委员会在新框架中明确提出要对这些风险提出相应的资本要求(capital charge),但现在所面临的困难是如何加以衡量与量化。就信誉、法律风险而言,衡量与量化很难做到;而就操作风险而言,一些银行也是刚刚着...
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Kupiec (2001) 以S&P 一年期的评等资料,计算标准与基础IRB 法所算出来的资本费用 (capital charge) 发现,BBB 级以上的,IRB 法比标准法的费用少;BBB 级以下的,标准法资本费用比IRB 法少;其中 B 级 (含以下) 的均超过 8% (198...
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....com豆丁网 义为公司的税后净营业利润(Net Operating Profit After Tax,NOPAT)与该公司加权平均的资本成本(Capital Charge,CC)间的差额,用公式表示为:EVA=NOPAT—CC 因此,只有当公司利润高于其加权平均的资本成本时, ...
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Annual capital charge rate 年均资本回收率
annual capital charge 年度资本费用
capital charge ratio 资本充足率
capital charge ration 资本充足率
Overall Capital Charge 整体资本负责
cyclical capital charge 逆循环的资本计提
countercyclical capital charge 逆循环的资本计提
What matters most for many non-G10 countries is that capital charge for operational risk is simply an add-on to overall capital.
非十国集团国家最为关注的是,将操作风险纳入的资本监管将总体上增加资本要求。
European banks which operated only under a risk-weighted capital regime were able to buy those very same assets because they attracted a low capital charge.
在风险加权资本体制下运作的欧洲银行则可以购买此类证券化资产,由于此类资产需要较低的资本补充。
One report suggests he was in charge of several road checkpoints around the capital, which were a key part of security defences.
一份报道显示,他负责首都周围几个道路检查点的安全,这是安全防御的关键部分。
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