CA-2.1.4
AT1 capital consists of the sum of the items (a ) to (d):
(a) Instruments issued by the bank that meet the criteria for inclusion in AT1 outlined in Paragraph CA-2.1.6;
(b) Stock surplus (share premium) resulting from the issue of instruments included in AT1;
(c) Instruments issued by consolidated subsidiaries of the bank and held by third parties that meet the criteria for inclusion in AT1 and are not included in CET1. See section CA-2.3 for the relevant criteria; and
(d) Regulatory adjustments applied in the calculation of AT1 (see CA-2.4).
January 2015