问一道题：NO.PZ2016072602000045 [ FRM II ]

问题如下：

Consider a bank balance sheet with (1) common stock of USD 600,000,000;

(2) unrealized long-term marketable equity securities gain: USD 5,000,000;

(3) allowance in anticipation of possible credit losses: USD 5,000,000;

(4) goodwill: USD 30,000,000.

Based solely on this information, the tier 1 and tier 2 capital numbers are respectively:

选项：

USD 595,000,000, USD 45,000,000

USD 570,000,000, USD 10,000,000

USD 600,000,000, USD 15,000,000

USD 630,000,000, USD 20,000,000

解释：

B is correct. Tier 1 capital consists of equity minus goodwill, or USD 570 million. Tier 2 capital includes asset revaluation reserves of $5 million and loan loss reserves of $5 million. For this question, it is sufficient to find the correct number for tier 1 capital.

Allowance in possible credit loss 不属于 general reserve 吗

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小刘_品职助教 · 2020年08月31日

同学你好，

这个在计算的时候放在了 tie 2里面，建议记住就好。

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NO.PZ2016072602000045 问题如下 Consir a bank balansheet with (1) common stoof US600,000,000;(2) unrealizelong-term marketable equity securities gain: US5,000,000;(3) allowanin anticipation of possible cret losses: US5,000,000;(4) gooill: US30,000,000.Basesolely on this information, the tier 1 antier 2 capitnumbers are respectively: A.US595,000,000, US45,000,000 B.US570,000,000, US10,000,000 C.US600,000,000, US15,000,000 US630,000,000, US20,000,000 B is correct. Tier 1 capitconsists of equity minus gooill, or US570 million. Tier 2 capitinclus asset revaluation reserves of $5 million anloloss reserves of $5 million. For this question, it is sufficient to finthe correnumber for tier 1 capital. laon-loss provision是属于tier2的但是之前有道题specifprovision又不是capital，generreserve又是tier1 有点分不清了老师。麻烦指导一下

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NO.PZ2016072602000045 Tier 1 中有包括股本和股本溢价，2的不是股票市场的溢价部分吗？就是框架图里表格中的1.2 sclosereserves: share premiums. 求教！

2021-11-27 22:29 1 · 回答

NO.PZ2016072602000045 虽然选出来了，但这个是计算的1级资本，对于2级资本不知道怎么算的

2021-04-07 23:24 1 · 回答

这里的2和3是什么意思？

2020-09-03 12:42 1 · 回答

问一道题：NO.PZ2016072602000045 [ FRM II ]

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