至于资本充足率的计算方法,是银行先把资产以风险作出分类,再按每种类别指定不同的 风险权数 ( Risk Weighting ),然后把资产值乘以 风险权数 ,计算出银行所承受的整体风险资产值,再被银行的资本额相除,就能得出资本充足率。
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weighting market risk 加权市场风险
Risk Weighting the grading of the risk of holding a particular type of asset.
风险权数评估持有某种资产的风险等级。
For example, all loans to companies were assigned a weighting of 100%, but loans to Banks in rich Western countries had a risk weighting of just 20%.
例如,协议规定所有贷给公司的贷款的风险权重均为100%,而贷给富裕的西方国家银行的贷款的风险权重仅为20%。
They hit capital in another way, too, because junk-rated debt carries a punitive risk weighting; Banks must set aside five times as much capital as they have to for top-notch securities.
银行资本还受到来风险加权的冲击,因为评级为垃圾的债务需要采取惩罚性加权,这意味着银行必须为它们准备更多的资本金,高达顶级评级证券所对应的五倍。
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