a Common Equity Tier 1 capital ratio of 4,5 %;

a Tier 1 capital ratio of 6 %;

a total capital ratio of 8 %.

the Common Equity Tier 1 capital ratio is the Common Equity Tier 1 capital of the institution expressed as a percentage of the total risk exposure amount;

the Tier 1 capital ratio is the Tier 1 capital of the institution expressed as a percentage of the total risk exposure amount;

the total capital ratio is the own funds of the institution expressed as a percentage of the total risk exposure amount.

the risk-weighted exposure amounts for credit risk and dilution risk, calculated in accordance with F7Title II and Article 379 of this Regulation and Articles 132a to 132c of Chapter 3 of the Standardised Approach and Internal Ratings Based Approach to Credit Risk (CRR) Part of the PRA Rulebook, in respect of all the business activities of an institution, excluding risk-weighted exposure amounts from the trading book business of the institution;

F8the own funds requirements for the trading-book business of an institution for the following—

1. (i)

   market risk as determined in accordance with Title IV of this PartF9...;

2. (ii)

   large exposures exceeding the limits specified in Articles 395 to 401, to the extent that an institution is permitted to exceed those limits, as determined in accordance with F10the Large Exposures (CRR) Part of the PRA Rulebook;

the own funds requirements for market risk as determined in accordance with Title IV of this PartF11... for all business activities that are subject to foreign exchange risk or commodity risk;

the own funds requirements for settlement risk calculated in accordance with Title V of this Part, with the exception of Article 379;

the own funds requirements calculated in accordance with Title VI for credit valuation adjustment risk of OTC derivative instruments other than credit derivatives recognised to reduce risk-weighted exposure amounts for credit risk;

the own funds requirements determined in accordance with Title III for operational risk;

the risk-weighted exposure amounts determined in accordance with Title II F12and Chapter 3 of the Counterparty Credit Risk (CRR) Part of the PRA Rulebook for counterparty risk arising from the trading book business of the institution for the following types of transactions and agreements:

1. (i)

   contracts listed in Annex II and credit derivatives;

2. (ii)

   repurchase transactions, securities or commodities lending or borrowing transactions based on securities or commodities;

3. (iii)

   margin lending transactions based on securities or commodities;

4. (iv)

   long settlement transactions.

the own funds requirements referred to in points (c), (d) and (e) of that paragraph shall include those arising from all the business activities of an institution;

institutions shall multiply the own funds requirements set out in points (b) to (e) of that paragraph by 12,5.

a risk-based ratio of 18 %, representing the own funds and eligible liabilities of the institution expressed as a percentage of the total risk exposure amount calculated in accordance with Article 92(3) and (4);

a non-risk-based ratio of 6,75 %, representing the own funds and eligible liabilities of the institution expressed as a percentage of the total exposure measure referred to in Article 429(4).

within the three years following the date on which the institution or the group of which the institution is part has been identified as a G-SII;

within the two years following the date on which the resolution authority has applied the bail-in tool in accordance with F3section 48B of the Banking Act 2009;

within the two years following the date on which the resolution entity has put in place an alternative private sector measure F4... by which capital instruments and other liabilities have been written down or converted into Common Equity Tier 1 items in order to recapitalise the resolution entity without the application of resolution tools.