Chapter 20 Flashcards
1
Q
CET1 risk-based capital ratio
A
= CET1 cap / credit risk-adjusted assets
2
Q
Tier 1 risk-based capital ratio
A
(CET1 cap + additional Tier 1 cap)/ credit risk-adjusted assets
3
Q
Total risk-based capital ratio
A
= (Tier 1 cap + Tier 2 cap) / credit risk-adjusted assets
4
Q
Tier 1 leverage ratio
A
= Tier 1 cap / total exposure
where TE = TA + OBS exposure