美国银行风险限额管理讲座_Image_Marked.pdf

Bank of America on Risk Limits Exposure Definitions “风险暴露/ 敞口”的定义 Total Risk Exposure (TRE) 总风险暴露 Intraday Exposure 当天风险敞口 Binding Exposure Non-Binding 约束性风险敞口 Exposure 非约束性风险敞口 Unutilized Utilized Exposure已使 Binding Uncommitted exposure: Daylight Overdraft Limits当 用敞口 Exposure非使 guidance or advised lines 天透支限制 用的约束性风 including credit card lines Settlement Limits for:额度 险敞口 未承诺的风险敞口：指导 Outstandings: loans leases, 用于： overdrafts余款：贷款及租赁、 性或者建议性业务，包括 透支 Unused binding 信用卡业务 - Foreign Exchange (FX) 外 Issued contingent exposure: loan, lease 币兑换 letter of credit Unused traded products Trade Standby L/Cs发布的或 有敞口：贸易及备用信用证 (L/C) limits Including: - Automated Clearing House commitments未使 (ACH) 自动票据交换中心 Banker’s acceptances (BAs) 用的限制性贷款、 - Product limits未使用交易 银行承兑汇票(BAs) 租赁和信用证（L/C） 产品限制包括： - Securities Settlement有价证 Traded Product Usage (MTM, 承诺 券结算 net of derivative collateral