Business Plans， ortfolio Management and Basel II.pdf

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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