| In 2009,the new Basel Capital Accord(Basel ?)was established.Compared with the previous two version of the Basel agreement,the new Basel Capital Accord on capital management is more extensive and rigorous.The domestic regulatory departments accordingly introduced than before more capital adequacy regulation strictly,than even the new Basel Capital Accord(Basel ?)more stringent.Credit risk measurement method of the original standard method--weighted method can not adapt to the requirements of new management,internal rating method as the main measurement methods of credit risk measurement,and evaluation on the bank's own risk calculation ability,self risk assessment,risk bearing ability and self positioning put forward higher requirements.In order to follow the policy guidance,to meet the increasingly stringent regulatory standards,BOCaccording to the progress of realizing capital management compliance planning,traffic bank through effort of nearly 7 years,has built a new capital agreement of scientific integrity,effective implementation of the system,and com.and comprehensive risk management and capital management system.Lay in the risk management organizational structure,culture,process,IT system,data,model foundation for continuous improvement and optimization model and risk management system.This paper focuses on the bank at home and abroad on the capital management requirements and standards of changing circumstances,the reform process their own credit risk measurement system,to investigate the changes of measurement method of the accounting differences on bank risk,economic capital,economic profit,the Guangdong Province branch Xianei business institutions horizontal and vertical comparative observation of the difference research on product structure,,,mortgage and pledge and other factors on risk assets measurement,is proposed to reduce the economic capital,measures feasible method for low capital consumption path. |
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