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National regulators track a bank's CAR to ensure that it can absorb a reasonable amount of loss and complies with statutory. Capital Adequacy Ratio cAR ) is also known as, capital to Risk (Weighted) Assets Ratio cRAR 1 is the ratio of a bank 's capital to its risk. This will then have to be again multiplied by the relevant weightage. In the most simple formulation, a bank's capital is the "cushion" for potential losses

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and protects the bank's depositors and other lenders. For example, the minimum Tier I equity allowed by statute for risk -weighted assets may be 6, while the minimum CAR when including Tier II capital may. The enforcement of regulated levels of this ratio is intended to protect depositors and promote stability and efficiency of financial systems around the world.

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See also edit References edit External links edit. To recognize this, different adjustments are made: Tier I Capital: Actual contributed equity plus retained earnings. Risk weighting edit Since different types of assets have different risk profiles, CAR primarily adjusts for assets that are less risky by allowing banks to "discount" lower-risk assets. Two types of capital are measured: tier one capital (T1displaystyle T_1 above which can absorb losses without a bank being required to cease trading, and tier two capital (T2displaystyle T_2 above which can absorb losses in the event of a winding-up and so provides. In the most basic application, government debt is allowed a 0 "risk weighting" - that is, they are subtracted from total assets for purposes of calculating the CAR. Degrees of credit risk expressed as percentage weights have been assigned by the national regulator to each such assets. Capital adequacy ratio is the ratio which determines the bank's capacity to meet the time liabilities and other risks such as credit risk, operational risk etc.


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1 CAR is similar to leverage ; in the centri massaggio cinese milano portale porno italiano most basic formulation, it is comparable to the inverse of thick penis outcall massage stockholm debt -to- equity leverage formulations (although CAR uses equity over assets instead of thick penis outcall massage stockholm debt-to-equity; since assets are by definition equal to debt plus equity, a transformation. There is usually a maximum of Tier II capital porr fri erotisk massage sthlm that may be "counted" towards CAR, which varies by jurisdiction. The specifics of CAR calculation vary from country to country, but general approaches tend to be similar for countries that apply the Basel Accords. Tier 2 capital A) Undisclosed Reserves B) General Loss reserves C) hybrid debt capital instruments and subordinated debts where, risk can either be weighted assets (adisplaystyle,a ) or the respective national regulator's minimum total capital requirement. Contents, formula edit, capital adequacy ratios (CARs) are a measure of the amount of a bank's core capital expressed as a percentage of its risk-weighted asset. Different minimum CARs are applied. 1 The percent threshold varies from bank to bank (10 in this case, a common requirement for regulators conforming to the Basel Accords ) and is set by the national banking regulator of different countries. All other types of assets (loans to customers) have a 100 risk weighting. By definition, equity is equal to assets minus debt, or 5 units. Risk weighting example edit Risk weighted assets - Fund Based : Risk weighted assets mean fund based assets such as cash, loans, investments and other assets. Types of capital edit The Basel rules recognize that different types of equity are more important than others. Tier II Capital: Preferred shares plus 50 of subordinated debt. Local regulations establish that cash and government bonds have a 0 risk weighting, and residential mortgage loans have a 50 risk weighting. Two types of capital are measured: tier one capital, which can absorb losses without a bank being required to cease trading, and tier two capital, which can absorb losses in the event of a winding-up and so provides a lesser degree of protection to depositors. Capital adequacy ratio is defined as: cartier 1 capital Tier 2 capitalRisk weighted assetsdisplaystyle mboxCARcfrac mboxTier 1 capital Tier 2 capitalmboxRisk weighted assets. It is expressed as a percentage of a bank's risk weighted credit exposures. Banking regulators in most countries define and monitor CAR to protect depositors, thereby maintaining confidence in the banking system. Unlike traditional leverage, however, CAR recognizes that assets can have different levels of risk. Bank A's risk-weighted assets are calculated as follows Cash 1000displaystyle 10*00 Government securities 1500displaystyle 15*00 Mortgage loans 205010displaystyle 20*5010 Other loans 5010050displaystyle Other assets 51005displaystyle 5*1005 Total risk Weighted assets 65 Equity 5 CAR (Equity/RWA).69 Even though Bank A would appear to have. Bank "A" has assets totaling 100 units, consisting of: Cash: 10 units Government bonds: 15 units Mortgage loans: 20 units Other loans : 50 units Other assets: 5 units Bank "A" has debt of 95 units, all of which are deposits. It is considered less risky because some of its assets are less risky than others. Non-funded (Off-Balance sheet) Items : The credit risk exposure attached to off-balance sheet items has to be first calculated by multiplying the face amount of each of the off-balance sheet items by the Credit Conversion Factor. It is a measure of a bank's capital. Tier 1 capital (paid up capital statutory reserves disclosed free reserves) - (equity investments in subsidiary intangible assets current brought-forward losses). If using risk weighted assets, cart1T2adisplaystyle mboxCARcfrac T_1T_2a. It is a measure of a bank's capital.




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