最初的反应时开出更厚的资金及流动资产缓冲物以期望能够保护银行远离未来危机。

The initial response has been to prescribe thicker buffers of capital and liquidity in the hope that this will insulate banks from future crises.

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信用危机中，它的两大银行拥有大约占其风险加权资产1.5%的额外缓冲等价物。

Going into the credit crisis, its two big Banks had an extra buffer equivalent to about 1.5% of risk-weighted assets.

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他们还必须增加2.5%的资本用以资金保护缓冲，并使资产及负债的可流动金额增加到7%。

They will also have to hold a capital conservation buffer of a further 2.5%, bringing the total liquidity cushion to 7% of assets and liabilities.

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