6.10.11

haircuts calculations


δικοί μου, θα ήθελα να είχα την ευχέρεια για core tier1 @ 10%
μπορείτε να παίξετε κι εσείς

RBS Equity Analysts estimate that marking to market distressed sovereign debt holdings, adjusting earnings to allow for current funding conditions, the removal of structural wholesale funding mismatches and P&L impairments consistent with a severe real economy recession would lower the aggregate 2013F BIS3 Core Tier 1 capital ratio by 2.3pp to 7.2%, with 19 banks would sit below 8%, EUR 109bn-260bn equity shortfall.

No comments: