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巴塞尔资本协议中英文完整版(05第一部分(英文))
Basel Committee on Banking Supervision Consultative Document The New Basel Capital Accord
Issued for comment by 31 July 2003
April 2003
Table of Contents
Part 1: Scope of Application 1
A. Introduction 1
B. Banking, securities and other financial subsidiaries 1
C. Significant minority investments in banking, securities and other financial entities 2
D. Insurance entities 2
E. Significant investments in commercial entities 4
F. Deduction of investments pursuant to this part 4
Part 2: The First Pillar - Minimum Capital Requirements 6
I. Calculation of minimum capital requirements 6
II. Credit Risk - The Standardised Approach 6
A. The standardised approach - general rules 6
1. Individual claims 7
(i) Claims on sovereigns 7
(ii) Claims on non-central government public sector entities (PSEs) 8
(iii) Claims on multilateral development banks (MDBs) 8
(iv) Claims on banks 9
(v) Claims on securities firms 10
(vi) Claims on corporates 10
(vii) Claims included in the regulatory retail portfolios 11
(viii) Claims secured by residential property 11
(ix) Claims secured by commercial real estate 12
(x) Past due loans 12
(xi) Higher-risk categories 13
(xii) Other assets 13
(xiii) Off-balance sheet items 13
2. External credit assessments 14
(i) The recognition process 14
(ii) Eligibility criteria 14
3. Implementation considerations 15
(i) The mapping process 15
(ii) Multiple assessments 15
(iii) Issuer versus issues assessment 15
(iv) Domestic currency and foreign currency assessments 16
(v) Short term/long term assessments 16
(vi) Level of application of the assessment 17
(vii) Unsolicited ratings 17
B. The standardised approach - credit risk mitigation 17
1. Overarching issues 17
(i) Introduction 17
(ii) General remarks 18
(iii) Legal certainty 18
2. Overview of Credit Risk Mitigation Techniques 1
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