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AAA Bank is a G-SIB that has been assigned a 2.0% CET1 surcharge. Their national regulator has set the CET1 countercyclical buffer to zero. What
AAA Bank is a G-SIB that has been assigned a 2.0% CET1 surcharge. Their national regulator has set the CET1 countercyclical buffer to zero. What is the minimum requirement for this bank's Tier 1 and 2 capital as a percentage of RWA? Note: Your answer in must be expressed in percentage terms and accurate to within 0.1%. E.g., if you find a capital requirement of 7.5%, then put 7.5 as your answer. AAA Bank is a G-SIB that has been assigned a 2.0% CET1 surcharge. Their national regulator has set the CET1 countercyclical buffer to zero. What is the minimum requirement for this bank's Tier 1 and 2 capital as a percentage of RWA? Note: Your answer in must be expressed in percentage terms and accurate to within 0.1%. E.g., if you find a capital requirement of 7.5%, then put 7.5 as your
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