Even in the UK, where the Financial Services Authority submitted the country’s largest banks to a series of stress tests, details remain scarce. The FSA says it wants banks to have a core “tier one” ratio – a measure of capital that excludes preference shares and other hybrid instruments – of at least 4 per cent of their assets under a stressed scenario. But it has not said what that scenario involves.
即使在英國(guó),金融服務(wù)管理局(FSA)讓本國(guó)最大的銀行進(jìn)行了一系列壓力測(cè)試,測(cè)試細(xì)節(jié)很少披露。金融服務(wù)管理局表示,它希望銀行的核心“一級(jí)資產(chǎn)”比——一種剔除優(yōu)先股和其它混合工具的資本測(cè)量方法——在某一壓力情景中至少占其資產(chǎn)的4%。但金融服務(wù)管理局沒(méi)有說(shuō)明壓力情景包含的內(nèi)容。
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