• Solo Risk-Weighted Assets

    • CA-1.1.12

      Solo Total RWAs are determined by:

      (a) Multiplying the capital requirements for market risk (see CA-1.1.7) and operational risk (see CA-1.1.6) by 12.5 for the parent bank alone; and
      (b) Adding the resulting figures to the sum of risk-weighted assets for credit risk (see CA-1.1.4) and securitisation risk for the parent bank alone (see CA-1.1.5).
      January 2015

    • CA-1.1.13

      For the purpose of this Module the solo CAR may be shown diagrammatically as below.

                                  Total Capital                           
      RWAs (Credit + Market + Operational Risks)
      January 2015