Good Morning
Dear Candidates,
Purpose : To prepare for written exam of SBI PO/IBPS PO/CLERK/RRB PO/ASSISTANT.
Must spend one hour for this section.
Out of this one hour :
Spend 15 min : visit my website
http://bankinterview.in/
Learn following :
Dear Candidates,
Purpose : To prepare for written exam of SBI PO/IBPS PO/CLERK/RRB PO/ASSISTANT.
Must spend one hour for this section.
Out of this one hour :
Spend 15 min : visit my website
http://bankinterview.in/
you will find 600 important question in this link.
learn min 15 Questions today,
Spend 30 min :
read any current affair magazine
Spend 15 min:
Implementation of Basel III Capital Regulations in India – Revised Framework for Leverage Ratio(issued on 8/01/2015)
Definition, Minimum Requirement and Scope of Application of the
Leverage Ratio
Definition and minimum requirement
The Basel III leverage ratio is defined as the capital measure (the numerator)
divided by the exposure measure (the denominator), with this ratio expressed as a percentage:
leverage ratio =capital measure/exposure measure.
Reserve Bank will monitor individual banks against an
indicative leverage ratio of 4.5%.,from april15.
Capital Measure
The capital measure for the leverage ratio is the Tier 1 capital of the risk-based
capital framework, taking into account various regulatory adjustments /deductions and the transitional arrangements. In other words, the capital measure used for the leverage ratio at any particular point in time is the Tier 1capital measure applying at that time under the risk-based framework.
Exposure Measure
.1 General Measurement Principles
(i) The exposure measure for the leverage ratio should generally follow
the accounting value, subject to the following:
on-balance sheet, non-derivative exposures are included in the
exposure measure net of specific provisions or accounting
valuation adjustments (e.g. accounting credit valuation
adjustments, e.g. prudent valuation adjustments for AFS and
HFT positions);
netting of loans and deposits is not allowed.
(ii) Unless specified differently below, banks must not take account of
physical or financial collateral, guarantees or other credit risk mitigation
techniques to reduce the exposure measure.
(iii) A bank’s total exposure measure is the sum of the following exposures:
(a) on-balance sheet exposures;
(b) derivative exposures;
(c) securities financing transaction (SFT) exposures; and
(d) off- balance sheet (OBS) items.
The specific treatments for these four main exposure types are defined.
Leverage Ratio
Definition and minimum requirement
The Basel III leverage ratio is defined as the capital measure (the numerator)
divided by the exposure measure (the denominator), with this ratio expressed as a percentage:
leverage ratio =capital measure/exposure measure.
Reserve Bank will monitor individual banks against an
indicative leverage ratio of 4.5%.,from april15.
Capital Measure
The capital measure for the leverage ratio is the Tier 1 capital of the risk-based
capital framework, taking into account various regulatory adjustments /deductions and the transitional arrangements. In other words, the capital measure used for the leverage ratio at any particular point in time is the Tier 1capital measure applying at that time under the risk-based framework.
Exposure Measure
.1 General Measurement Principles
(i) The exposure measure for the leverage ratio should generally follow
the accounting value, subject to the following:
on-balance sheet, non-derivative exposures are included in the
exposure measure net of specific provisions or accounting
valuation adjustments (e.g. accounting credit valuation
adjustments, e.g. prudent valuation adjustments for AFS and
HFT positions);
netting of loans and deposits is not allowed.
(ii) Unless specified differently below, banks must not take account of
physical or financial collateral, guarantees or other credit risk mitigation
techniques to reduce the exposure measure.
(iii) A bank’s total exposure measure is the sum of the following exposures:
(a) on-balance sheet exposures;
(b) derivative exposures;
(c) securities financing transaction (SFT) exposures; and
(d) off- balance sheet (OBS) items.
The specific treatments for these four main exposure types are defined.
Anil Aggarwal
Owner & Manager at Anil Aggarwal Coaching
(A proprietorship concern for IBPS exam guidance and Bank Interview preparation)
Mobile: +91 9811340788
E-mail ID: anilakshita@yahoo.co.in
Office: Flat #49, Trilok Apartments, Patparganj, I.P. Extension, Delhi-110092.
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