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 |