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Protected: Covariance
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Financial Analysis
15
Sep
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Protected: Capital Asset Pricing Model (CAPM)
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Financial Analysis
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Aug
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Protected: Correlation
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Financial Analysis
7
Aug
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Capital Adequacy
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Common Equity Tier 1 (CET-1)
Tier 1 (Core) Capital
Ordinary Shares
General Reserves
Current Year’s Earnings
Capital Profits Reserve
Tier 2 (Supplementary) Capital
Common Equity Tier 2 (CET-2)
Tier 2 (Upper) Capital
Perpetual Cumulative Preference Shares
Perpetual Cumulative Mandatory Convertible Notes
Tier 2 (Lower) Capital
Term Subordinated Debt
Limited Life Redeemable Shares
Calculations
Total Risk Weighted Assets (RWA) = Value of Assets x Risk Factor
Min. Common Equity Tier 1 (CET-1) = Total Risk Weighted Assets (RWA) x 4.5%
Min. Tier 1 Capital = Total Risk Weighted Assets (RWA) x 6%
Min. Tier 2 Capital = Total Risk Weighted Assets (RWA) x 2%
Min. Total Capital (Tier 1 + Tier 2) = Total Risk Weighted Assets (RWA) x 8%
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Financial Analysis
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Risk & Compliance
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