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
cyclical capital charge 逆循环的资本计提
countercyclical capital charge 逆循环的资本计提
counter-cyclical capital charge 逆循环的资本计提
charge to capital 资本支出
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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