バーゼル2(新しい自己資本比率規制)見直しを巡る動き--「自己資本の質の向上」を中心に

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  • バーゼルⅡ（新しい自己資本比率規制）見直しを巡る動き : 「自己資本の質の向上」を中心に
  • バーゼル 2 アタラシイ ジコ シホン ヒリツ キセイ ミナオシ オ メグル ウゴキ ジコ シホン ノ シツ ノ コウジョウ オ チュウシン ニ
  • Debates on Strengthening the Basel II Framework : With a Focus on Improving the Quality of Bank Capital

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type:Departmental Bulletin Paper

The G-20 leaders at their financial summitagreed that they will work toward preventinga recurrence of the financial crisis and marketturmoil. In response, banking authorities areincreasingly realizing that the Basel II frameworkfailed to prevent the financial crisis, andthe Basel Committee on Banking Supervisionis discussing making enhancements to theframework by the end of this year. Specifically,the consultative documents reveal that thecommittee is looking to enforce revisions including the following: 1) the core capital shallcomprise voting common shareholders’ equityand retained earnings, the parts of the capitalbase most capable of absorbing losses (improvingthe quality of the capital base) and 2) inaddition to the current minimum capital-toassetratio, a new requirement shall be imposedon banks to retain the minimum narrowly-definedcore capital-to-asset ratio. The revisions to the Basel II framework will have an impacton the entire Japanese banking industry -- notonly banks engaging in international transactions(banks subject to the internationalstandard) but also regional financial institutionssubject only to the domestic standard. In this paper, I will focus on revisions put forwardso far that concern improving the quality of thecapital base, and discuss the impact on Japanesefinancial institutions and the future outlook.

identifier:彦根論叢, 第384号, pp. 74-93

identifier:The Hikone Ronso, No.384, pp. 74-93

Journal

  • 彦根論叢

    彦根論叢 第384号 74-93, 2010-06

    滋賀大学経済学会

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