Stress Scenario: CET1 Depletion and the Trough Ratio (Chart)
This lesson is part of the course
In this lesson
You run Northmere through a three-year adverse scenario, track CET1 and the CET1 ratio, find the trough and the depletion, and chart the ratio against the MDA trigger.
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Lessons in this course
- Risk Weights by Exposure Class & Risk-Weighted Assets Locked
- Off-Balance-Sheet Items: Credit Conversion Factors Locked
- CET1, Tier 1 & Total Capital: Composition and Deductions Locked
- Capital Ratios vs the Minimums: CET1, Tier 1 & Total Locked
- Capital Buffers & the Distance to the MDA Trigger Locked
- The Leverage Ratio: Tier 1 ÷ Exposure Measure Locked
- Capital Planning: RWA Growth vs Retained Earnings over 3 Years Locked
- Stress Scenario: CET1 Depletion and the Trough Ratio (Chart) Locked