Example: quiz answers
Risk Weighted Capital Adequacy Basel Ii
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Minimum Capital Requirements
www.bis.orgB. Risk-weighted assets 44. Total risk-weighted assets are determined by multiplying the capital requirements for market risk and operational risk by 12.5 (i.e. the reciprocal of the minimum capital ratio of 8%) and adding the resulting figures to the sum of risk-weighted assets for credit risk. The
Basel Committee on Banking Supervision
www.bis.orgThe Basel III framework requires banks to deduct certain direct and indirect investments in financial institutions (see paragraphs 78 to 89). Exposures, including underlying exposures held by funds, that are required to be deducted under the Basel III framework should not be risk weighted and