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| 文件名: Basel2_GS.pdf | |
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觉得好就回帖评个分哦^_^
Chapter 1 – Basel basics Executive Summary 7 Basel I overview 8 Basel II overview Timing 9 Scope of application 10 Capital components 13 Types of Banks 14 IRB Transition Period 16 Chapter 2 – Basel II minimum capital charges – First Pillar [Sovereign exposures 18 Bank exposures 21 Corporate exposures 24 Retail exposures 27 Real estate exposures 30 Covered bonds 33 Specialised lending 34 Chapter 2 – Basel II capital charges (cont’d) Off-balance sheet items 35 Equity 37 Non-performing loans 39 Credit risk mitigation (CRM) 45 Securitisation exposures Standardised banks -Ratings based approach 51 -Most senior exposures; second loss positions or better 52 -Liquidity facilities 53 -Overlapping exposures 55 IRB banks -Ratings based approach 57 -Internal assessments approach 58 -Supervisory formula approach 61 -Liquidity facilities 63 -Top-down approach 64 Chapter 2 – Basel II capital charges (cont’d) Early amortisation structures 66 Trading book 71 Chapter 3 – Basel II operational risk charges 84 Basic indicator approach Standardised approach Advanced measurement approach Chapter 4 – Supervisory Review – Second Pillar Four key principals of supervisory review 87 Supervisory review process for securitisation 89 Chapter 5 – Market discipline – Third Pillar Qualitative disclosure 92 Quantitative disclosure 93 Chapter 6 – Some observations Open issues 95 Impact on financial markets 96 Impact on banks 97 Impact on securitisation markets 98 Impact on ABCP conduits 99 Contact Details 100 |
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