HSBC 2015 Annual Report Download - page 229

HSBC HOLDINGS PLC
227
Strategic Report Financial Review Corporate Governance Financial Statements Shareholder Information
Capital Page App1Tables Page
Capital overview 228 Capital ratios 228
Capital management 243 Total regulatory capital and risk-weighted assets 228
Approach and policy 243
Stress testing 243
Risks to capital 243
Risk-weighted asset plans 244
Capital generation 244
Capital measurement and allocation 244
Regulatory capital 244
Pillar 1 capital requirements 244
Pillar 2 capital requirements 245
Pillar 3 disclosure requirements 246
Movements by major drivers 228 Capital and RWA movements by major driver
–
CRD IV
end point basis 228
Risk-weighted assets 229 RWAs by risk type 229
RWAs by global businesses 229
RWAs by geographical regions 229
Credit risk RWAs 229 Credit risk exposure
–
RWAs by geographical region 229
Credit risk exposure
–
RWAs by global businesses 230
RWA movement by geographical regions by key driver
–
credit risk – IRB only 230
RWA movement by global businesses by key driver
–
credit risk – IRB only 231
Counterparty credit risk and market risk RWAs 232 Counterparty credit risk RWAs 232
RWA movement by key driver
–
counterparty
credit risk – advanced approach 232
Market risk RWAs 232
RWA movement by key driver
–
market risk
–
internal model based 232
Operational risk RWAs 232
RWA movement by key driver
–
basis of preparation
and supporting notes 247
Credit risk drivers
–
definitions and quantifications 247
Counterparty risk drivers
–
definitions and
quantifications 248
Market risk drivers
–
definitions and quantifications 248
Capital 233 Source and application of total regulatory capital 233
Composition of regulatory capital 234
Reconciliation of regulatory capital from transitional basis to
an estimated CRD IV end point basis 235
Regulatory balance sheet 236
Regulatory and accounting consolidations 236 Reconciliation of balance sheets
–
financial accounting to
regulatory scope of consolidation 236
Leverage ratio 239 Leverage ratio 239
Regulatory developments 239
Regulatory capital requirements 239 Capital requirements framework 240
Regulatory stress testing 241
RWA developments 241
UK leverage ratio framework 241
Total loss absorbing capacity proposals 242
Structural reform and recovery and resolution
planning 242
1 Appendix to Capital.