最新巴塞尔协议模板三中英对照
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GroupofGovernorsandHeadsofSupervisionannounceshigherglobal
minimumcapitalstandards
12September2010
Atits12September2010meeting,theGroupofGovernorsandHeadsofS upervision,theoversightbodyoftheBaselCommitteeonBankingSup
entsfortrading,derivativeandsecuritisationactivitiestobein
troducedattheendof2011.
MrJean-ClaudeTrichet,PresidentoftheEuropeanCentralBankandC hairmanoftheGroupofGovernorsandHeadsofSupervision,saidthat "theagreementsreachedtodayareafundamentalstrengtheningofgl
obalcapitalstandards."Headdedthat"theircontributiontolongt ermfinancialstabilityandgrowthwillbesubstantial.Thetransit ionarrangementswillenablebankstomeetthenewstandardswhilesu pportingtheeconomicrecovery."MrNoutWellink,ChairmanoftheBa selCommitteeonBankingSupervisionandPresidentoftheNetherlan
mentsbasedonstrictercriteria,willincreasefrom4%to6%overthe sameperiod.(Annex1summarisesthenewcapitalrequirements.) TheGroupofGovernorsandHeadsofSupervisionalsoagreedthatthec apitalconservationbufferabovetheregulatoryminimumrequireme ntbecalibratedat2.5%andbemetwithcommonequity,aftertheappli
cationofdeductions.Thepurposeoftheconservationbufferistoen surethatbanksmaintainabufferofcapitalthatcanbeusedtoabsorb lossesduringperiodsoffinancialandeconomicstress.Whilebanks areallowedtodrawonthebufferduringsuchperiodsofstress,thecl osertheirregulatorycapitalratiosapproachtheminimumrequirem
creditgrowththatisresultinginasystemwidebuildupofrisk.Thec ountercyclicalbuffer,whenineffect,wouldbeintroducedasanext ensionoftheconservationbufferrange. Thesecapitalrequirementsaresupplementedbyanon-risk-basedle verageratiothatwillserveasabackstoptotherisk-basedmeasures
describedabove.InJuly,GovernorsandHeadsofSupervisionagreed totestaminimumTier1leverageratioof3%duringtheparallelrunpe riod.Basedontheresultsoftheparallelrunperiod,anyfinaladjus tmentswouldbecarriedoutinthefirsthalfof2017withaviewtomigr atingtoaPillar1treatmenton1January2018basedonappropriatere
ommonTier1andTier2capitalinstruments.
Transitionarrangements Sincetheonsetofthecrisis,bankshavealreadyundertakensubstan tialeffortstoraisetheircapitallevels.However,preliminaryre sultsoftheCommittee'scomprehensivequantitativeimpactstudys
howthatasoftheendof2009,largebankswillneed,intheaggregate, asignificantamountofadditionalcapitaltomeetthesenewrequire ments.Smallerbanks,whichareparticularlyimportantforlending totheSMEsector,forthemostpartalreadymeetthesehigherstandar
ds.
4.5%Tier1capital/RWAs,and
8.0%totalcapital/RWAs. TheminimumcommonequityandTier1requirementswillbephasedinbe tween1January2013and1January2015.On1January2013,theminimum commonequityrequirementwillrisefromthecurrent2%levelto3.5%