Regulatory Alerts2011-10-19
Added · Updated
Directive on the Calculation of Capital Floors under the Banks Act 1990
The South African Reserve Bank issues this directive to establish the framework for calculating capital floors required under the transitional arrangements of Basel II. The document mandates banks to compute their risk-weighted assets by applying specific risk weights to on-balance sheet items, off-balance sheet exposures, and trading book requirements. It further requires comparing the resulting capital floor against previous regulatory capital standards to determine any additional capital requirements.
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