Escolar Documentos
Profissional Documentos
Cultura Documentos
3 QUANTITY OF CAPITAL
3.1 Minimum Total 8.00% 8.00% 8.00%
Capital
3.2 (of Which 2.00% 2.00% 4.50%
Minimum
Common
EquityTier 1)
3.3 Maximum Tier 2 4.00% 4.00% 2.00%
(within Total
Capital)
3.4 Capital - - 2.50%
Conservation
Buffer
3.5 Minimum 2.00% 2.00% 7.00%
Common Equity
Tier 1
3.6 Minimum Total 8.00% 8.00% 10.50%
Capital
3.7 Counter Cyclical - - 0 to 2.50% during periods of excess
Buffer Credit Growth
Page 4 of 6
Sr PARAMETER BASEL 1 BASEL 2 BASEL 3
No
Interest Rate Risks
Equity and Forex Risk
Operational Risk
Page 5 of 6
Sr PARAMETER BASEL 1 BASEL 2 BASEL 3
No
BANK’S LEVERAGE WITHOUT RISK WEIGHTING AND NETTING
7 Leverage of the Not Stipulated Not Stipulated Leverage Ratio of 3% introduced by
Bank’s Balance Basel to ensure adequate Tier 1
Sheet Capital to support Aggregate Fund
Based and Non- Fund Based
exposure without Risk weighting
and Netting.
This ratio is less subject to
manipulation through Risk
weighting and Netting of Collateral.
Leverage Ratio = Tier 1 Capital /
Exposure under 100% Risk Weight of
On BS + Off BS + Securitisation +
Notional Value of Written CDS
Page 6 of 6