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1、Bank of America Regulatory Capital 美国银行 监管资本,2,The Basel Accord is an international banking agreement that was first established in 1988. 巴塞尔协议是1988年首次订立的国际银行协议。 Countries who adopted the accord established a “risk-based” approach to regulating capital levels. 通过该协议的各国建立了“以风险为依据的”资本金额监管方式。 The inten
2、t of Basel regulation was to ensure worldwide capital adequacy, while driving the development of sound risk practices. 巴塞尔规则的意图是确保全球银行都具有重组的资本金，同时促进各国发展健全的风险管理方法。 Basel II was finalized in June 2004 with the intent to more closely align regulatory capital with underlying risks. 巴塞尔二号协议于2004年6月修订，目的在
3、于使监管资本与对应的风险保持一致。 Basel II regulatory capital calculations require a great deal of data and far-reaching operating and market disclosures. 巴塞尔二号协议对监管资本的计算方式要求拥有大量数据，并要求在运营和市场方面作出广泛的 信息披露。 Bank of America will be required to begin parallel processing of advanced credit, market, and operational regula
4、tory capital methodologies for consolidated U.S. reporting beginning in 2008. 根据规则的要求，美国银行将于2008年开始在美国业务综合报告中同时采用先进的信用、市场、 运营监管资本计算方法。,Basel II 巴塞尔二号协议,3,Achieve successful and timely compliance with the Basel II Accord, consistent with regulatory guidance and deadlines on a global basis. 成功而及时地遵守巴塞
5、尔二号协议，在全球遵循该协议所提出的指导意见和工作完成期限。Position the bank to take advantage of capital relief available under the Basel II rules. 使银行能够利用巴塞尔二号协议规则的资本宽减规定。Significantly improve Bank of Americas risk information, risk infrastructure, and risk management processes by: 大幅度改进美国银行的风险信息、风险基础设施、风险管理，具体措施包括： driving i
6、mproved data quality at system of origination, 从初始系统入手提高数据质量， replacing outdated credit risk technical platforms, 更换过时的信用风险管理技术平台， strengthening the alignment of financial and risk management information, and 进一步协调金融信息和风险管理信息，并且 addressing existing control and process deficiencies. 纠正控制和流程方面现存的不足之处。
7、,Bank of America Basel II Plus Objectives 美国银行巴塞尔二号协议后续项目的目标,4,Specific disclosure reports 具体的信息披露报告 Additional data requirements 其他数据要求,Data flows and control processes数据流及控制流程 Calculation engine 计算系统 Roles and responsibilities 岗位及职责,Required and optional process changes必要及可选的流程调整 Recognition of cr
8、edit risk mitigation信用风险减轻的认定,Data attributes 数据属性 Data quality 数据质量 Data model 数据模型 Data definitions 数据定义,Calibration techniques 校准方法 Treatment choices and options 对策及选择 Risk modeling 风险模拟,Governance and controls 内部监督及控制措施 Process and policy 流程及政策 Historical data 历史数据,Integration with current regul
9、atory reporting 与现有监管报告融合 Local legal entity requirements 地方法人实体要求 Parallel run of Basel I and Basel II 巴塞尔I和巴塞尔II同时运行,Common Data & Definitions 通用数据及定义,Qualification 达标要求,Methodology & Analytics 方法及分析,Calculation Requirements 计算要求,Transformational Initiatives 改革措施RISK MANAGEMENT 风险管理 FINANCE 财务 TEC
10、HNOLOGY 技术 OPERATIONS 运营,Efficient Credit Process:高效率的信贷流程 Underwriting 核贷 Approvals 审批 Risk Rating 风险评级 Administration 信贷管理 Credit Review 信贷审核,Active Portfolio Management: 积极的资产管理 Limit Monitoring 止损监督 Risk Reporting 风险报告 Problem Asset Management 问题资产管理 Hedging Strategy 对冲策略 Tactical Rebalancing 战术
11、性重新调整,Value Realization: 价值实现 Pricing 定价 Business Unit Profitability 业务单位可赢利性 Relationship Profitability 关系可赢利性 Targeting 目标管理 Strategic Positioning 战略定位,Reconcilable Views 可调和的视图,Consistent Hierarchies 保持层级机构 的一致性,High Quality Data 高质量数据,Process Requirements 流程要求,Implementation of Requirements for
12、Risk-Weighted Assets 实施风险加权资产要求,Integration with Regulatory Reporting 与监管报告融合,Pillar 3 Reporting Requirements 支柱3报告要求,View to Long-Term Benefits of Basel II 巴塞尔二号协议的长期利益,PRIOR STATE 以往的状况,TARGET 目标,5,Minimum Basel II compliance requires data standards that support credible and reliable risk estimate
13、s as well as the institutions broader risk management and reporting needs 要遵守巴塞尔二号协议的最低限度规定，就必须建立严格的数据标准，能够做出可信可靠的风险估计，并满足全银行风险管理和报告工作的需要 The following principles apply to all data required for Basel II compliance, including both internal and external market, operational and credit risk data 以下各项原则适
14、用于遵守巴塞尔二号协议所需的所有数据，包括内部和外部市场、运营、信用风险等方面的数据Data Standards Development 数据标准的制定 Minimum data quality standards and metrics will be developed based on meeting the requirements for Basel II compliance 银行将根据遵守巴塞尔二号协议的需要而制定最低限度的数据质量标准和指标 Responsibility for defining data quality requirements and establishin
15、g data quality standards lies with the Basel II Program Office and the following units that are ultimately responsible for parameter setting and external reporting 银行的巴塞尔二号协议方案管理办公室负责确定数据质量需要和制定数据质量标准，有下列单位具体负责制定规则和对外报告： Risk Capital and Portfolio Analysis (RCPA) Executive for data used to set param
16、eters 风险资本和贷款组合分析部（ RCPA）高级主管负责收集制定规则所需的数据 Regulatory Reporting and Finance Executives for data that impacts external reporting 监管报告部和财务部高级主管负责收集用于对外报告的数据 Corporate Analysis and Reporting for Pillar 3 (particularly if they have unique data requirements) 企业分析与报告部负责第三支柱（特别是独特的数据需要） More stringent Risk
17、 Management or Line of Business requirements may supersede these standards 银行有可能需要实行比上述标准更严格的风险管理规则和业务线规则 Data Standards Compliance 数据标准的遵守 Meeting the target metrics for both transactional and derived data is the responsibility of the organizations that create the data as part of their business processes 在业务过程中生成交易数据和衍生数据的部门有责任遵守相关的数据指标 Scorecards by Line of Business, System of Record and Management Information System (MIS) repository will support Enterprise-level data metrics 业务线、记录系统、管理信息系统（ MIS）数据库的记录将用于达到整个企业的数据指标,
