English
Auf die Warteliste
Die Bücher... aber nicht gratis
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatistikMarktstatistiken und Edges1,327StrategienBackgetestete Strategien18Research PapersDie Studie hinter den Algos301DokumentationProBuilder-Referenz27Algo-EntwicklungsprogrammKurse und Lektionen24Alles hier fließt in die 24 AlgosDie Algos ansehen

Statistik › Bewertung › MREL calibration

Europe's loss absorbing requirement is calibrated off eight per cent of total liabilities and capped at twenty seven per cent of risk exposure, and the top tier threshold is 100 billion euro not thirty

ParameterZahlProvision
Subordination reference8 per cent of total liabilities including own fundsDirective Art 45b(4), Regulation Art 12c(4) first subparagraph
Cap on that reference27 per cent of total risk exposuresame articles, second subparagraph
Subordination formula floor, first limb3.5 per cent of total risk exposureDirective Art 45b(4), Regulation Art 12c(4)
Subordination formula floor, second limb18 per cent of total risk exposure plus the combined buffer requirementsame
Top tier bank minimum, risk weighted13.5 per cent of total risk exposureDirective Art 45c(5)(a), Regulation Art 12d(4)
Top tier bank minimum, leverage5 per cent of leverage exposureDirective Art 45c(5)(b), Regulation Art 12d(4)
Discretionary extension to smaller groupssame minimumsDirective Art 45c(6), Regulation Art 12d(5)
Globally systemic institution minimums18 per cent of risk exposure plus the buffer, and 6.75 per cent of leverage exposurecapital regulation Article 92a, not readable
Intermediate targets due1 January 2022Regulation Art 12k(1)
Final compliance due1 January 2024Regulation Art 12k(2)

Read off Directive (EU) 2019/879 and Regulation (EU) 2019/877. The globally systemic minimums are the one row that could not be read in the parent text and are attributed below.

The subordination floor is expressed as two formulas, one at three and a half per cent of risk exposure and one at eighteen per cent plus the buffer requirement. The 30 billion euro figure often quoted appears in neither amending act.

8% of total liabilities and own fundsSubordination reference
27% of risk exposureCap on that reference
100bn euro of assetsTop tier bank threshold
1 January 2024Final compliance deadline

Nur für Mitglieder

Der restliche Teil dieser Seite ist für Mitglieder

Below this point there are 6 sections and 6 named sources, roughly 700 words of it. Every figure carries the source it came from and the date the data is from.

Sie können weiterhin jede Statistik in der Bibliothek kostenlos durchsehen. Die Einleitung und die Zusammenfassung sind immer offen.