银行监管本管讲座.pdf

Bank of America on Regulatory Capital 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。 Basel II 巴塞尔二号协议 The Basel Accord is an international banking agreement that was first established in 1988. 巴塞尔协议是1988年首次订立的国际银行协议。 Countries who adopted the accord established a “risk-based” approach to regulating capital levels. 通过该协议的各国建立了“ 以风险为依据的”资本金额监管方式。 The intent of Basel regulation was to ensure worldwide capital adequacy, while driving the development of sound risk practices. 巴塞尔规则的意图是确保全球银行都具有重组的资本金，同时促进各国发展健全的风险管理方法。 Basel II was finalized in June 2004 with the intent to more closely align regulatory capital with underlying risks. 巴塞尔二号协议于2004年6月修订，目的在于使监管资本与对应的风险保持一致。 Basel II regulatory capital calculations require a great deal of data and far-reaching operating and market disclosures. 巴塞尔二号协议对监管资本的计算方式要求拥有大量数据，并要求在运营和市场方面作出广泛的 信息披露。 Bank of America will be required to begin parallel processing of advanced credit, market, and operational regulatory capital methodologies for consolidated U.S. reporting beginning in 2008. 根据规则的要求，美国银行将于2008年开始在美国业务综合报告中同时采用先进的信用、市场、 运营监管资本计算方法。 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。 2 Bank of America Basel II Plus Objectives 美国银行巴塞尔二号协议后续项目的目标 • Achieve successful and timely compliance with the Basel II Accord, consistent with regulatory guidance and deadlines on a global basis. 成功而及时地遵守巴塞尔二号协议，在全球遵循该协议所提出的指导意见和工作完成期限。 • Position the bank to take advantage of capital relief available under the Basel II rules. 使银行能够利用巴塞尔二号协议规则的资本宽减规定。