Bank capital satisfies the following identity

Capital $=($capital$/$RWA$)$ x $($RWA$/$TA$)$ x TA

where RWA is risk$-$weighted assets and TA is total assets.

Let C$=$ total capital, R$=$ risk$-$ weighted capital ratio $($capital$/$RWA$),$ and P is the portfolio factor $($RWA$/$TA$).$ Then

$\backslash$Delta C$/$C $=\backslash$Delta R$/$R $+\backslash$Delta P$/$P $+\backslash$Delta TA$/$TA

Re$-$writing the above:

$\backslash$Delta R$/$R $=\backslash$Delta C$/$C $-\backslash$Delta P$/$P $-\backslash$Delta TA$/$TA

Where $\backslash$Delta R$/$R $=$ the percentage change in the risk$-$based capital ratio. What does this equation suggests about ways to raise the risk$-$based capital ratio $($R$)?$