新巴賽爾協定（Basel II）對中小型銀行授信風險管理政策的影響-以U銀行為例

NCUIR > School of Management at National Central University > Executive MBA > Electronic Thesis & Dissertation > Item 987654321/63842

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/63842

Title:	新巴賽爾協定（Basel II）對中小型銀行授信風險管理政策的影響-以U銀行為例
Authors:	陳清安;Chen,Ching-an
Contributors:	管理學院高階主管企管碩士班
Keywords:	授信風險管理;新巴賽爾協定（Basel II）;Basel II;Credit risk management
Date:	2008-07-20
Issue Date:	2014-05-08 15:33:38 (UTC+8)
Publisher:	國立中央大學
Abstract:	我國金融主管機關訂於2007年實施新巴賽爾協定（以下簡稱Basel II），Basel II 規範銀行的自有資本適足率和舊巴賽爾協定一樣不得低於8%，但是Basel II加入了很多新的內容。舊版巴塞爾資本協定（Basel I）對授信戶信用風險僅以授信戶的型態加以區分，同一型態授信戶適用相同的風險權數，此一風險區分方法過於簡化，不能夠區分出同一型態授信戶之風險真正的高低。Basel II其對銀行的風險考量更為周全，除了修改最低資本要求的計算方法外更增加了監理審查程序（Supervisory Review Process）與市場紀律（Market Discipline）部分，這三部分合稱新巴塞爾本協定的三大支柱。在Basel II的規範下本國銀行所需要計提的自有資本將高於Basel I的規定，如此讓本國銀行面臨更大的經營挑戰。中小型銀行因為自有資本較小，如果要維持法定的資本適足率將會面臨增加自有資本或者降低風險性資產的抉擇。在授信風險管理方面Basel II以授信有無提供擔保來作為風險權數衡量的計算準則，同時再加上要加計作業風險與市場風險。不過Basel II鼓勵銀行發展自有的內部評估法以計算風險權數。Basel II 的實施將影響銀行的授信風險管理政策，在不增加自有資本的情形下將風險性資產做到最大，也就是讓營業規模極大化。本論文探討Basel II實施後對U銀行授信風險管理政策的影響與對其業務發展的影響 ;From 2007 all the banks in Taiwan should follow the Basel II Accord. Same as Basel I the capital ratio of Basel II is 8%. But The Basel II Framework describes a more comprehensive measure and minimum standard for capital adequacy that national supervisory authorities are now working to implement through domestic rule-making and adoption procedures. Basel II uses a "three pillars" concept – (1) minimum capital requirements (addressing risk), (2) supervisory review and (3) market discipline– to promote greater stability in the financial system. Banks in Taiwan are facing astringency challenge after the implementation of Basel II. due to the less capital situation. This study is trying to find out how the Basel II Accord affect the credit risk control and marketing policy of a medium-sized bank in Taiwan.
Appears in Collections:	[Executive MBA] Electronic Thesis & Dissertation

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML	394	View/Open

社群 sharing

Loading...