公司治理的综效跟风险管理.pptVIP

* * * * 平均 A B 精品资料网 风险性之资本配置 营运性之资本配置 风险模型 极大化模型 在风险限制条件 下之资本配置 营运绩效目标 调整风险后的绩效评估 营收–资金成本–预期损失 经济资本 资本配置、风险模型、与绩效评估 精品资料网 敬请指教谢谢！ 精品资料网 * * * * * * * * * * * * * * * * * The new capital accord would consist of thre basic pillars. Taken together they are seen as essential to the working of an effective regulatory capital framework 1) A minimum capital requirement, which seeks to expand on and develop the concept of standardized rules to calculate a minimum level of capital for any institution. 2) A Supervisory review of an institution’s capital adequacy and internal assessment process.