巴塞尔协议III中文版

巴塞尔协议III中文版
巴塞尔协议III中文版目录概述...................................................................................................10导言…………………………………………………………………………………...10第一部分新协议的主要内容............................................................................11第一支柱：最低资本要求..........................................................................11信誉风险标准法................................................................................11内部评级法（Internalratings-based(IRB)approaches）.................12公司、银行和主权的风险暴露...........................................................13零售风险暴露....................................................................................14专业贷款（Specialisedlending）.....................................................14股权风险暴露（Equityexposures）.................................................14IRB法的实施问题.............................................................................15证券化..............................................................................................15操作风险...........................................................................................16第二支柱和第三支柱：监管当局的监督检查和市场纪律..........................17监管当局的监督检查.........................................................................17市场纪律...........................................................................................18新协议的实施............................................................................................18朝新协议过渡....................................................................................18有关前瞻性问题................................................................................19跨境实施问题....................................................................................20今后的工作................................................................................................20第二部分:对QIS3技术指导文件的修改...........................................................21导言21允许使用准备...........................