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1、A New Capital Adequacy Framework:Pillar 3 Market DisciplineConsultative PaperBasel Committee on Banking SupervisionBasel January 2000Table of ContentsEXECUTIVE SUMMARY .11.GENERAL REMARKS.12.RATIONALE FOR ENHANCED CAPITAL DISCLOSURES.23.DISCLOSURE GUIDANCE.4CAPITAL STRUCTURE.4Recommendation 1.4Recom
2、mendation 2.5RISK EXPOSURES.5Recommendation 3.5CAPITAL ADEQUACY MEASURES.6Recommendation 4.6Recommendation 5.7Recommendation 6.8Transparency GroupChairwoman: Ms Susan Krause (to October 1999) Office of the Comptroller of the Currency, Washington, D.C.Chairman: Mr Jan Brockmeijer (since October 1999)
3、 De Nederlandsche Bank N.V.BelgiumMr Luc Van CauterCommission Bancaire et FinancireCanadaMs Nancy SinclairOffice of the Superintendent of Financial InstitutionsFranceM Christian DelhommeCommission BancaireGermanyHerr Karl-Heinz HillenDeutsche BundesbankHerr Michael WendtBundesaufsichtsamt fr das Kre
4、ditwesenItalyDott. Antonio RenziBanca dItaliaJapanMr Yasuhiro FujieBank of JapanMr Kozo IshimuraFinancial Supervisory AgencyLuxembourgM Guy HaasCommission de Surveillance du Secteur FinancierNetherlandsMr Alfred VerhoevenDe Nederlandsche Bank N.V.SwedenMs Brita bergFinansinspektionenSwitzerlandMr Ro
5、lf GertschEidgenssische BankenkommissionUKMs Jane BlackburnFinancial Services AuthorityUSMr Gerald EdwardsFederal Reserve BoardMr Greg EllerFederal Reserve BoardMr Tom ReesOffice of the Comptroller of the CurrencyMs Inga SwannerOffice of the Comptroller of the CurrencyMr William StarkFederal Deposit
6、 Insurance CorporationMs Sarah DahlgrenFederal Reserve Bank of New YorkEUMr Patrick BradyEuropean CommissionSecretariatMr Magnus OrrellBasel Committee on Banking Supervision, Bank for International Settlements1A New Capital Adequacy Framework: Pillar Three - market disciplineExecutive summaryThis pa
7、per provides detailed guidance on what disclosures should be made in order to advance the role of market discipline in promoting bank capital adequacy. It is designed to support and strengthen the third pillar of the consultative paper A New Capital Adequacy Framework issued by the Basel Committee i
8、n June 1999.The issuance of this paper is a component of the Basel Committees ongoing effort to promote enhanced transparency and effective market discipline worldwide. It is a key part of the Committees attempt to enhance capital disclosures and seeks to elaborate on disclosures that should be made
9、 in order to advance the role of market discipline in promoting bank capital adequacy.The recommendations in this paper fall into three areas: structure of capital, risk exposures and capital adequacy. The Basel Committee is firmly committed to improving public disclosure and market discipline, and
10、invites comments on this paper on same timeframe as the consultation on A New Capital Adequacy Framework (i.e. by 31 March 2000).As discussed in the consultative paper A New Capital Adequacy Framework, the focus of the new Framework and, consequently, of the third pillar will be on internationally a
11、ctive banks. However, the Frameworks guiding principles, as embodied in the three pillars, are generally suitable for any bank in any jurisdiction, although full account should be taken of individual circumstances.The Basel Committee recognises that the recommendations contained in this paper may need to be expanded on as debate on the consultative paper A New Capital Adequacy Framework develops and th
