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小爽加油呀 · 2023年11月03日

D为什么不对啊

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%

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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