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CA-1.1.1

A conventional bank licensee's consolidated capital adequacy ratio is calculated by dividing its Consolidated Total Capital by its consolidated risk-weighted assets (RWAs). These items are defined and described in Paragraphs CA-1.1.2 to CA-1.1.8. A diagrammatic description of the formula used to calculate the consolidated CAR is given below.

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