巴塞尔新资本协议的形成及内容。
巴塞尔新资本协议研究②。
巴塞尔新资本协议概述。
第二部分阐明了巴塞尔新资本协议框架的形成过程及其新特点;
The second part clarifies the formative process and new characteristic of the New Basle Capital Accord frame;
信用风险的内部评级法(IRB)是巴塞尔新资本协议的核心内容。
Internal Rating-Based Approach (IRB) is the core content of the New Basel Capital Accord.
《巴塞尔新资本协议》的出台为各类风险的测算提供了依据与借鉴。
"The New Basel Capital Accord" provides a basis and reference for various types of risk measurements, particularly on the banking industry's credit risk.
与巴塞尔新资本协议相比,我国商业银行信息披露制度仍存在较大差距。
There is greater difference between Chinese commercial bank information release mechanism and the Basel New Capital Agreement.
违约损失率(LGD)是巴塞尔新资本协议中ir B法中最重要的参数。
Loss Given Default (LGD) is one of the most important parameters within Internal Risk Based approach (IRB) in the New Basel Capital Accord.
随着我国加入WTO以及巴塞尔新资本协议的出台,这方面的问题更加突出。
This problem will get more obvious with China's entry into WTO and New Basel Agreement going into effect in 2006.
挽回《巴塞尔新资本协议》失去的机会,或恢复《格拉斯-斯蒂格尔法案》都太晚了。
Too late, then, to remedy the missed opportunity of Basle II or to reinstate Glass-Steagall.
巴塞尔新资本协议将操作风险作为风险管理的重点,将其纳入到最低资本监管要求。
The new Basel capital Accord regard operational risk as the focus of risk management which is included in the minimum regulatory capital requirements.
《巴塞尔资本协议》和《巴塞尔新资本协议》都对银行的资本充足率监管进行了规定。
In both "Basel capital Accord" and "New Basel capital Accord," the bank's capital adequacy regulation is provided.
2004年发布的《巴塞尔新资本协议》确定了操作风险在商业银行风险管理中的重要地位。
In 'the New Basel Capital Accord' published in 2004 operational risk has been identified in the risk management of commercial Banks in an important position.
其次,介绍了《巴塞尔新资本协议》的资产证券化框架,并研究了其对改善资本充足率的影响。
Secondly, it introduces asset securitization framework in the "New Basel capital Accord" and the implications on the improvement of capital adequacy ratio.
巴塞尔新资本协议是对以往风险管理制度的补充和完善,对国际金融监管制度产生了深远的影响。
Basel New Capital Agreement is the supplement and perfection of the risk management system and has profound effect on the international financial supervisory system.
通过研究发现,《巴塞尔新资本协议》对资产证券化的监管削弱了资产证券化对资本充足率的影响。
By research, we find that supervision over asset securitization by "New Basel capital Accord" weakens the effect that asset securitization have on commercial bank's capital adequacy ratio.
但国内银行风险管理水平和国际一流银行相比,和《巴塞尔新资本协议》的要求相比,还是差距明显。
However, domestic Banks and international risk management level compared to first-class Banks, and the "New Basel Capital Accord" requirement, or the gap significantly.
巴塞尔新资本协议明确提出了银行的资本充足率要求,规定了计算方法以及监督检查和信息披露要求。
Basel capital Accord puts forward a claim of banking capital adequacy ratio, regulates computing method, and requirements for supervision and information leaking.
巴塞尔新资本协议规定金融机构满足资本充足率的要求,并将风险分为信用风险、市场风险和操作风险。
The New Basel capital Accord has regulated the minimum capital requirements of Banks and consider the risks including credit risk, market risk and operation risk.
巴塞尔新资本协议中对信用风险评估使用的数据作了明确规定,而我国银行业目前所积累的数据还不能达到协议的要求;
The needs of the data for credit assessment has been specified in New Basel Capital Accord, but the data used in Chinese banks cannot meet these needs.
与此同时,巴塞尔新资本协议给商业银行的风险管理水平提出了更高的要求,因此本文选择了基于风险测量的定价方法进行研究。
Meanwhile, the New Basel Capital Accord sets higher requirements to commercial Banks' risk management, this paper chose risk-based method for loan pricing.
巴塞尔新资本协议提供三种操作风险衡量方法,要求银行可以选择合适的方法对操作风险进行衡量,为操作风险配置相应的资本金。
The Basel capital agreement provides three operation risk weight method, requests the banks choosing the appropriate method to measure the operational risk, to allocate corresponding capital in cash.
巴塞尔委员会于2004年6月26日颁布了《巴塞尔新资本协议》,新资本协议要求对操作风险进行量化并将其纳入了资本监管要求。
New Basel Capital Accord, issued by Basel Committee on June 26th, 2004, which brings operational risk into measurement framework and the capital supervising framework.
由于在巴塞尔新资本协议中,银行风险主要可分为信用风险、市场风险和操作风险,因此本文也分别介绍了三种风险的经济资本计量方法。
Bank risks are categorized into credit risk, market risk and operate risk in New Basel Accord, so this paper introduces three measurement to calculate different kinds of economic capital of risks.
作为国际银行界的“游戏规则”,巴塞尔新资本协议针对信用风险提出的标准法和内部评级法为将来商业银行进行信用风险管理指明了方向。
As a "rule of game" in banking industry, New Basel Capital Accord provides two options for credit risk management for commercial banks-the standardized approach and internal ratings-based approach.
新的巴塞尔资本协议III将使大银行持有的核心股本占其总资产的比重翻一番。
The new Basel 3 rules will have the effect of doubling the amount of core equity that a typical big bank holds as a proportion of its assets.
新的巴塞尔资本协议III将使大银行持有的核心股本占其总资产的比重翻一番。
The new Basel 3 rules will have the effect of doubling the amount of core equity that a typical big bank holds as a proportion of its assets.
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