400-700-9596

首页>备考规划>备考FRM二级>【FRM每日一题】二级:巴塞尔协议(1)

【FRM每日一题】二级:巴塞尔协议(1)

发表时间:2015/8/3 10:54:06 编辑: 告诉小伙伴:
0

[编考按]Banks have limits on how much Tier 2 and Tier 3 capital they can use to meet capital requirements. Assuming that capital is 8% of total risk weighted assets, which of the following asset allocations would be acceptable to meet the Basel II capital requirements...

 FRM每日一题

        Banks have limits on how much Tier 2 and Tier 3 capital they can use to meet capital requirements. Assuming that capital is 8% of total risk weighted assets, which of the following asset allocations would be acceptable to meet the Basel II capital requirements?

        I.30% cumulative preferred stock, 25% common stock, 20% retained earnings, 20% loan loss reserves.

        II.50% non-redeemable, non-cumulative preferred stock, 25% retained earnings, 25% common stock.

        III.35% common stock, 15% short-term subordinated debt, 40% unrealized gains on assets, 10% cumulative preferred stock.

        IV.50% cumulative preferred stock, 50% non-redeemable, non-cumulative preferred stock.

        A.I and II.

        B.II and III.

        C.II and IV.

        D.I, III, and IV

        Answer: C

        To qualify, Tier 2 capital is limited to 100% of Tier 1 capital, implying that a 50/50 split between Tier 1 and Tier 2 capital is acceptable. Tier 1 capital includes common stock, retained earnings, and non-redeemable, noncumulative, preferred stock. Tier 2 capital includes unrealized gains, cumulative preferred stock, and loan loss reserves. Tier 3 capital consists of short-term subordinated debt. Only choices II and IV have at least 50% of their allocation made up of Tier 1 capital.


最新直播 课程主题: 老梁说FRM系列直播一  说说你最关心的FRM那些事儿开课时间: 06 月 29 日  |   07-30-00- 09-00-00

推荐资讯

全国分校
TOP

登录金程教育

注册金程帐号合作帐号直接登录

注册金程教育

  •   验证码

  • 同意金程的《用户协议》

已有账号马上登录合作帐号直接登录