Total Risk-Weighted Assets definition

Total Risk-Weighted Assets means, with respect to an insured depository institution, the risk-weighted assets of such insured depository institution.
Total Risk-Weighted Assets means, with respect to Consolidated Synchrony, as of any date of determination, the aggregate balance sheet and off-balance sheet assets of Consolidated Synchrony after giving effect to the assignment of different risk weightings to the various balance sheet and off-balance sheet assets and calculated in accordance with Basel I or Basel III, as applicable.
Total Risk-Weighted Assets. As defined in accordance with the then-current regulations of the applicable Bank Regulatory Authority.

Examples of Total Risk-Weighted Assets in a sentence

  • Tier 1 Risk-Based Capital represents Tier 1 Capital divided by Total Risk-Weighted Assets 4.

  • Total Risk-Based Capital represents Tier 1 Capital plus subordinated notes and debentures, up to certain limits, and the allowance for loan losses, up to 1.25% of total risk weighted assets, divided by Total Risk-Weighted Assets 5.

  • Tier 1 Common represents total stockholder’s equity, excluding goodwill and other acquisition-related intangibles, divided by Total Risk-Weighted Assets 3.

  • For each person proposed in any of the labor categories, complete one Labor Category Personnel Resume Summary to document how the proposed person meets each of the minimum requirements identified in both the Master Contract and the subject TORFP.

  • Total Risk-Weighted Assets (RWA) under Advanced Approach includes the 6% credit risk multiplier where applicable.


More Definitions of Total Risk-Weighted Assets

Total Risk-Weighted Assets means standardized total risk-weighted assets, and for an advanced approaches bank also includes advanced approaches total risk-weighted assets, as defined in§ 217.2 of Regulation Q (12 CFR 217.2).32. In § 208.43, revise paragraphs (a) and (b), redesignate paragraph (c) as paragraph (d), and add a new paragraph(c) to read as follows:§ 208.43 Capital measures and capital category definitions.(a) Capital measures. (1) Capital measures applicable before January 1, 2015. On or before December 31, 2014, for purposes of section 38 and this subpart, the relevant capital measures for all banks are:
Total Risk-Weighted Assets means, with respect to any Person, as of any date of determination, the aggregate balance sheet and off-balance sheet assets of such Person after giving effect to the assignment of different risk weightings to the various balance sheet and off-balance sheet assets and calculated in accordance with Basel I or Basel III, as applicable.
Total Risk-Weighted Assets. – means the total of risk-adjusted assets as calculated and reported in financial returns required to be submitted to the Commission.
Total Risk-Weighted Assets means as defined in accordance with the then‑current regulations of the Applicable Bank Regulatory Authority.
Total Risk-Weighted Assets means standardized total risk-weighted as- sets, and for an advanced approaches bank also includes advanced ap- proaches total risk-weighted assets, as defined in § 217.2 of Regulation Q (12 CFR 217.2).[Regulation H, 78 FR 62282, Oct. 11, 2013, asamended at 80 FR 70672, Nov. 16, 2015]EFFECTIVE DATE NOTES: 1. At 79 FR 24540,May 1, 2014, § 208.41 was amended by redesig- nating paragraphs (c) through (j) as para- graphs (d) through (k), and by adding a new paragraph (c), effective Jan. 1, 2018. For the convenience of the user, the added and re- vised text is set forth as follows: § 208.41 Definitions for purposes of this sub- part. * * * * *(c) Covered BHC means a covered BHC as defined in § 217.2 of Regulation Q (12 CFR 217.2). * * * * *2. At 80 FR 49102, Aug. 14, 2015, § 208.41 wasamended as follows, effective Jan. 1, 2018:a. Paragraph (c) as added on May 1, 2014 (79 FR 24540), is withdrawn.b. The redesignation of paragraphs (c) through (j) as paragraphs (d) through (k) on May 1, 2014 (79 FR 24540), is withdrawn.c. Paragraphs (g) through (p) are redesignatged as paragraphs (h) through (q).d. New paragraph (g) is added.For the convenience of the user, the added and revised text is set forth as follows: § 208.41 Definitions for purposes of this sub- part. * * * * *(g) Global systemically important BHC has the same meaning as in § 217.2 of Regulation Q (12 CFR 217.2). * * * * *§ 208.42 Notice of capital category.(a) Effective date of determination of capital category. A member bank shall be deemed to be within a given capital category for purposes of section 38 of the FDI Act and this subpart as of the date the bank is notified of, or is deemed to have notice of, its capital category, pursuant to paragraph (b) of this section. (b) Notice of capital category. A mem- ber bank shall be deemed to have been notified of its capital levels and its capital category as of the most recent date:
Total Risk-Weighted Assets means the measure of consolidated risk- weighted assets that a financial company uses to calculate its risk-based capital ratios under the applicable risk- based capital rules.
Total Risk-Weighted Assets means standardized total risk-weighted assets, and for an advanced approaches bank also includes advanced approaches total risk-weighted assets, as defined in § 217.2 of Regulation Q (12 CFR 217.2). * * * * *