澳洲银行巴塞尔2的3大支柱教程.ppt

BASEL II CAPITAL ACCORD Basel II extends Basel I to increase sensitivity to different levels of asset and OBS business risk Main elements of Basel II Credit risk of bank’s assets and OBS business (as for Basel I) Market risks of bank’s trading activities Operational risks of bank’s business operations Form and quality of capital held to support these exposures Risk identification, measurement and management processes adopted Transparency through accumulation and reporting of information * APRA? RELEASES BASEL II REPORTING REQUIREMENTS WEDNESDAY, 06 FEBRUARY 2008NO. 08.01FOR IMMEDIATE RELEASE The Australian Prudential Regulation Authority (APRA) today released its reporting requirements for authorised deposit-taking institutions (ADIs) under the new Basel II capital adequacy regime, known as the Basel II Framework (the Framework).? The reporting requirements have been finalised after consultation with industry and other interested parties. They deal with the calculation of minimum regulatory capital for credit risk, market risk, operational risk and, for ADIs approved by APRA to use the Basel II advanced approaches, interest rate risk in the banking book.? APRA is also releasing a response paper that addresses issues raised in submissions on the draft reporting proposals put out in September 2007.? The majority of ADIs in Australia are using the standardised approaches available under the Framework. The reporting requirements for these ADIs broadly replicate the previous capital reporting requirements, with some additions in areas such as operational risk and securitisation. For ADIs approved by APRA to adopt the Basel II advanced approaches, the bulk of the reporting requirements are new.? The full suite of Basel II reporting standards comes into effect on 1 April 2008 and the first submission of data will cover the period 1 January 2008 to 31 March 2008.? The suite of reporting standards, forms and instructions and the response paper are available on APRA’s we