Case 1: Tick size pilot program

Case 2: MicroStrategy & BTC

Case 3: Porche’s FX hedging case

Case 4: VC

Case 5: LinkedIn Valuation case

Market microstructure

Financial risk management

Summary of Key Differences between Basel 1 & 2

Aspect Basel I Basel II
Risk Sensitivity Low; broad risk weights High; refined risk weights and internal models
Risk Types Covered Credit risk (initially); market risk (1996 amendment) Credit, market, and operational risks
Capital Calculation Approaches Standardized approach only Standardized and Internal Ratings-Based approaches
Three-Pillar Framework Not present Introduced Pillars 1, 2, and 3
Operational Risk Not included Included under Pillar 1
Supervisory Review Limited focus Emphasized under Pillar 2
Market Discipline Minimal requirements Enhanced disclosure under Pillar 3
Credit Risk Mitigation Limited recognition Expanded recognition and detailed guidelines
Risk Differentiation Broad categories Granular and risk-sensitive
International Adoption Mainly G10 countries Broader global adoption

Summary Table of types of capital in Basel

Feature (Common Equity) CET1 Capital (Alternative tier 1) AT1 Capital Tier 2 Capital
Loss Absorption Going concern Going concern Gone concern
Components Common shares, retained earnings Perpetual subordinated instruments with loss absorption features Subordinated debt, loan-loss reserves
Maturity Perpetual Perpetual (callable) Minimum 5 years (amortized)
Distributions Discretionary dividends Discretionary, non-cumulative Contractual interest payments
Subordination Lowest in liquidation Subordinate to Tier 2 Subordinate to senior debt
Regulatory Requirement Minimum 4.5% of RWA Minimum 1.5% of RWA Minimum 2% of RWA
Ranking in Liquidation Last Above CET1, below Tier 2 Above AT1 and CET1