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In updating the Basel II regulatory framework, the Committee asserted that Basel III introduced “a number of fundamental reforms to the international regulatory framework.” Each of the following was a brand new introduction by Basel III (with respect to Basel II) except which was not?

A) Liquidity ratios were newly introduced in Basel III

B) Aleverage ratio was newly introduced in Basel III

C) Aconcentration in operational risk charge (CORC) was newly introduced in Basel III

D) Acredit value adjustment (CVA) charge was newly introduced in Basel III

答案：C

解析:Minimum total Tier 1 + Tier 2 capital REMAINS at 8.0% through January 2019. Additional capital requirements are achieved by other means; e.g., Minimum Tier 1 phases up to 6.0%, capital conservation buffer (CCB), minimum common equity capital ratio. In regard to (A), (B), and (D), these are TRUE about Basel III.

With respect to Basel II, Basel III immediately (i.e., effective in 2011 regardless of phase-in arrangements) changes or adds each of the following except for:

A) Eliminated Tier 3 capital

B) Restricted the definition of Tier 1 capital

C) Increased the (Pillar One) Minimum Total Capital (Tier 1 + Tier 2) requirement

D) Adds a capital conservation buffer (CCB) where none existed in Basel II

答案：C

解析: Minimum total Tier 1 + Tier 2 capital REMAINS at 8.0% through January 2019. Additional capital requirements are achieved by other means; e.g., Minimum Tier 1 phases up to 6.0%, capital conservation buffer (CCB), minimum common equity capital ratio. In regard to (A), (B), and (D), these are TRUE about Basel III.