HSBC 2012 Annual Report Download - page 283

281
Overview Operating & Financial Review Corporate Governance Financial Statements Shareholder Information
Capital
Page App1Tables Page
Capital overview .................................................. 282 Capital ratios ....................................................................... 282
Capital management ............................................ 293
Approach and policy .............................................. 293
Stress testing .......................................................... 293
Risks to capital ....................................................... 293
Risk-weighted asset targets ................................... 294
Capital generation .................................................. 294
Capital measurement and allocation ................. 294
Regulatory capital .................................................. 294
Pillar 1 capital requirements .................................. 295
Pillar 2 capital requirements .................................. 296
Pillar 3 disclosure requirements ............................ 296
Risk-weighted assets ............................................ 282 RWAs by risk type ................................................................ 282
Market risk RWAs ................................................................ 282
RWAs by global businesses .................................................. 282
RWAs by geographical regions ........................................... 283
Credit risk RWAs .................................................. 283 RWA movement by key driver – credit risk – IRB only ....... 283
Counterparty credit risk and market risk RWAs ... 284 RWA movement by key driver - counterparty
credit risk – IRB only ....................................................... 284
RWA movement by key driver – market risk – internal
model based ..................................................................... 284
Operational risk RWAs ......................................... 285
RWA movement by key driver – basis of
preparation and supporting notes ................. 296
Credit risk drivers – definitions and
quantification ..................................................... 296
Market risk drivers – definitions and
quantification ..................................................... 298
Movement in total regulatory capital in 2012.... 285 Source and application of total regulatory capital ............. 285
Capital structure .................................................. 286 Composition of regulatory capital ....................................... 286
Regulatory impact of management actions ......................... 287
Reconciliation of accounting and regulatory
balance sheets .................................................................. 287
Regulatory and accounting consolidations ............ 288
Basel III and its implementation in Europe ........... 288
Basis of preparation of the estimated effect
of the CRD IV end point applied to the
31 December 2012 position ............................. 298
Estimated effect of CRD IV end point rules applied to the
31 December 2012 position ............................................. 289
Regulatory adjustments applied to core tier 1
in respect of amounts subject to CRD IV
treatment ............................................................ 298
Changes to capital requirements introduced by
CRD IV .............................................................. 300
Future developments ........................................... 291
Systemically important banks ................................ 291
UK regulatory reform ............................................ 291
Structural banking reform ...................................... 292
1 Appendix to Capital