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页数:11页
时间:2019-03-03
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1、BusinessPlans,PortfolioManagementandBaselIIByWilliamC.HandorfandMorganeSurirayHowriskmeasurementunderBaselIIaffectsbusinessplanningandthecompetitiveenvironment.businessplanisaformaldocumentthatTheBaselCommitteeonBankingSupervisionrequiresbankmanagementtoestablishtheor-releasedareportin2004ent
2、itledInternationalCon-Aganization’smission,vision,goals,objectives,vergenceofCapitalMeasurementandCapitalStandards:performancemeasuresandmilestonesforimplement-ARevisedFramework.Theregulatoryreportisknowningtheplan.Exhibit1describeseachoftheplan’sasBaselII.Theregulatoryprogram,proposedtobeele
3、mentsandillustratestheirrelationshiptoeachother.implementedintheUnitedStatesandothercoun-Theplanningdocumentnormallyincludesadescrip-trieslaterthisdecade,affectstheattractivenessoftionofthebusiness,marketingplan,managementlendingrelativetoinvesting,theappealofhigh-riskplan,riskmanagementsyste
4、mplan,asset/liabilityandloanstolow-riskloansandthepricingofcreditscapitalplanforatleastthreeyearsandaprocessbybylarge,internationallyactivebanksandthriftin-whichtomonitorandrevisetheplanasneeded.Bankstitutionsthatadoptthesystem.Mostlargebanksregulatorstypicallyrequirenewlycharteredbanks,alrea
5、dyevaluatetheintegratedrisksofaportfoliobankschangingownershipormissionandbankswithtoensureeconomiccapitalissufficient.However,lowcapitaltodevelopanewbusinessplanorupdatetheregulatoryproposalrequiresadoptingbanksapriorplan.Bankersoftenvoluntarilyupdateaplantodisclosemoreinformationregardingthe
6、creditiftheequitymarketassignstheirbankalowprice/riskprofileofkeyassetgroups.BaselIIwillaffectbookratiorelativetopeersorthenationalcreditratingthecompetitiveenvironmentforsmallerbanksagenciesassigntheinstitutionacreditratingbelowandthriftsthatdonotadopttheplanifthemarketinvestmentgrade.Regulat
7、oryinitiativesalsoprovidechangesthepricingofdebtandequityissuedbyacatalystforreviewingabusinessplan.adoptingbanks.BaselIIincludesthreepillars:capi-Exhibit1talrules,supervisoryreviewandmarketdiscipline.KeyDeliverablesEachpillaraffectsthebusine
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