Financial autonomy ratio

Classified in Economy

Written at on English with a size of 2.73 KB.

(A) to improve the capital adequacy requirements. Basel III provides a minimum capital requirement for core tier 1 capital adequacy ratios and a capital adequacy ratio, introducing capital retention capital, enhancing the bank's ability to absorb losses during the recession, and establishing countercyclical excess capital linked to excessive credit growth Interval, the large banks to provide additional capital requirements, reduce the "big but can not fall" to bring the moral hazard.

(B) strict capital deduction limit. For the minority gains, goodwill, deferred tax assets, non-consolidated investments in common equity of financial institutions, unrealized gains on debt instruments and other investment assets, the difference between the amount of provision and the expected loss, fixed income pension fund assets and Liabilities and other capital requirements have changed.

(3) to expand the coverage of risky assets. Raising the capital requirements of the "re-asset securitization risk exposure", increasing the risk value under stress, increasing the capital requirements of the trading business, increasing the OTC derivatives and the counterparty credit risk of the securities financing business (SFTs) CCR) capital requirements.

(D) the introduction of leverage. In order to make up for the capital adequacy requirements can not reflect the expansion of the total assets inside and outside the table, reduce the impact of capitalization through the conversion of capital requirements, the introduction of the leverage rate, and gradually into the first pillar The

(5) to strengthen liquidity management, reduce the liquidity risk of the banking system, the introduction of liquidity regulatory indicators, including liquidity coverage and net stable asset ratio. At the same time, the Basel Committee has proposed other ancillary monitoring tools, including the duration of the contract mismatch, the concentration of financing, the availability of non-realized barrier assets and market-related monitoring tools.

Entradas relacionadas: