki/Standardized_approach...

    The Basel II accord proposes to permit banks a choice between two broad methodologies for calculating their capital requirements for credit risk. The other alternative is based on internal ratings . Reforms to the standardised approach to credit risk are due to be introduced under the Basel III: Finalising post-crisis reforms .

  9. Fractional-reserve banking - Wikipedia

    en.wikipedia.org/wiki/Fractional-reserve_banking

    In most countries, the central bank (or other monetary policy authority) regulates bank-credit creation, imposing reserve requirements and capital adequacy ratios. This helps ensure that banks remain solvent and have enough funds to meet demand for withdrawals, and can be used to influence the process of money creation in the