发帖
雷达卡
The Supervisory Capital Assessment Program:
Design and Implementation
Table of Contents
I. Introduction and Executive Summary page 1
II. Program Design page 2
A. Discussion of SCAP Framework page 2
B. General Description of the Exercise page 4
C. Initial Guidance on Macroeconomic Scenarios page 5
D. Initial Guidance on Loss and Resource Calculations page 8
Box: Assessing Capital Needs in an Uncertain World page 10
III. Supervisory Review and Assessment page 10
A.
Supervisory Review of the BHC Submissions and Benchmark
Assessments page 10
B. Supervisory Review and Benchmark Assessments by Category page 12
C. Accounting Adjustments page 16
D. Determination of Capital Needs page 16
Appendix: The SCAP Templates page 18
319618.pdf
(286.87 KB, 需要: 2 个论坛币)
[此贴子已经被作者于2009-4-27 22:17:21编辑过]
京公网安备 11010802022788号
