文档介绍：Main Contents
What Is the Function of Bank Capital?
How Much Capital Is Adequate?
The Effect of Capital Requirements on Bank Operating Policies
《资本充足率管理办法》
新资本协议问答
银监会关于新资本协议的意见
The function of bank capital
Reduce bank risk.
Three basic ways:
A cushion to absorb losses and remain solvent
Increases the proportion of allowable problem assets that can default before equity is depleted.
吸收非预期损失
A ready access to financial markets and thus guards against liquidity problems
Constrains growth and limits risk taking
Impact of loan loss on capital
Capital: 4
Total: 100
Total:100
Borrowings:16
Other:40
Deposits:80
Loans:60
Liabilities
Assets
Balance Sheet of Big Four: 2002/12/31
Assets
Liabilities
100 m
%
100m
%
Loans
81,549

Deposits
110,252

Other
53,946

Borrowings
20,162

Capital
5,082

Total
135,495
100
Total
135,495
100
US banks: Capital/Assets(%)
Impact of loan loss on capital: 1%
Capital: 4
Total:100
Total:100
Borrowings:16
Other:40
Deposits:80
Loans:60
Liabilities
Assets
Impact of loan loss on capital: %
Capital: 04
Total: 96100
Total:96100
Borrowings:16
Other:40
Deposits:80
Loans:5660
Liabilities
Assets
Impact of loan loss on capital: 10%
Capital:- 24
Total:94100
Total:94100
Borrowings:16
Other:40
Deposits:80
Loans:5460
Liabilities
Assets
Impact of loan loss on capital: 10%
Capital:- 24
Total:102100
Total:102100
Borrowings:16
Other:40
Deposits:80
Deposits: 8
Loans:5460
Loans:8
Liabilities
Assets
Ready access to financial markets
Adequate bank capital minimizes operating problems by providing ready access to financial markets.
As long as a bank’s capital exceeds the regulatory minimums, it can stay open and has the potential to generate earnings to cover losses and expand.
Failures are tied directly to market values, not accounting values.
When regulators guarantee bank debt, capital is meaningless. Capital serves the same purpo