FRM二级易错题精选:资本保护缓冲区

The capital conservation buffer:

A. Will provide an extra 2.5% Common Equity Tier 1 capital buffer in times of stress.

B. will be used exclusively to protect banks from the losses garnered from OTC derivatives trading.

C. Is required only for banks with inadequate liquidity coverage and net stable funding source ratios.

D. Is covered in the increased Common Equity Tier 1 capital to risk-weighted assets ratio that wi1l increase to 4.5% from the current 2% over the next few years.

Answer:A

The capital conservation buffer is intended to provide an extra cushion against loss in times of

stress. It is 2.5% Common Equity Tier 1 capital to risk-wejghted assets, which in effect increasesthe total Common Equity Tier 1 capital ratio to 7%.

本题的中文翻译:

资本保护缓冲区:

A:在压力时期,将提供额外的2.5%普通股权一级资本缓冲。

B.将专门用于保护银行免受场外衍生品交易带来的损失。

C.仅适用于流动性覆盖率不足和净融资来源比率稳定的银行。

D.在增加的普通股权一级资本与风险加权资产比率中,覆盖率将从未来几年的目前2%上升至4.5%。

答案:A

资本保护缓冲区旨在提供额外的缓冲时间来防止损失

强调 对于风险加权资产,它的普通股权一级资本为2.5%,这实际上将普通股权一级资本比率提高到7%。

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