Pillar 2B Dictionary 2018: Version 01

Capitalresultsitemlevel2

Enumeration Definition
Additional tier 1 capital Total AT1 capital resources after deductions as calculated in your published accounts or [COREP CA1 ID1.1.2]
Basel 1 floor (if applicable) Basel 1 floor (if applicable) as calculated in your published accounts or [COREP CA2 ID1.8.1]
CET1 capital ratio Ratio of CET1 capital to total RWAs as calculated in your published accounts or [COREP CA3 ID1]
CET1 surplus/deficit (over CET1 capital requirement) Surplus/deficit of CET1 capital over the CET1 requirement. as calculated in your published accounts or [COREP CA3 ID2]
Common equity tier 1 capital Total CET1 capital after deductions and filters; as calculated in your published accounts or [COREP CA1 ID1.1.1]
Leverage ratio Please see the PRA rule book http://www.prarulebook.co.uk/rulebook/Content/Part/319681
Pillar 1 capital requirements Total P1 capital requirement as calculated in your published accounts
Pillar 1 RWAs Total P1 RWAs as calculated in your published accounts or [COREP CA2 ID1]
Pillar 2a (including pension and other static add-ons) Pillar 2a capital requirements that include pension and other static add-ons
Tier 1 capital Total tier 1 capital resources as calculated in your published accounts or [COREP CA1 ID1.1]
Tier 1 capital for leverage ratio Please see the PRA rule book http://www.prarulebook.co.uk/rulebook/Content/Part/319681
Tier 1 capital ratio Ratio of T1 capital to total RWAs. as calculated in your published accounts or [COREP CA3 ID3]
Tier 2 capital Total tier 2 capital resources as calculated in your published accounts or [COREP CA1 ID1.2]
Total capital ratio Ratio of total capital to total RWAs as calculated in your published accounts or [COREP CA3 ID5]
Total capital requirements (Pillar 1 + Pillar 2A) The sum of capital requirements under Pillar 1 and Pillar 2a
Total capital resources The total capital resources of the firm as calculated in your published accounts or [COREP CA1 ID1]
Total capital surplus/deficit (over total capital requirement) Surplus/Deficit of total capital over the capital requirement. as calculated in your published accounts or [COREP CA3 ID6]
Total leverage ratio exposure Please see the PRA rule book http://www.prarulebook.co.uk/rulebook/Content/Part/319681