_巴塞尔协议_对中国商业银行经营绩效的影响_周玉婷.docxVIP

2.2《巴塞尔协议I》的主要内容和特点巴塞尔委员会成立早其就发现了资本充足率的控制对于监管可能会起到的作用,委员会提供了一种标准,方便各国互相参考比对各国监管情况,并对此框架不停的修改和丰富。这些年的修改补充与《1988年资本协议》一起便组成了举世闻名的《巴塞尔协议I》。2.2 The main content and characteristics of the Basel IThe Basel committee has found its effect of capital adequacy ratio control on supervision. The committee provides a standard to let different countries refer to each other’ supervision situation, and modifies and enriches its framework in continuity. These changes complement with the Capital Accord in 1988 formed the world-famous Basel I.2.2.1《巴塞尔协议I》的主要内容《巴塞尔协议I》从以下四个方面出发展开了对全球金融的监管分析:2.2.1 Main contents of Basel IThe Basel I goes a supervision analysis from the following four aspects for regulation of global finance:资本构成资本主要分为核心和附属两种,这里我们所说的核心资本指的是股权资本与公共的储备金,而附属资本则有除去公共储备金之外的资本和资金重新估算的储备、一般发生的债务资本公积金、坏账准备以及次级贷款等。其中股权资本和公开储备金相加要大于附属资本的存量。 Capital compositionCapital is mainly divided into core capital and affiliated capital, here what we call the core capital refers to the equity capital and the publics reserves, and affiliated capital includes the capital and reassessed funding reserves, general debt capital accumulation funds, bad debt preparation and subprime loans except public reserves. 风险权重《巴塞尔协议I》的一大创新就是采用了风险加权的方式核算资本,将0-100的百分制划成五等份,按照各项资本的风险高低来划分等级,风险越大的资本权重越高,反之,风险越小的资本权重越低。尽管关于资本充足的鉴定方式非常多,巴塞尔委员会选择以风险加权的方式核算资本不仅方便那些采用不同体系的各国银行相互对照,而且不会诱导各国银行持有高风险的资本。 Risk weightA great innovation of Basel I is the way adopting risk weighted method to calculate capital, drawing0-100 into five equal parts, according to the capital risk ranking to classify the grading of risk of different capitals. The greater the risk, the higher capital weights is.On the contrary, the smaller the risk, the lower the weight of capital is. Although there are many ways in appraisal about the capital adequacy, the Basel committee chose risk-weighted method to calculate capital, not only convenient for the different ways of accounting system of the banks against each other, but also not induce them to hold