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From Open Risk Manual
  • * Common Equity Tier 1 (CET1) ratio, * Tier 1 leverage ratio.
    2 KB (286 words) - 15:05, 5 February 2020
  • ...ratio, as well as the regulatory buffers above the common equity and Tier 1 risk-based ratios. This top-down exercise was one of the inputs to the Comm
    3 KB (355 words) - 11:44, 26 March 2021
  • ...the first half of 2017 with a view to migrating to a Pillar 1 treatment on 1 January 2018 based on appropriate review and calibration. </p> ...the QIS exercise. This included 94 Group 1 banks (ie those that have Tier 1 capital in excess of 3billion, are well diversified and are internationally
    9 KB (1,436 words) - 11:44, 26 March 2021
  • ...the first half of 2017 with a view to migrating to a Pillar 1 treatment on 1 January 2018 based on appropriate review and calibration. </p> ...the QIS exercise. This included 94 Group 1 banks (ie those that have Tier 1 capital in excess of 3billion, are well diversified and are internationally
    9 KB (1,415 words) - 11:44, 26 March 2021
  • ...the first half of 2017 with a view to migrating to a Pillar 1 treatment on 1 January 2018 based on appropriate review and calibration. </p> ...the QIS exercise. This included 94 Group 1 banks (ie those that have Tier 1 capital in excess of 3billion, are well diversified and are internationally
    9 KB (1,428 words) - 11:44, 26 March 2021
  • ...on going-concern loss-absorbing capital in the form of Common Equity Tier 1 (CET1) capital;</li>
    4 KB (567 words) - 17:26, 8 June 2021
  • <td>Paragraphs 52-53 (Criteria for Common Equity Tier 1)</td> <td align="right" valign="top">1</td>
    3 KB (515 words) - 11:44, 26 March 2021
  • ...e materially their global systemic importance in the future, an additional 1% loss absorbency would be applied in such circumstances.</p> ...s, ie between 1 January 2016 and year end 2018 becoming fully effective on 1 January 2019.</p>
    4 KB (498 words) - 11:44, 26 March 2021
  • <td>Paragraphs 52-53 (Criteria for Common Equity Tier 1)</td> <td align="right" valign="top">1</td>
    4 KB (610 words) - 15:53, 12 April 2021
  • ...loss absorbency requirements will range from 1% to 2.5% Common Equity Tier 1 (CET1) depending on a bank's systemic importance with an empty bucket of 3. ...s, ie between 1 January 2016 and year end 2018 becoming fully effective on 1 January 2019.</p>
    3 KB (470 words) - 11:44, 26 March 2021
  • <td>Paragraphs 52-53 (Criteria for Common Equity Tier 1)</td> <td align="right" valign="top">1</td>
    4 KB (624 words) - 15:54, 12 April 2021
  • ...sactions should be fully deducted in the calculation of Common Equity Tier 1. It briefly reviews other options for applying the underlying concept of pa
    3 KB (415 words) - 11:44, 26 March 2021
  • ...cipated in the study, including 103 Group 1 banks (ie those that have Tier 1 capital in excess of 3 billion and are internationally active) and 109 Grou ...ofits after tax and prior to distributions across the same sample of Group 1 banks in the second half of 2010 and the first half of 2011 was 356.6 billi
    3 KB (531 words) - 11:44, 26 March 2021
  • ...cipated in the study, including 102 Group 1 banks (ie those that have Tier 1 capital in excess of 3 billion and are internationally active) and 107 Grou .... At the CET1 target level of 7.0%, the aggregate CET1 shortfall for Group 1 banks has reduced by 111.5 billion.</p>
    4 KB (566 words) - 11:45, 26 March 2021
  • ...n the current study, comprising 101 Group 1 banks (ie those that have Tier 1 capital in excess of 3 billion and are internationally active) and 109 Grou .... At the CET1 target level of 7.0%, the aggregate CET1 shortfall for Group 1 banks has fallen by 175.9 billion.</p>
    4 KB (575 words) - 11:45, 26 March 2021
  • ...pital conservation and countercyclical buffers, between 1 January 2016 and 1 January 2019.</p>
    3 KB (416 words) - 11:45, 26 March 2021
  • ...s ("Group 1 banks", defined as internationally active banks that have Tier 1 capital of more than 3 billion) and 122 Group 2 banks (ie representative of ...f after-tax profits prior to distributions across the same sample of Group 1 banks during 2012 was 419.4 billion.</p>
    6 KB (852 words) - 11:45, 26 March 2021
  • ...nue to collect data to track the impact of using either Common Equity Tier 1 (CET1) or total regulatory capital as the capital measure.</p> ...iew to migrating to a Pillar 1 (minimum capital requirements) treatment on 1 January 2018 based on appropriate review and calibration. The Committee wil
    6 KB (825 words) - 11:45, 26 March 2021
  • ...s ("Group 1 banks", defined as internationally active banks that have Tier 1 capital of more than 3 billion) and 125 Group 2 banks (ie representative of ...f after-tax profits prior to distributions across the same sample of Group 1 banks for the year ending 30 June 2013 was 456 billion.</p>
    5 KB (793 words) - 11:45, 26 March 2021
  • ...s ("Group 1 banks", defined as internationally active banks that have Tier 1 capital of more than 3 billion) and 125 Group 2 banks (ie representative of ...f after-tax profits prior to distributions across the same sample of Group 1 banks for the year ending 31 December 2013 was 419 billion.</p>
    5 KB (697 words) - 11:45, 26 March 2021
  • ...s ("Group 1 banks", defined as internationally active banks that have Tier 1 capital of more than 3 billion) and 126 Group 2 banks (ie representative of ...mple of Group 1 banks for the six-month period ending 30 June 2014 was 210.1 billion.</p>
    5 KB (723 words) - 11:47, 26 March 2021
  • ...s ("Group 1 banks", defined as internationally active banks that have Tier 1 capital of more than 3 billion) and 121 Group 2 banks (ie representative of ...of Group 1 banks for the six-month period ending 31 December 2014 was 228.1 billion.</p>
    5 KB (745 words) - 11:47, 26 March 2021
  • ...ng their regulatory capital buffers. In particular, any Common Equity Tier 1 that is being used to meet the TLAC requirement cannot be used to meet the
    3 KB (418 words) - 11:47, 26 March 2021
  • ...s ("Group 1 banks", defined as internationally active banks that have Tier 1 capital of more than 3 billion) and 129 "Group 2 banks" (ie representative ...f after-tax profits prior to distributions across the same sample of Group 1 banks for the six-month period ending 30 June 2015 was 307.2 billion.</p>
    5 KB (701 words) - 11:48, 26 March 2021
  • ...s ("Group 1 banks", defined as internationally active banks that have Tier 1 capital of more than 3 billion) and 128 "Group 2 banks" (ie representative ...f after-tax profits prior to distributions across the same sample of Group 1 banks for the six-month period ending 31 December 2015 was 206.8 billion.</
    5 KB (697 words) - 11:48, 26 March 2021
  • ...mittee's sample also includes 110 "Group 2 banks" (ie banks that have Tier 1 capital of less than 3 billion or are not internationally active).</p> ...f after-tax profits prior to distributions across the same sample of Group 1 banks for the six-month period ending 30June 2016 was 263 billion. In addit
    5 KB (745 words) - 11:48, 26 March 2021
  • ...mmittee's sample also includes 95 "Group 2 banks" (ie banks that have Tier 1 capital of less than 3 billion or are not internationally active).</p> ...f after-tax profits prior to distributions across the same sample of Group 1 banks for the six-month period ending 31 December 2016 was 239.5 billion. I
    5 KB (682 words) - 11:48, 26 March 2021
  • * Keywords: [[Common Equity Tier 1]], [[Tier 1]], [[Capital]], [[Tier 2]], [[Definition Of Capital]]
    2 KB (326 words) - 19:37, 29 April 2021
  • ...mmittee's sample also includes 87 "Group 2 banks" (ie banks that have Tier 1 capital of less than 3 billion or are not internationally active).</p> ...f after-tax profits prior to distributions across the same sample of Group 1 banks for the six-month period ending 30 June 2017 was 212.8 billion. In ad
    5 KB (684 words) - 11:49, 26 March 2021
  • ...so differ (eg tangible common equity (TCE) or Tier 1 or common equity tier 1 (CET1) capital; Basel II RWAs vs Basel III measures of RWAs). A full standa
    4 KB (599 words) - 11:50, 26 March 2021