巴塞尔加强银行体系资本要求的改革方案-最新

Centralbahnplatz2·CH-4002Basel·Switzerland·Tel:[phone]·Fax:[phone]·[e-mail]1/7PressreleasePressenquiries:[e-mail]’spackageofreformswillincreasetheminimumcommonequityrequirementfrom2%to4.5%.Inaddition,bankswillberequiredtoholdacapitalconservationbufferof2.5%towithstandfutureperiodsofstressbringingthetotalcommonequityrequirementsto7%.ThisreinforcesthestrongerdefinitionofcapitalagreedbyGovernorsandHeadsofSupervisioninJulyandthehighercapitalrequirementsfortrading,derivativeandsecuritisationactivitiestobeintroducedattheendof2011.MrJean-ClaudeTrichet,PresidentoftheEuropeanCentralBankandChairmanoftheGroupofGovernorsandHeadsofSupervision,saidthat“theagreementsreachedtodayareafundamentalstrengtheningofglobalcapitalstandards.”Headdedthat“theircontributiontolongtermfinancialstabilityandgrowthwillbesubstantial.Thetransitionarrangementswillenablebankstomeetthenewstandardswhilesupportingtheeconomicrecovery.”MrNoutWellink,ChairmanoftheBaselCommitteeonBankingSupervisionandPresidentoftheNetherlandsBank,addedthat“thecombinationofamuchstrongerdefinitionofcapital,higherminimumrequirementsandtheintroductionofnewcapitalbufferswillensurethatbanksarebetterabletowithstandperiodsofeconomicandfinancialstress,thereforesupportingeconomicgrowth.”IncreasedcapitalrequirementsUndertheagreementsreachedtoday,theminimumrequirementforcommonequity,thehighestformoflossabsorbingcapital,willberaisedfromthecurrent2%level,beforetheapplicationofregulatoryadjustments,to4.5%aftertheapplicationofstricteradjustments.Thiswillbephasedinby1January2015.TheTier1capitalrequirement,whichincludescommonequityandotherqualifyingfinancialinstrumentsbasedonstrictercriteria,willincreasefrom4%to6%overthesameperiod.(Annex1summarisesthenewcapitalrequirements.)TheGroupofGovernorsandHeadsofSupervisionalsoagreedthatthecapitalconservationbufferabovetheregulatoryminimumrequirementbecalibratedat2.5%andbemetwithcommonequity,aftertheapplicationofdeductions.Thepurposeoftheconservationbufferistoensurethatbanksmaintainabufferofcapitalthatcanbeusedtoabsorblossesduringperiodsoffinancialandeconomicstress.Whilebanksareallowedtodrawonthebufferduringsuchperiodsofstress,theclosertheirregulatorycapitalratiosapproachtheminimumrequirement,thegreatertheconstraintsonearningsdistributions.Thisframeworkwillreinforcetheobjectiveofsoundsupervisionandbankgovernanceandaddressthecollectiveactionproblemthathaspreventedsomebanksfromcurtailingdistributionssuchasdiscretionarybonusesandhighdividends,eveninthefaceofdeterioratingcapitalpositions.Acountercyclicalbufferwithinarangeof0%–2.5%ofcommonequityorotherfullylossabsorbingcapitalwillbeimplementedaccordingtonationalcircumstances.Thepurposeofthecountercyclicalbufferistoachievethebroadermacroprudentialgoalofprotectingthebankingsectorfromperiodsofexcessaggregatecreditgrowth.Foranygivencountry,thisbufferwillonlybeineffectwhenthereisexcesscreditgrowththatisresultinginasystemwidebuildupofrisk.Thecountercyclicalbuffer,whenineffect,wouldbeintroducedasanextensionoftheconservationbufferrange.Thesecapitalrequirementsaresupplementedbyanon-risk-basedleverageratiothatwillserveasabackstoptotherisk-basedmeasuresdescribedabove.InJuly,GovernorsandHeadsofSupervisionagreedtotestaminimumTier1leverageratioof3%duringtheparallelrunperiod.Basedontheresultsoftheparallelrunperiod,anyfinaladjustmentswouldbecarriedoutinthefirsthalfof2017withaviewtomigratingtoaPillar1treatmenton1January2018basedonappropriatereviewandcalibration.SystemicallyimportantbanksshouldhavelossabsorbingcapacitybeyondthestandardsannouncedtodayandworkcontinuesonthisissueintheFinancialStabilityBoardandrelevantBaselCommitteeworkstreams.TheBaselCommitteeandtheFSBaredevelopingawellintegratedapproachtosystemicallyimportantfinancialinstitutionswhichcouldincludecombinationsofcapitalsurcharges,contingentcapitalandbail-indebt.Inaddition,workiscontinuingtostrengthenresolutionregimes.TheBaselCommitteealsorecentlyissuedaconsultativedocumentProposaltoensurethelossabsorbencyofregulatorycapitalatthepointofnon-viability.GovernorsandHeadsofSupervisionendorsetheaimtostrengthenthelossabsorbencyofnon-commonTier1andTier2capitalinstruments.TransitionarrangementsSincetheonsetofthecrisis,bankshavealreadyundertakensubstantialeffortstoraisetheircapitallevels.However,preliminaryresultsoftheCommittee’scomprehensivequantitativeimpactstudyshowthatasoftheendof2009,largebankswillneed,intheaggregate,asignificantamountofadditionalcapitaltomeetCentralbahnplatz2·CH-4002Basel·Switzerlan