美国银行经济资本培训美国银行监管资本.pptVIP

February 8, 2006 Page # Bank of AmericaRegulatory Capital美国银行监管资本 View to Long-Term Benefits of Basel II巴塞尔二号协议的长期利益 Data Defect Prevention and Correction 数据误差的防止与纠正 Line of Business policies and procedures at the source-system entry-point must be the primary means of ensuring data accuracy 为了确保数据准确性，首要措施必须时在来源系统的切入点建立严格的业务线检查规则和程序 Incorrect data will be corrected on the system of record, thereby allowing accurate data to flow to all downstream systems and precluding the necessity of correcting it multiple times in multiple places 记录系统将纠正有误差的数据，这样便可确保准确数据接入所有下游系统，以免有必要在多处多次纠正 Data in MIS repositories will be temporarily ‘scrubbed’ for current period reporting on an exception basis, when incorrect data has a material impact on parameters and/or calculated capital. It must also be corrected on the source system 如果有误差的数据对参数和/或计算的资本产生重大影响，可以采取例外行动，对管理信息系统数据库的现期报告进行临时“擦洗”。同时还必须在来源系统加以纠正。 Historical reference data correction may be performed in MIS repositories, where this improves parameter creation and / or calculations materially and is cost-effective 可以对管理信息系统数据库的历史参照数据进行纠正（前提是这样做能够大幅度改进参数生成和/或计算，而且成本效益合理） Data Storage 数据的储存 The information required for Basel II compliance will be stored in an electronic format to allow timely retrieval for analysis, validation of risk rating systems, and required disclosures. 遵守巴塞尔二号协议所需的信息将以电子形式储存，以便及时调出进行分析，用于验证风险评级系统，以及完成规定的信息披露。 Minimum IRB data requirements can be achieved by melding together existing accounting, servicing, processing, workout and risk management systems, provided the linkages among these systems are well documented and include sufficient edit and integrity checks to ensure the data can be used reliably 为了遵守最低限度IRB数据规定，可将现有的会计、服务、处理、风险管理系统加以整合，前提是对这些系统之间的关联加以准确的记录，同时进行充分的编辑和健全性检查，以确保数据能可靠使用 Confidential and Proprietary materials. For use only by China Construction Bank and Bank of America personnel. See applicable contract.内部资料，注意保密。仅供中国建设银行及美国银行工作人员使用。参见相关的合同。 The Basel Accord is an international ba