...式(2.7),得 监管资本要求(TCR):资本要求(K)×违约风险暴露(EAD)+市场风险资本要求 (CRMR)+操作风险资本要求(CROR) (2.8) 从式(2.8)可以看出,在资本充足率要求一定(以8%为例)的情况下,银 行的监管资本,取决于信用风险的资本要求和市...
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第三,在操作风险损失频率与损失严重程度基础上,从理论角度考察了操作风险资本要求计算方法在商业银行中的应用。
Third, we discuss the application of all methods in commercial Banks on the basis of frequency of loss and severity of loss.
巴塞尔委员会于2004年6月26日颁布了《巴塞尔新资本协议》,新资本协议要求对操作风险进行量化并将其纳入了资本监管要求。
New Basel Capital Accord, issued by Basel Committee on June 26th, 2004, which brings operational risk into measurement framework and the capital supervising framework.
巴塞尔新资本协议提供三种操作风险衡量方法,要求银行可以选择合适的方法对操作风险进行衡量,为操作风险配置相应的资本金。
The Basel capital agreement provides three operation risk weight method, requests the banks choosing the appropriate method to measure the operational risk, to allocate corresponding capital in cash.
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