The report also noted that Raymond James Bank's ratio of capital to risk-weighted assets was a healthy 10.2%.
Mr Miles said that the optimal ratio of core tier one equity capital to risk-weighted assets would be 19%.
Basel I focused mainly on credit risk, international banks which were required to hold capital equal to 8% of the risk-weighted assets.
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Basel II left the minimum capital requirements at 8% of risk-weighted assets.
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On average, banks have capital equivalent to nearly 18% of their risk-weighted assets more than double the minimum specified by the Bank for International Settlements.
But, as the Bank of England explained in its February Inflation Report, regulatory pressure has led banks to reduce their "risk-weighted assets" across the board.
They have to hold a minimum total capital of 8% of risk-weighted assets - that is, capital held to back the loans that they make.
Higher charges, especially for trading, could cause global wholesale banks' risk-weighted assets to balloon by one-fifth on average, reckons Huw van Steenis of Morgan Stanley.
From a text book perspective, Basel III requires banks to hold 4.5% of common equity, Basel II requires 6% of Tier I capital of risk-weighted assets.
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Regulators in Switzerland have introduced a new capital regime for UBS and Credit Suisse, the country's two biggest banks, which restricts their total leverage as well as measuring their risk-weighted assets.
Two interesting wrinkles to the latest version of these tests: banks get a one-time do over if the Fed rejects their capital plan and a key measure of risk-weighted assets has gotten more stringent.
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And Nationwide's balance sheet, on paper at least, is stronger than that of any of the big banks, with loss-absorbing core capital equivalent to 12.5% of risk-weighted assets, 2.5 percentage points higher than the banks' capital ratios.
The company acknowledged it had fallen behind in its goals for two critical measures of capital strength, tier-one capital, which was at 7.3% at the end of September, and tangible common equity to risk-weighted assets, which was 5.9%.
Along with five others, they had been forced to draw up restructuring plans after falling short of the 8% ratio of capital to risk-weighted assets that is considered the acceptable minimum by international financial regulators (by more than six percentage points in the case of Commercial Bank of Korea).
He refused to be drawn on what the final outcome would be, but he did not deny that expectations of banks such as HSBC that they'll be forced to hold what's known as core tier one capital equivalent to around 10% of risk-weighted assets are in the right ballpark - or about 3 percentage points more than the new 7% minimum for all banks.
Since the new Europe-wide rule to strengthen banks is that they must - by the middle of 2012 - have a minimum of 9% capital on a Basel 2.5 basis relative to their risk-weighted assets, after allowing for the fall in the price of their holdings of the debts of over-indebted eurozone countries, by definition it is the banks in those over-indebted eurozone countries that emerge as weakest.
The CAPM theory assumed that the portfolio would hold an amount of risk free assets plus it would embrace all risky assets weighted by their market capitalization.
Collective performance of the group, weighted by December 2007 assets: --37%.
But otherwise, the assets are heavily weighted toward actively managed equity mutual funds.
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Over 20% of our assets under management are weighted in the financial services sector.
Instead our statisticians took a year-by-year average of equity performance, weighted by each fund's assets at midyear, and strung those five numbers together to get the family's stock market performance.
The list of participants is heavily weighted toward the US and contains only one Japanese bank, Nomura, which acquired substantial Lehman assets in Europe and Asia in 2008.
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We add up the scores for all four metrics (equally weighted) and compile a composite score for each company based on their rankings for sales, profits, assets and market value.
Credit Suisse Cushing 30 MLP Index ETN ( MLPN), launched in April 2010, tracks an equal-weighted index comprised of 30 publicly traded stocks in the North American energy infrastructure niche, primarily midstream energy assets.
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