The New Basel Capital Accord版本

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1、BaselCommitteeonBankingSupervisionConsultativeDocumentTheNewBaselCapitalAccordIssuedforcommentby31May2001January2001TableofContentsPART1:SCOPEOFAPPLICATION......................................................................................................1A.Introduc

2、tion..........................................................................................................................1B.Securitiesandotherfinancialsubsidiaries..........................................................................1C.Insurancesubsidiaries..

3、.......................................................................................................2D.Significantminority-ownedequityinvestmentsinnon-insurancefinancialentities.............3E.Significantinvestmentsincommercialentities..............................

4、......................................3F.Deductionofinvestmentsindeconsolidatedentities..........................................................4PART2:THEFIRSTPILLAR–MINIMUMCAPITALREQUIREMENTS..............................................6I.CALCULATIONOFMINIMUMCAPITA

5、LREQUIREMENTS..........................................................................6II.CREDITRISK–THESTANDARDISEDAPPROACH..................................................................................7A.Thestandardisedapproach–generalrules......................

6、..................................................71.Individualclaims.....................................................................................................................7(i)Claimsonsovereigns............................................................

7、......................................7(ii)Claimsonnon-centralgovernmentpublicsectorentities(PSEs)................................8(iii)Claimsonmultilateraldevelopmentbanks(MDBs).....................................................8(iv)Claimsonbanks...................

8、......................................................................................9(v)Claimsonsecuritiesfirms...........