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  • Annex # 1: Calibration of the Capital Framework Phase-In-Arrangement

     201120122013201420152016201720181 January 2019
    Leverage RatioSupervisory monitoringParallel run 1 Jan 2013 – 1 Jan 2017 Disclosures start 1 Jan 2015 Migration to Pillar 1 
    Minimum Common Equity Capital (CEC) Ratio  3.5%4.0%4.5%4.5%4.5%4.5%4.5%
    Capital Conservation Buffer     0.625%1.25%1.875%2.50%
    Minimum Common Equity plus capital conservation buffer  3.5%4.0%4.5%5.125%5.75%6.375%7.0%
    Phase-in of deductions from CET1 (including amounts exceeding the limit for DTAs, MSRs and financials)   20%40%60%80%100%100%
    Minimum Tier 1 Capital  4.5%5.5%6.0%6.0%6.0%6.0%6.0%
    Minimum Total Capital  8.0%8.0%8.0%8.0%8.0%8.0%8.0%
    Minimum Total Capital plus conservation buffer  8.0%8.0%8.0%8.625%9.25%9.875%10.5%
    Capital instruments that no longer qualify as non-core Tier 1 capital or Tier 2 capital  Phased out over 10 years horizon beginning 2013
     
    Liquidity coverage ratio1 Observation period begins  Introduce minimum standard    
    Net stable funding ratio Observation period begins     Introduce minimum standard 

    1 Reporting to regulatory authorities from January 2012.
    Note: All dates as of 1 January.

    • Annex-1A: Calibration of the Capital Framework Capital Requirements and Buffers (All Numbers in Percent)

       Common Equity Tier 1Tier 1 CapitalTotal Capital
      Minimum4.56.08.0
      Conservation buffer2.5 
      Minimum plus conservation buffer7.08.510.5
      Countercyclical buffer range*0 – 2.5