Ballast

Regulatory Capital & Basel/FRTB

Agent StatusAll Active

Prudential Reporting Team

Regulatory Capital Group

Capital Adequacy & Ratios

CET1, Tier 1, Total Capital and Leverage Ratio monitoring with buffer and MDA headroom tracking

Group CET1 Ratio

14.2%

Group Leverage Ratio

5.1%

Entities Near MDA Trigger

1

CCyB Rate (UK)

2.0%

EntityRatioValueRequirementHeadroomStatus
Group ConsolidatedCET114.2%10.9%3.3pp Healthy
Group ConsolidatedTier 115.8%12.4%3.4pp Healthy
Group ConsolidatedTotal Capital18.1%14.9%3.2pp Healthy
Group ConsolidatedLeverage Ratio5.1%3.25%1.85pp Healthy
Meridian Bank UK plcCET112.4%12.1%0.3pp Watch — Near MDA Trigger
Meridian Capital Markets LtdCET116.7%11.6%5.1pp Healthy

About This Agent

Data on This Page

Capital ratios (CET1, Tier 1, Total Capital, Leverage Ratio) per entity against their combined buffer requirement and resulting headroom, with a healthy/watch status flag. Stat tiles show the group CET1 and leverage ratios, count of entities near their Maximum Distributable Amount trigger, and the current UK countercyclical buffer rate.

What This Agent Does

Consumes RWA from the RWA Calculation Engine and eligible own funds from the general ledger to compute every capital ratio per entity and at group level, applies the combined buffer requirement (capital conservation, countercyclical, G-SIB), and raises an alert whenever headroom to the MDA trigger falls below a configurable threshold.

Worked Examples

  • Meridian Bank UK plc's CET1 ratio of 12.4% is only 0.3pp above its 12.1% requirement after this quarter's RWA increase — flagged watch status and routed to the Board & Submission Workflow agent.
  • Group leverage ratio of 5.1% carries 1.85pp of headroom, comfortably above the 3.25% minimum even before the countercyclical buffer add-on.
  • Meridian Capital Markets Ltd's CET1 ratio (16.7%) benefits from lower RWA density in its trading-book-heavy balance sheet relative to the banking entity.