As per \’Basel III: A global regulatory framework for more resilient banks and banking systems\’ released in December 2010, banks will be required to hold a capital conservation buffer of ______ of risk weighted assets (RWAs) in the form of common equity to withstand future periods of stress.

Explanation :

2.5 Percent

Rate This:
NaN / 5 - 1 votes

As per \’Basel III: A global regulatory framework for more resilient banks and banking systems

» Your comments will be displayed only after manual approval.