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小爽加油呀 · 2023年11月03日

D为什么不对啊

  1. FRM II
  2. Basel Accord

NO.PZ2023102101000059

问题如下：

Capital conservation buffers have been established by the Basel Committee as part of measures designed to ensure that banks have enough capital to handle stress situations. Assuming no regulatory add-ons have been imposed, which of the following is correct? (Important)

选项：

A.

If the bank has 8%Common Equity Tier 1(CET1) capital with no Additional Tier 1or Tier 2 capital.it would have zero conservation buffer and therefore be subject to a 100% constraint on capital distributions

B.

If the bank has 8%CET1with no Additional Tier1 or Tier 2 capital, it would satisfy the zero conservation buffer and therefore not be subjected to a constraint on capital distributions

C.

If the bank has 7%CET1 with no Additional Tier1 or Tier 2 capital; it would have a 2.5% conservation buffer and therefore not be subjected to a constraint on capital distributions

D.

If the bank has 9.5%CET1 with no Additional Tier 1orTier 2 capital, it would have a 2.5% conservation buffer and therefore not be subjected to a constraint on capital distributions

解释：

不好意思老师，请问D为啥不对呢，不是正好9.5%

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1 个答案

pzqa27 · 2023年11月06日

嗨，爱思考的PZer你好：


CET1 要求是至少8%，现在有9.5%，那么多出来的1.5%的conservation buffer不满足2.5%的要求，所以D错。

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