When.com Web Search

Search results

  1. Results From The WOW.Com Content Network
  2. Capital requirement - Wikipedia

    en.wikipedia.org/wiki/Capital_requirement

    A capital requirement (also known as regulatory capital, capital adequacy or capital base) is the amount of capital a bank or other financial institution has to have as required by its financial regulator. This is usually expressed as a capital adequacy ratio of equity as a percentage of risk-weighted

  3. Risk-weighted asset - Wikipedia

    en.wikipedia.org/wiki/Risk-Weighted_Asset

    This sort of asset calculation is used in determining the capital requirement or Capital Adequacy Ratio (CAR) for a financial institution. In the Basel I accord published by the Basel Committee on Banking Supervision , the Committee explains why using a risk-weight approach is the preferred methodology which banks should adopt for capital ...

  4. 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 .

  5. Capital adequacy ratio - Wikipedia

    en.wikipedia.org/wiki/Capital_adequacy_ratio

    Capital Adequacy Ratio (CAR) also known as Capital to Risk (Weighted) Assets Ratio (CRAR), [1] is the ratio of a bank's capital to its risk. National regulators track a bank's CAR to ensure that it can absorb a reasonable amount of loss and complies with statutory Capital requirements. It is a measure of a bank's capital.

  6. Internal ratings-based approach (credit risk) - Wikipedia

    en.wikipedia.org/wiki/Internal_Ratings-Based...

    Under the Basel II guidelines, banks are allowed to use their own estimated risk parameters for the purpose of calculating regulatory capital. This is known as the internal ratings-based (IRB) approach to capital requirements for credit risk. Only banks meeting certain minimum conditions, disclosure requirements and approval from their national ...

  7. Standardized approach (counterparty credit risk) - Wikipedia

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

    PFE is the "Potential Future Exposure" to the counterparty: per asset class, trade-"add-ons" are aggregated to "hedging sets", with positions allowed to offset based on specified correlation assumptions, thereby reducing net exposure; these are in turn aggregated to counterparty "netting sets"; this aggregated amount is then offset by the ...

  8. Current ratio: What it is and how to calculate it - AOL

    www.aol.com/finance/current-ratio-calculate...

    Current ratio vs. quick ratio vs. debt-to-equity Other measures of liquidity and solvency that are similar to the current ratio might be more useful, depending on the situation.

  9. Advanced IRB - Wikipedia

    en.wikipedia.org/wiki/Advanced_IRB

    The term Advanced IRB or A-IRB is an abbreviation of advanced internal ratings-based approach, and it refers to a set of credit risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions.