CA-A.4.3

Past version: Effective from 01 Apr 2008 to 31 Dec 2010
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In the years in which the floor applies, banks must also calculate (i) 8% of total risk-weighted assets as calculated under this Module, (ii) less the difference between total provisions and expected loss amount as described in section CA-5.7, and (iii) plus other Tier 1 and Tier 2 deductions.

Apr 08