新巴塞尔资本协议(英文)

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1、BaselCommitteeonBankingSupervisionConsultativeDocumentOverviewofTheNewBaselCapitalAccordIssuedforcommentby31July2003April2003Introduction1.TheBaselCommitteeonBankingSupervision(theCommittee)isreleasingthisoverviewpaperasanaccompanimenttoitsthirdconsul

2、tativepaper(CP3)ontheNewBaselCapitalAccord(alsoknownasBaselII).TheissuanceofCP3representsanimportantstepinputtingthenewcapitaladequacyframeworkinplace.TheCommittee’sgoalcontinuestobetofinalisetheNewAccordbythefourthquarterofthisyearwithimplementationt

3、otakeeffectinmembercountriesbyyearend 2006.2.TheCommitteebelievesthatimportantpublicpolicybenefitscanbeobtainedbyimprovingthecapitaladequacyframeworkalongtwoimportantdimensions.First,bydevelopingcapitalregulationthatencompassesnotonlyminimumcapitalre

4、quirements,butalsosupervisoryreviewandmarketdiscipline.Second,byincreasingsubstantiallytherisksensitivityoftheminimumcapitalrequirements.3.Animprovedcapitaladequacyframeworkisintendedtofosterastrongemphasisonriskmanagementandtoencourageongoingimprovem

5、entsinbanks’riskassessmentcapabilities.TheCommitteebelievesthiscanbeaccomplishedbycloselyaligningbanks’capitalrequirementswithprevailingmodernriskmanagementpractices,andbyensuringthatthisemphasisonriskmakesitswayintosupervisorypracticesandintomarketdi

6、sciplinethroughenhancedrisk-andcapital-relateddisclosures.4.AcriticalcomponentoftheCommittee’seffortstorevisetheBaselAccordhasbeenitsextensivedialoguewithindustryparticipantsandwithsupervisorsfromoutsidemembercountries.Asaresultoftheseconsultations,th

7、eCommitteebelievesthenewframeworkwithitsvariousoptionswillbesuitablenotonlywithintheG10butalsoforbanksandforcountriesaroundtheworldtoapplytotheirbankingsystems.5.AnequallyimportantaspecttotheCommittee’sworkhasbeenthefeedbackreceivedfrombanksparticipat

8、inginitsimpactstudies.Theaimofthesestudieshasbeentogatherinformationfrombanksworldwideontheimpactofthecapitalproposalsontheirexistingportfolios.Inparticular,theCommitteerecognisesthetremendouseffortofthemorethan350banksofvaryingsizeandlevelsof