150318_政大风险管理与保险_巴塞尔资本协定概论讲解.pdf

The Basel Capital Accord: An Overview Department of Risk Management and Insurance, NCCU 18th March, 2015 Katherine Hsu hikatherine@ Disclaimer: My views expressed herein are my own and do not necessarily reflect those of the JCIC or its staff. 1 Basel III builds upon and enhances the regulatory framework provided by Basel II and Basel 2.5 (ie the Enhancements to Basel II), which now form integral parts of the Basel III framework. The full set of requirements is referred to as “Basel III”. 2 Agenda • Background – Historical perspectives – Banking Banana Skins – G20 responses to the financial crisis • The Basel Capital Accord – Basel Committee on Banking Supervision (BCBS) – Definitions and basic concepts – Basel I – Basel II – Basel 2.5 (Enhancements to Basel II) – Basel III • Basel III monitoring report • Important supervisory guidance and best practices (updated) • Issues related to the Basel framework • What’s next? • Conclusions 3 Background Historical Perspectives • The 1970s: structural changes in the economic environment in the US – Supply shocks: 1974 and 1979 – Collapse of Bretton Woods System • Persistent US balance of payments deficits • Speculation – Deregulation –