2008年2月20日Bear Stearns的CFO Samuel Molinaro Jr和John Paulson的对话
http://goo.gl/F5UvWG
贝尔斯登当时股东权益:140亿美元
Level 2和Level 3资产合计共2200亿美元
只要Level 2和Level 3资产跌个6.5%以上，股东权益就没了
依德意志银行2016Q2财报(至2016/6/30)
https://www.db.com/ir/en/download/Release_2Q2016_results.pdf
德银风险加权资产(Risk-Weighted Assets, RWA)约4002亿欧元
https://www.db.com/ir/en/download/FDS_2Q2016.pdf 第2页
总资产减总负债约660亿欧元(上面pdf的第14、15页)
股东权益约618亿欧元
CET1(Common Equity Tier 1)只有435亿欧元
https://www.db.com/ir/en/download/Release_2Q2016_results.pdf
The Common Equity Tier 1 (CET1) capital ratio rose slightly to 10.8% on a
fully loaded basis during the quarter. CET1 capital on a fully loaded basis
increased from 42.8 billion euros to 43.5 billion euros
睡不着来看DB的财报@@
Q3财报预计10/27出炉
https://www.db.com/ir/en/financial-calendar.htm
有看错请不吝指正
谢谢
p.s.
Capital Instruments
https://www.db.com/ir/en/capital-instruments.htm
Deutsche Bank has a €37bn credibility gap.
https://www.ft.com/content/515aeb20-862f-11e6-8897-2359a58ac7a5
These €28.8bn of so-called “level 3 assets” — and another €10.9bn of
liabilities — are valued in that way because they are illiquid and their
particular characteristics mean there are no “observable prices”.
http://www.twse.com.tw/ch/listed/download/IFRS000B27.pdf
公平价值衡量等级揭露
第1级 (Level 1)：相同资产或负债之活络市场公开报价(未经调整)；
第2级 (Level 2)：除第 1 级之公开报价外，属于该资产或负债之市场直接可观察
(如价格)或间接可观察(如自价格推导而得)之参数(input)：
第3级 (Level 3)：非基于该资产或负债之可观察市场资讯之参数(非可观察参数)。