商業(yè)銀行管理2(編輯修改稿)
2025-02-08 23:43 本頁面
【文章內(nèi)容簡介】 weighted assets will be determined by multiplying the capital requirements for market risk and operational risk by (. the reciprocal of the minimum capital ratio of 8%) and adding the resulting figures to the sum of riskweighted assets piled for credit risk. The ratio will be calculated in relation to the denominator, using regulatory capital as the numerator. Pillar 2 Supervisory Review Process Four Key Principles of Supervisory Review: Principle 1: Banks should have a process for assessing their overall capital adequacy in relation to their risk profile and a strategy for maintaining their capital levels. Principle 2: Supervisors should review and evaluate banks’ internal capital adequacy assessments and strategies, as well as their ability to monitor and ensure their pliance with regulatory capital ratios. Supervisors should take appropriate supervisory action if they are not satisfied with the result of this process. Principle 3: Supervisors should expect banks to operate above the minimum regulatory capital ratios and should have the ability to require banks to hold capital in excess of the minimum. Principle 4: Supervisors should seek to intervene at an early stage to prevent capital from falling below the minimum levels required to support the risk characteristics of a particular bank and should require rapid remedial action if capital is not maintained or restored. Pillar 3 Market Discipline The purpose of this pillar is to plement the above two . The Committee aims to encourage market discipline by developing a set of disclosure requirements which will allow market participants to assess key pieces of information on the scope of application,
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