金融專業(yè)畢業(yè)論文外文翻譯--關(guān)于巴塞爾ii：新巴塞爾資本協(xié)議的影響-金融財(cái)政(參考版)
2025-05-16 15:03本頁(yè)面
【正文】 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. 。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 impact on the various factors that make up the minimum capital requirements for credit and operational risk[1].Our analysis plements the results of the final quantitative impact study(QIS3),which was published by the Basel Committee on 5 May key difference between our results and QIS3 is that we aim to assess the ultimate impact of Basel II,whereas QIS3 refects the current status quo where,for example,only the relatively sophisticated banks are capable of estimating the credit capital requirements using the IRB approaches. Our estimates indicate that total minimum capital requirements for the banking industry as a whole will be roughly unchanged under the IRB foundation approach,increase under the standardized approach and decrease under IRB is consistent with Basel II39。s firmwide risk management capabilities and degree to which such internal risk measurement tools are used by individual banks inconducting daytoday business. Regulators are required to intervene if risk or capital management processes are deemed unsatisfactory. Finally,Pillar III is intended to foster increased market discipline into the traditionally private and historically opaque world of bank risk and capital will fundamentally transform financial reporting for banks by demanding increased depth and breadth of disclosure including,for the first time,pulsory reporting of sensitive risk parameters and the risk profile of the banks39。exposure to credit risk(substantially revised and enhanced from Basel I),market risk(unchanged from a 1997 Amendment to Basel I) and operational risk(new in Basel II). For credit risk,banks can choose from three approaches under Pillar I:The standardized approach relies largely on external ratings and regulatory other approaches are both internal ratingsbased(IRB)approaches,that allow banks to use their internal models to calculate capital two approaches differ in their relative sophistication and the degree to
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