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《交易账户基础评估报告》(征求意见稿)囊括管理流程、计量方法、指标选取等全方位的改革措施,是对现行监管体系和银行管理体系的全面再造巴塞尔委员会(以下简称委员会)于2012年5月正式发布《交易账户基础评估报告》(征求意见稿)(以下简称《评估报告》),对市场风险监管框架、内模法和标准法计量体系提出全面的改进方案。《评估报告》是1996年将市场风险纳入监管资本框架以来对
The Basic Evaluation Report of Trading Accounts (Draft for Comment) contains a comprehensive range of reform measures including management processes, measurement methods and selection of indicators, and is a complete reorganization of the current regulatory system and bank management system. The Basel Committee (hereinafter referred to as the Commission) in 2012 In May of the same year, the “Basic Evaluation Report of Trading Account” (Draft for Comment) (the “Evaluation Report”) was officially released, and a comprehensive improvement plan for the market risk regulatory framework, internal model and standard measurement system was put forward. The Evaluation Report is the result of incorporating market risk into the regulatory capital framework in 1996