|
Supervisory Framework for Measuring and Controlling Large Exposures - Final Standard(2014.4.15 ) 摘
要:This Basel Committee on Banking Supervision standard sets out a
supervisory framework for measuring and controlling large exposures.
The
framework is scheduled to take effect from 1 January 2019 and will
supersede the Committee's 1991 standard on this topic.
Since publication
of the original standard, the financial system has changed
dramatically.
While many jurisdictions modelled their national rules
after the Committee's 1991 guidance, there have been inconsistent
results across jurisdictions due to differences in measures of exposure,
measures of capital and numerical limits.
The revised framework will
help ensure a common minimum standard for measuring, aggregating and
controlling single name concentration risk across jurisdictions. 详情请见: http://www.bis.org/publ/bcbs283.htm 附件: http://www.bis.org/publ/bcbs283.pdf |