Calculate Basel III Capital Ratios
Calculates all Basel III regulatory capital ratios including CET1 (Common Equity Tier 1), Tier 1, Total Capital, and optionally the Leverage Ratio. Compares results against minimum regulatory requirements (CET1 >= 4.5%, Tier 1 >= 6%, Total >= 8%) and returns compliance flags. Use this for regulatory capital adequacy assessments, board reporting, and supervisory submissions. The leverage ratio (Tier 1 / Total Exposure) is only calculated if total_exposure is provided. [Tier: ENTERPRISE, Credits: 10]
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Body
Common Equity Tier 1 capital (retained earnings, common shares, accumulated other comprehensive income, qualifying minority interests)
85000000
Total Tier 1 capital (CET1 + Additional Tier 1 such as perpetual non-cumulative preferred stock)
95000000
Total regulatory capital (Tier 1 + Tier 2 capital including subordinated debt, loan loss reserves)
120000000
Total risk-weighted assets (credit RWA + market RWA + operational RWA)
950000000
Total exposure measure for leverage ratio calculation (on-balance sheet + derivatives + securities financing). Optional.
1500000000
