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1、Risk Limits at Bank of America,China Construction Bank Charlotte, North Carolina, USA August 28, 2006,January 4th, 2005,January 4th, 2005,78,Confidential and Proprietary materials. For use only by China Construction Bank and Bank of America personnel. See applicable contract.,Exposure Definitions “风
2、险暴露/敞口”的定义,Total Risk Exposure (TRE) 总风险暴露,Intraday Exposure当天风险敞口,Binding Exposure约束性风险敞口,Non-Binding Exposure 非约束性风险敞口,Utilized Exposure已使用敞口,Unutilized Binding Exposure非使用的约束性风险敞口,Daylight Overdraft Limits当天透支限制 Settlement Limits for:额度用于： - Foreign Exchange (FX) 外币兑换 - Automated Clearing House (
3、ACH) 自动票据交换中心 - Securities Settlement有价证券结算 - Repos/Reverse Repos回购/反向回购协议 - Other Trading其它交易 Orders to Pay将付的订单,Uncommitted exposure: guidance or advised lines including credit card lines未承诺的风险敞口：指导性或者建议性业务，包括信用卡业务 Unused traded products limits Including: - Product limits未使用交易产品限制包括： 产品限制,Unused b
4、inding loan, lease & letter of credit (L/C) commitments未使用的限制性贷款、租赁和信用证（L/C）承诺 Committed but unused traded products exposure承诺但未使用的贸易产品风险敞口,Outstandings: loans & leases, overdrafts余款：贷款及租赁、透支 Issued contingent exposure: Trade & Standby L/Cs发布的或有敞口：贸易及备用信用证 Bankers acceptances (BAs)银行承兑汇票(BAs) Traded
5、 Product Usage (MTM, net of derivative collateral)交易产品使用（盯市模型MTM，衍生工具抵押净额） Assets Held for Sale待售资产 Foreclosed Property没收的财产 Securitized Assets证券化资产,79,Confidential and Proprietary materials. For use only by China Construction Bank and Bank of America personnel. See applicable contract.,Total Risk E
6、xposureTotal Risk Exposure 总风险暴露,Calculating Total Risk Exposure (TRE)计算总风险暴露 Legally separate but related borrowers treated as a single obligor due to economic interdependence法律上分开对待，但究其经济独立性，则借方被看作同一个债务人 Common ownership / control普通所有权/控制权 Financial strength or credit support derived from relation
7、ship with affiliates集团关系的财务实力或信贷支持 Exposure Types 风险敞口类型 Traditional Credit / Finance传统的信贷/金融 Traded and Derivative Products with Counterparty Exposure带有订约方风险敞口的交易以及衍生产品 Base Issuer Exposure基础发行方风险敞口 Exposure with other BAC Lines of Business (GCIB, Leasing, Business Credit Card, etc.) is included in
8、 TRE TRE包括其它BAC商业业务（GCIB、租赁、商业信用卡等）的风险敞口,80,Confidential and Proprietary materials. For use only by China Construction Bank and Bank of America personnel. See applicable contract.,Intraday Exposure当天风险敞口,Products or transactions that increase the clients risk profile足以增加客户风险相关的产品或者交易 Treasury Manage
9、ment Products 财政管理产品 Daylight Overdrafts当天透支款项 ACH LimitsACH限额 Controlled Disbursement控制支出 Foreign Exchange Settlement Limit外币兑换结算限额 Other types of settlement limits其它类型的结算限额,81,Confidential and Proprietary materials. For use only by China Construction Bank and Bank of America personnel. See applica
10、ble contract.,Exposure Aggregation Example风险敞口加总范例,Parent Company A and a related real estate holding company have the following BAC facilities. Both companies have the same ownership structure, and all of Bs property holdings are leased to A.母公司A和相关不动产有限公司拥有如下的BAC授信额度 。两个公司都拥有同样的所有权结构，并且所有B的财产被租给A.
11、,How is the exposure for this relationship classified?这种关系的风险敞口如何分类？,82,Confidential and Proprietary materials. For use only by China Construction Bank and Bank of America personnel. See applicable contract.,Exposure Calculation风险敞口的计算,Parent Company A母公司,Real Estate Holding Co. B不动产有限公司B,83,Confide
12、ntial and Proprietary materials. For use only by China Construction Bank and Bank of America personnel. See applicable contract.,Concentration limits: House Limits & Guidelines集中度限额：行內限额以及指导方针,Global,Dealer,Wealth &,Risk,Total,Latin,Middle中间市场,Business,Financial,Real不动产* *,Investment,Rate风险等级,Corp总公
13、司,GCIB,America拉丁美洲,Leasing租赁,Market,Capital商业资本,Services交易商金融服务,Estate,Management全球财富及投资管理,1,$1,600,$1,600,$350,$500,$500,$500,$500,$500,$300,2,$800,$800,$250,$500,$500,$500,$500,$500,$250,3,$400,$400,$200,$350,$350,$350,$350,$350,$200,4,$200,$200,$100,$175,$175,$175,$175,$175,$100,5,$100,$100,$60,$
14、100,$100,$100,$100,$100,$60,6,$50,$50,$25,$50,$50,$75,$50,$50 / $75,$30,* Real Estate Banking Risk Rate 6 House Guideline - $50MM for single project; $75MM for multiple project relationships 不动产在房屋指导方针中为6级单独项目$50MM；多种项目关系$75MM.,Global Business & Financial Services全球商务和金融服务,House Guidelines,($ Millio
15、ns)行內指导方针（百万美元）,House Limits ($ Millions) Based on net credit and country risk capital; exceptions warranted only by high level of approval.基于净信贷和国家风险资金，只有高层的批准才可以例外。 Maximum Credit Capital Limit of $7.5MM with lower limits set by individual business units as appropriate.最大信贷资本限额$7.5MM，最低限额根据个別业务单元适
16、可确定。,House limits and guidelines define recommended maximum exposures to single obligors or a family of obligors.行內限额和指导方针定义了对一个单独负债人或者负债人的集团所建议的最大风险敞口。 行內限额（$百万）,84,Confidential and Proprietary materials. For use only by China Construction Bank and Bank of America personnel. See applicable contract.,Concentration limits: Industry集中度额度：行业,Limit structure:限
