巴塞尔RCAP评估结果(欧洲).pdf

Basel Committee on Banking Supervision Regulatory Consistency Assessment Programme (RCAP) Assessment of Basel III G-SIB framework and review of D-SIB frameworks – European Union June 2016 This publication is available on the BIS website (). © Bank for International Settlements 2016. All rights reserved. Brief excerpts may be reproduced or translated provided the source is stated. ISBN 978-92-9197-549-5 (print) ISBN 978-92-9197-550-1 (online) Contents Glossary iv Executive summary 1 Response from the EU authorities 2 1. G-SIB assessment 3 1.1 Context 3 1.2 Scope of the assessment 5 1.3 Main findings 7 1.4 Detailed assessment findings 7 1.5 Observations specific to implementation practices in the EU 8 2. D-SIB review 10 2.1 Context10 2.2 Scope and methodology of the review 12 2.3 Results of the review 12 Annex 1: RCAP Assessment Team, Review Team and Peer Review Board 16 Annex 2: Local regulations issued by the EU to implement the Basel G-SIB framework 17 Annex 3: Financial indicators of the EU banking system and G-SIBs 18 Annex 4: Materiality assessment 20 Annex 5: EBA summary of the EU Pillar 2 supervisory review process, as applied to G-SIBs and D-SIBs21 Regulatory Consistency Assessment Programme – SIB frameworks – European Union iii Glossary BCBS Basel Committee on Banking Supervision C Compliant (grade) CET1 Common Equity Tier 1 CRD Capital Requirements Directive CRR Capital Requirements Regulation D-SIB Domestic systemically important bank EBA European Banking Au