備考FRM考試，對(duì)于Basel Ⅲ Changes的了解是很重要的。具體有哪些內(nèi)容，下文是詳細(xì)介紹，一起了解一下！

Capital Conservation Buffer：Be required to provide an extra cushion against loss in times of stress. The buffer will be an additional 2.5% Common Equity Tier 1 capital requirement.

Leverage Ratio ：The committee has introduced a non-risk based leverage ratio that will act as a supplementary measure to risk-based capital standards.

The leverage ratio of 3%(Tier 1 capital to on-and off-balance sheet items and exposures) is targeted to take effect on January 1, 2018.

Countercyclical Buffer：Banks will be subject to a countercyclical buffer if regulatory authorities deem it necessary.

The buffer is intended to protect the banking sector by ensuring that capital requirements take into account macro-environment factors.

Consists of common equity within range of 0%-2.5%.

RAROC：Risk-Adjusted Return on Capital

RAROC is used to measure economic performance by allocating risk capital to business niuts and transactions,considering the impact of risks(風(fēng)險(xiǎn)調(diào)整后的資本回報(bào)率)

RAROC integrates the information that risk managers can make trade-off between risk and reward more efficient.(高效權(quán)衡風(fēng)險(xiǎn)和回報(bào))

RAROC relates the return on capital with uncertainty of firm investments.

able Funding Ratio：Calculation