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| Identificatore numerico | 1984 |
| Identificatore completo | BaselCommitteeonBankingSupervision99a |
| Autore/i | Basel Committee on Banking Supervision |
| Anno | 1999 |
| Titolo | A New Capital Adequacy Framework |
| Tipo di Pubblicazione | paper |
| Altre Informazioni | Basel, June Web Download. |
| Keywords | Requisiti patrimoniali - Revisione accordo di Basilea |
| Abstract | The Basel Committee on Banking Supervision has decided to introduce a new capital adequacy framework to replace the 1988 Accord. The Committee seeks views on its proposed approaches and on its plans for future work.
This new capital framework consists of three pillars: minimum capital requirements, a supervisory review process, and effective use of market discipline. With regard to minimum capital requirements, the Committee recognises that a modified version of the existing Accord should remain the "standardised" approach, but that for some sophisticated banks use of internal credit ratings and, at a later stage, portfolio models could contribute to a more accurate assessment of a bank's capital requirement in relation to its particular risk profile. It is also proposed that the Accord's scope of application be extended, so that it fully captures the risks in a banking group.
The Committee seeks comments from all interested parties by 31 March 2000, and plans to set forth more definitive proposals later in the year 2000. |
| Importanza | media |
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