巴塞尔协议III中文版
目录
概 述................................................................................................... 10
导言 …………………………………………………………………………………...10
第一部分 新协议的主要内容............................................................................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(Internal ratings-based (IRB) approaches).................12
公司、银行和主权的风险暴露...........................................................13
零售风险暴露....................................................................................14
专业贷款(Specialised lending).....................................................14
股权风险暴露(Equity exposures).................................................14
IRB 法的实施问题.............................................................................15
证券化..............................................................................................15
操作风险...........................................................................................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............................................................................................18
朝新协议过渡....................................................................................18
有关前瞻性问题................................................................................19
跨境实施问题....................................................................................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...........................
2019-12-21 21:01:43
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巴塞尔
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