Capital Conservation Buffer - Revision history

imported>Doug Williamson: Classify page.

2022-06-27T18:02:18Z

Classify page.

← Older revision		Revision as of 18:02, 27 June 2022
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	* [[Stress]]		* [[Stress]]
	* [[Total Loss Absorbing Capacity]]		* [[Total Loss Absorbing Capacity]]

			[[Category:Accounting,_tax_and_regulation]]
			[[Category:The_business_context]]

2020-01-29T16:51:40Z

Remove reference to phase in period.

← Older revision		Revision as of 16:51, 29 January 2020
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	Under Basel III the CCB is 2.5% of risk weighted assets.		Under Basel III the CCB is 2.5% of risk weighted assets.


	~~The CCB was subject to a 3-year phase in period from 1 January 2016 to 1 January 2019.~~

2020-01-29T15:02:58Z

Update for end of phase-in period.

← Older revision		Revision as of 15:02, 29 January 2020
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	The CCB is subject to a 3-year phase in period from 1 January 2016 to 1 January 2019.		The CCB was subject to a 3-year phase in period from 1 January 2016 to 1 January 2019.

2016-11-11T16:56:46Z

Layout.

← Older revision		Revision as of 16:56, 11 November 2016
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	The CCB is subject to a 3-year phase in period from 1 January 2016 to 1 January 2019.		The CCB is subject to a 3-year phase in period from 1 January 2016 to 1 January 2019.


	(Capital Conservation Buffer is sometimes abbreviated to 'CCoB'.)		(Capital Conservation Buffer is sometimes abbreviated to 'CCoB'.)

2016-11-11T11:51:13Z

Amend link.

2016-10-29T14:10:22Z

Expand. Source: http://www.bankofengland.co.uk/pra/Documents/publications/reports/prastatement0316.pdf

← Older revision		Revision as of 14:10, 29 October 2016
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	The CCB is subject to a 3-year phase in period from 1 January 2016 to 1 January 2019.		The CCB is subject to a 3-year phase in period from 1 January 2016 to 1 January 2019.

			(Capital Conservation Buffer is sometimes abbreviated to 'CCoB'.)

2016-10-29T13:52:26Z

Expand.

← Older revision		Revision as of 13:52, 29 October 2016
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	The Capital Conservation Buffer is a macroprudential [[capital adequacy]] requirement for all banks to build up an additional loss-absorbing capital cushion to improve their resilience to stresses.		The Capital Conservation Buffer is a macroprudential [[capital adequacy]] requirement for all banks to build up an additional loss-absorbing capital cushion to improve their resilience to stresses.


			The idea is for banks to build up the loss-absorbing cushions outside periods of stress, to be drawn down if losses are incurred in the future.


	Under Basel III the CCB is 2.5% of risk weighted assets.		Under Basel III the CCB is 2.5% of risk weighted assets.

2016-10-29T13:24:05Z

Layout.

← Older revision		Revision as of 13:24, 29 October 2016
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	(CCB).		(CCB).

	A macroprudential [[capital adequacy]] requirement for all banks to build up an additional loss-absorbing capital cushion to improve their resilience to stresses.		The Capital Conservation Buffer is a macroprudential [[capital adequacy]] requirement for all banks to build up an additional loss-absorbing capital cushion to improve their resilience to stresses.

	Under Basel III the CCB is 2.5% of risk weighted assets.		Under Basel III the CCB is 2.5% of risk weighted assets.

2016-10-29T09:26:08Z

Add link.

← Older revision		Revision as of 09:26, 29 October 2016
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	* [[CRD IV]]		* [[CRD IV]]
	* [[Macroprudential]]		* [[Macroprudential]]
			* [[Stress]]
	* [[Total Loss Absorbing Capacity]]		* [[Total Loss Absorbing Capacity]]

2016-10-28T17:19:22Z

Expand. Source: BIS http://www.bis.org/bcbs/basel3/basel3_phase_in_arrangements.pdf

← Older revision		Revision as of 17:19, 28 October 2016
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	Under Basel III the CCB is 2.5% of risk weighted assets.		Under Basel III the CCB is 2.5% of risk weighted assets.


			The CCB is subject to a 3-year phase in period from 1 January 2016 to 1 January 2019.