Basel II International Convergence of Capital Measurement and Capital Standards A Revised Framework - Comprehensive Version版本

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1、BaselCommitteeonBankingSupervisionInternationalConvergenceofCapitalMeasurementandCapitalStandardsARevisedFrameworkComprehensiveVersionThisdocumentisacompilationoftheJune2004BaselIIFramework,theelementsofthe1988AccordthatwerenotrevisedduringtheBaselIIprocess,the1996AmendmenttotheCapita

2、lAccordtoIncorporateMarketRisks,andthe2005paperontheApplicationofBaselIItoTradingActivitiesandtheTreatmentofDoubleDefaultEffects.Nonewelementshavebeenintroducedinthiscompilation.June2006Requestsforcopiesofpublications,orforadditions/changestothemailinglist,shouldbesentto:BankforIntern

3、ationalSettlementsPress&CommunicationsCH-4002Basel,SwitzerlandE-mail:publications@bis.orgFax:+41612809100and+41612808100©BankforInternationalSettlements2006.Allrightsreserved.Briefexcerptsmaybereproducedortranslatedprovidedthesourceisstated.ISBNprint:92-9131-720-9ISBNweb:92-9197-720-9

4、ContentsIntroduction...............................................................................................................................1Structureofthisdocument........................................................................................................6Part1:Sco

5、peofApplication.....................................................................................................7I.Introduction......................................................................................................................7II.Banking,securitiesandotherfinanc

6、ialsubsidiaries........................................................7III.Significantminorityinvestmentsinbanking,securitiesandotherfinancialentities.........8IV.Insuranceentities........................................................................................................

7、....8V.Significantinvestmentsincommercialentities................................................................9VI.Deductionofinvestmentspursuanttothispart.............................................................10Part2:TheFirstPillar–MinimumCapitalRequirements..................

8、.....