• The capital requirement

    • CA-A.3.2

      Banks are allowed two classes of capital instruments (see section CA-2.2) to meet their capital requirements for credit risk and market risk, as set out below:

      Tier 1: Core capital — Supports the calculation of credit risk weighted assets and at least 28.57% of market risk.
      Tier 2: Supplementary capital — Supports credit risk and market risk subject to limitations.