【導讀】摘要：國際監(jiān)管機構在2020年完成新資本協(xié)議，銀行決定在2020年底執(zhí)行這個協(xié)議。巴塞爾協(xié)議是對全球銀行業(yè)改革的監(jiān)管。以及一些我們所期望對歐洲銀行業(yè)發(fā)生的重要影響。正如在第一屆巴塞爾協(xié)議修正案。對銀行業(yè)的戰(zhàn)略格局進行展望。這項建議如獲通過，將會深刻地改變銀行的償付能力的方式，監(jiān)管。論會，巴塞爾委員會預計將在2020年底發(fā)布的新資本協(xié)議的最后草案。升至8%，此外，巴塞爾資本協(xié)議已經(jīng)應用于100多個國家，遠遠超過最初的預期。良后果，這是因為目前決定的最低資本要求方式相對粗略。全風險加權資產(chǎn)或零風險加權的資產(chǎn)而言，目前的協(xié)議條款缺乏足夠的風險靈活性，可以看出，新巴塞爾協(xié)議圍繞三個涵蓋最低資本充足率，監(jiān)督審查和市。場準則等核心問題。法人風險加權資產(chǎn)的變化嚴重依賴評級。導因素，非零售企業(yè)的風險加權資產(chǎn)增長的，反之，大型企業(yè)的持有總額將削減。正常情況下，其他零售產(chǎn)品也是“大贏家”，盡管這其中包

　　

【正文】 credit or marketrisk intensive activities,such as asset management,custody or securities processing. As the new Basel II metrics are implemented in banks that have not yet integrated riskadjusted measures into their business systems,their experience is likely to mirror that of leading banks which have already made this of the key tactical improvements that can be expected include: Pricing for risk:Credit markets are not oriously ineffective in pricing for this is partly due to banks using credit as a loss leader to sell noncredit services,it also reflects the inability of many banks to quantify credit risk accurately at a sufficiently granular pliant rating tools will provide a strong basis for quantifying risk,and should go a long way toward instilling more effective riskpricing discipline. Credit process redesign for corporate and SME portfolios:IRBpliant rating tools can also serve as an excellent guide for aligning resources with risk in credit approval,limit setting,loan servicing and monitoring leveraging the information content of the new rating tools,banks can redesign expensive credit processes,making them“faster,better,and cheaper”. Operational risk improvement:The new focus on operational risk identification,loss reporting,monitoring,and controlseven if only tenuously linked to Basel II39。s proposed capital chargeswill inevitably lead to improved operational risk performance. Active portfolio management:The implementation of better risk and profitability measures will facilitate active portfolio management whereby portfolio managers will seek to optimize the riskreturn profile of the portfolio by determining which loans to hold on balance sheet,which to hedge,and which to sell off into the secondary market. Customer value management and relationship manager performance:Theuse of IRBpliant risk measurement tools should allow banks to assess the economic value added by individual customers and relationship managers,providing better opportunities for optimizing customer segmentation and rewarding relationship managers on thei ability to create value. Leveraging the potential of Basel II pliant tools should more than pensate for the average pliance spent in most businesses. Best practice risk and capital management is key Basel II represents a new era for risk and capital management,with these function sbeing increasingly central to a bank39。s strategic ,advances in risk and balance sheet management are a clear signal of potential success in the postBasel world. Best practices to look for include: Basel II pliance at closeto IRB advanced level for credit risk,unless this is clearly not strategically important. Proven capability in credit portfolio modeling and (where undertaken) demonstration of economic efficiency of risktransfer initiatives. Moves towards integrated capital management,spanning: 1. optimization of total capital and Tier 1/Tier 2 mix while accounting for regulator,rating agency,creditor and shareholder concerns and costs of capital。 2. efficient economic allocation of internal capital resources； 3. closer organizational link between risk measurement and capital management； and forecasting supporting valuebased business planning. Increased transparency with respect to disclosures of risk and balance sheet structure, and proactive munication of key risk and capital metrics and strategies to external constituencies As markets adjust to new disclosures and regulators take on increasingly powerful roles,the petitive environment in financial services will shift from the obvious upgrading of the roles of risk and capital management within banks,business models will need to bereevaluated and goals for the delivery of shareholder value will need to be more clearly municated. Now is the time to make the strategic and tactical decisions required to address the postBasel II forthing regulatory changes largely have been drafted and made ready for implementationit is now up to the banking industry to respond to the new rules of the game.