Basel III متطلبات رأس المال

Basel III/ main elements Enhancing the quality of capital Adding conservation buffer Adding countercyclical buffer Leverage ratio LCR and NSFR

Tier 1 Capital Tier 1 capital (going-concern capital): a.Common Equity Tier 1 (CET 1) b. Additional Tier 1 Capital

Leverage Ratio Tier 1 Capital Exposure ≥

Pillar 1 Ratios a)Minimum Common Equity Capital Ratio b)Minimum Tier 1 Capital Ratio c)Minimum Total Capital

a) Minimum Common Equity Capital Ratio Minimum Common Equity Capital Ratio Common Equity Tier 1 Capital RWAs ≥ * Transitional arrangements from 3.5% to 4.5%

b) Minimum Tier 1 Capital Ratio Minimum Tier 1 Capital Ratio Tier 1 Capital RWAs ≥

c) Minimum Total Capital Minimum Total Capital Ratio Total Capital RWAs ≥ Total Capital = (Tier 1 +Tier 2) ≥ 8%

Capital Conservation Buffer Outside of periods of stress, banks should hold buffers of capital above the regulatory minimum. When buffers have been drawn down, one way banks should look to rebuild them is through reducing discretionary distributions of earnings. This could include reducing dividend payments, share-backs and staff bonus payments. Banks may also choose to raise new capital from the private sector as an alternative to conserving internally generated capital. The balance between these options should be discussed with supervisors as part of the capital planning process.

Capital Conservation Buffer (Cont’d) A capital conservation buffer of 2.5%, comprised of Common Equity Tier 1, is established above the regulatory minimum capital requirement. Capital distribution constraints will be imposed on a bank when capital levels fall within this range. Banks will be able to conduct business as normal when their capital levels fall into the conservation range as they experience losses. The constraints imposed only relate to distributions, not the operation of the bank. Common Equity Tier 1 must first be used to meet the minimum capital requirements (including the 6% Tier 1 and 8% Total capital requirements if necessary), before the remainder can contribute to the capital conservation buffer. Capital Conservation Buffer= 2.5%

Calibration of the Capital Framework Capital requirements and buffers (all numbers in percent) Common Equity Tier 1 Tier 1 CapitalTotal Capital Minimum4.568 Conservation Buffer 2.5 Minimum plus Conservation Buffer Countercyclical Buffer range