Solo Risk-Weighted Assets
CA-1.1.12
Solo Total RWAs are determined by:
(a) Multiplying the capital requirements formarket risk (see CA-1.1.7) andoperational risk (see CA-1.1.6) by 12.5 for theparent bank alone; and(b) Adding the resulting figures to the sum of risk-weighted assets forcredit risk (see CA-1.1.4) and securitisation risk for theparent bank alone (see CA-1.1.5).January 2015CA-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