Basel III New Capital and Liquidity Standards - FAQs

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1、BaselIIINewCapitalandLiquidityStandards-FAQs1.WhataretheBaselIIIcapitalandliquiditystandards?BaselIIIproposesmanynewcapital,leverageandliquiditystandardstostrengthentheregulation,supervisionandriskmanagementofthebankingsector.Thecapitalstandardsandnewcapitalbufferswillre

2、quirebankstoholdmorecapitalandhigherqualityofcapitalthanundercurrentBaselIIrules.Thenewleverageratiointroducesanon-riskbasedmeasuretosupplementtherisk-basedminimumcapitalrequirements.Thenewliquidityratiosensurethatadequatefundingismaintainedincaseofcrisis.BaselIIIBaselII

3、PillarIPillarIIPillarIIIPillarIPillarIIPillarIIIEnhancedMinimumEnhancedEnhancedRiskMinimumSupervisoryDisclosureCapital&LiquiditySupervisoryReviewDisclosure&CapitalReview&MarketRequirementsProcessforMarketDisciplineRequirementsProcessDisciplineFirm-wideRiskManagementandCa

4、pitalPlanningBaselIIIstrengthensthethreeBaselIIpillars,especiallypillar1withenhancedminimumcapitalandliquidityrequirements.2.Whatarethekeyelementsofthenewregulations?Thenewregulationsraisethequality,consistencyandtransparencyofthecapitalbaseandstrengthentheriskcoverageof

5、thecapitalframework.Themajorelementsoftheproposalsarenotedbelow.RegulatoryElementProposedRequirementHigherMinimumTier1»Tier1CapitalRatio:increasesfrom4%to6%CapitalRequirement»Theratiowillbesetat4.5%from1January2013,5.5%from1January2014and6%from1January2015»Predominanceof

6、commonequitywillnowreach82.3%ofTier1capital,inclusiveofcapitalconservationbufferNewCapitalConservationBuffer»Usedtoabsorblossesduringperiodsoffinancialandeconomicstress»Bankswillberequiredtoholdacapitalconservationbufferof2.5%towithstandfutureperiodsofstressbringingtheto

7、talcommonequityrequirementto7%(4.5%commonequityrequirementandthe2.5%capitalconservationbuffer)»Thecapitalconservationbuffermustbemetexclusivelywithcommonequity»Banksthatdonotmaintainthecapitalconservationbufferwillfacerestrictionsonpayoutsofdividends,sharebuybacksandbonu

8、sesCountercyclicalCapitalBuffer»Acountercyclicalbufferwithinarangeof0%-2.5%ofcommonequityorotherfullylo