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时间:2019-03-03
《《巴塞尔协议ii》银监会翻译的两个版本-附件下载》由会员上传分享,免费在线阅读,更多相关内容在教育资源-天天文库。
1、巴塞尔委员会BaselCommitteeonBankingSupervision征求意见稿(第三稿)巴塞尔新资本协议TheNewBaselCapitalAccord中国银行业监督管理委员会翻译目录概述...................................................................................................10导言…………………………………………………………………………………...10第一部分新协议的主要内容........................................
2、....................................11第一支柱:最低资本要求..........................................................................11信用风险标准法................................................................................11内部评级法(Internalratings-based(IRB)approaches).................12公司、银行和主权的风险暴露..
3、.........................................................13零售风险暴露....................................................................................14专业贷款(Specialisedlending).....................................................14股权风险暴露(Equityexposures)......................................
4、...........14IRB法的实施问题.............................................................................15证券化..............................................................................................15操作风险.......................................................................................
5、....16第二支柱和第三支柱:监管当局的监督检查和市场纪律..........................17监管当局的监督检查.........................................................................17市场纪律...........................................................................................18新协议的实施..............................................
6、..............................................18朝新协议过渡....................................................................................18有关前瞻性问题................................................................................19跨境实施问题........................................................
7、............................20今后的工作................................................................................................20第二部分:对QIS3技术指导文件的修改...........................................................21导言21允许使用准备...............................
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