监管资本

基于CPV模型的信用评级及银行监管资本充足率研究

The Study on Credit Rating and Banks ' Regulatory Capital Adequacy Rate Based on CPV Model

多伊尔表示，旨在对监管资本要求的法律风险进行量化的巴塞尔新资本协议（BasleII），将法律问题提上了整个银行的议事日程。

Mr Doyle says Basle II , the international accord that seeks to quantify legal risk in regulatory capital requirements , has put legal issues on the agenda across the whole bank .

近期从事过所谓“监管资本金”（reg-cap）交易的其他银行包括渣打（StandardChartered）和巴克莱（Barclays）。

Other banks that have engaged in " reg-cap " deals recently include Standard Chartered and Barclays .

本文尝试将CPV模型原理应用于信用评级，力求更加精准地度量信用风险价值和银行监管资本充足率。

In this paper , CPV model will be used for credit rating so as to measure the credit risk and banks ' regulatory capital adequacy rate more accurately .

但是，野村证券投行业务联席主管威廉维里克（WilliamVereker）表示，未来十年，野村证券应该能从监管资本负担减轻中获益。

But it should benefit over the next decade from a lighter regulatory capital burden , says William Vereker , co-head of investment banking at Nomura .

通过对风险权重函数的推导，可以揭示内部评级法在资产组合层面处理信用风险和运用VaR确定监管资本要求的基本思想。

This paper deeply analyzed internal ratings-based approach , and exposed its two basic assumptions that include taking asset portfolios into account about dealing with credit risk and utilizing VaR for calculating capital requirement by the deduction of risk weight function .

违约损失率（LGD）是计算监管资本的重要参数，也是按新巴塞尔资本协议实施内部评级法（IRB）高级法的银行必须自行估计的参数。

Loss Given Default ( LGD ) is an important parameter to calculate regulation capital , and also a parameter that need to be self-estimated by the bank who implements Advanced Approach of The Internal Rating-Based Approach according to the New Basel Capital Agreement .

在新巴塞尔资本协议中关于零售资产的监管资本计算

Calculating Regulatory Capital of Retail Assets in New Basel Capital Accord

接着还有监管资本的问题。

Then there is the question of regulatory capital .

作为监管资本的次级债及国外商业银行的实践

Subordinated Debt : Practice in Banks as Supervisory Capital

并总结了监管资本套利行为引起的各类效应。

And it also summarizes kinds of effects caused by regulatory capital arbitrage .

商业银行监管资本和经济资本在绩效评估中的比较研究

Empirical Research on Supervisory and Economic Capital in Performance Appraisal of Commercial Bank

监管资本套利和国际金融危机&对2007～2009年国际金融危机成因的分析

On Regulatory Capital Arbitrage and International Financial Crisis

在经济资本发展的同时，监管资本也在不断地精密化复杂化。

At the same time , regulatory capital was developing into precision and complex .

不同类型的资产对应其不同类型的风险权重，这些资产证券化后引起的监管资本套利程度也不同。

The different nature of the asset securitization can cause different degree of regulatory capital arbitrage .

杠杆比率可以为任意数值（就像一级监管资本的要求那样）。

Leverage levels are arbitrary anyway ( as they are for Tier 1 regulatory capital requirements ) .

国外银行服务运营管理理论分析作为监管资本的次级债及国外商业银行的实践

Theoretical Analysis on the Western Service Operation Management Subordinated Debt : Practice in Banks as Supervisory Capital

在银行间竞争日趋激烈的环境下，经济资本作为监管资本的一种变体在市场上产生。

In an increasingly competitive environment , the economic capital generated as a variant of regulatory capital .

对经济资本的定义、内涵进行分析，将其与监管资本和会计资本进行比较。

The definition of economic capital and comparison between EC and regulatory capital and accounting capital are given .

这种将风险的市场衡量指标与监管资本相结合的方式，看上去颇为先进，并且使银行的日子更加好过。

This convergence of market measures of risk and regulatory capital looks sophisticated and makes life easier for banks .

分析人士认为，中国银行目前的贷款构成可能要求这些银行增加其监管资本。

Analysts believe the current composition of Chinese lending books could require local banks to increase their regulatory capital .

1988年的《巴塞尔协议》中监管资本概念的提出，推动了银行监管的发展。

The advancement of the concept Regularity Capital in Basel Agreement , impelled the development of banking supervision and development .

金融危机下陶瓷企业的战略成本管理监管资本套利和国际金融危机&对2007～2009年国际金融危机成因的分析

STRATEGIC COST MANAGEMENT STRENGTHENING APPROACHES FOR CERAMIC ENTERPRISES FACING THE GLOBAL FINANCIAL CRISIS On Regulatory Capital Arbitrage and International Financial Crisis

目前，国内理论和银行业有一种误解，认为银行只要实施了资产证券化，就能免除监管资本要求。

Currently there is a misunderstanding that the securitisation of bank 's assets will naturally lead to capital relief for the original bank .

其目的并不是为了表明银行是稳健的，而是为了表明它们符合监管资本的要求。

Their purpose is to show , not that the bank is sound , but that it meets the requirements for regulatory capital .

为了解决当前监管资本规则缺乏风险敏感性的问题，巴塞尔监管委员会经过五年的努力改进了巴塞尔资本协议。

In order to increase risk sensitivity of the current accord , The Basel Committee spent about five years improving the Basel Capital Accord .

对于它们错误地认定为不会吸收监管资本的低风险活动，银行常常收费过于急切。

Too often , banks were over-eager to take fees for what they wrongly regarded as low-risk activities that would not absorb regulatory capital .

除了收购价之外，宝盛还需要3亿瑞士法郎的监管资本，以支持其新的风险加权资产。

In addition to the purchase price , Julius Baer will need an extra SFr300m in regulatory capital to support its new risk-weighted assets .

通过经济资本管理，银行资本管理实现了从监管资本到经济资本的飞跃。

The adoption of economic capital management , the capital management of bank has moved a great step from regulatory capital to economic capital .

接着分析了商业银行的监管资本套利行为的两方面问题，主要包括套利的模式和资产证券化中资产选择问题。

The second part analyzes the two aspects of the commercial banks regulatory capital arbitrage , arbitrage patterns and asset securitization asset selection problem .