Which of the following statements about the Core Tier 1 CET1

Which of the following statements about the Core Tier 1 (CET1) Ratio is FALSE? If a desk sells a high yield bond and buys a treasury bill, its CET1 Ratio will increase UBS is required to hold a CETI Ratio of at least 10% Hybrid capital is included in the CET1 of UBS, but not a small regional Bank Risk weighted assets is inversely correlated with a bank\'s CET1 Ratio

Solution

The statement that is false is (c)

As the hybrid instruments are included in tier 2 not in tier 1