BASEL- II

1988
core capital

supplementary capital ()

:

1

BASEL- II

1974
)

BASEL- II

,
Cooke

BASEL- II

1987127

BASEL- II

19871210

BASEL- II

1988

(Basle Accord or concordat)1988

BASEL- II

BASEL- II

38

1988

BASEL- II

BASEL- II

8
.

10

BASEL- II

11

BASEL- II

.1
.2
.3

12

BASEL- II

13

BASEL- II

.1
.2
.3
.4

.5
.6
14

BASEL- II

10

15

BASEL- II

16

BASEL- II

17

BASEL- II

1988

core capital
" " .1
.2

503
4
18

BASEL- II

1988

:- supplementary capital
1

19

BASEL- II

1988

55

20

BASEL- II

1988

125

21

BASEL- II

1988

22

BASEL- II

1988

20

50

23

BASEL- II

1988

24

BASEL- II

1988

1
2
3

84

45

25

BASEL- II

1988

1006

507

1258

% 559

10
26

BASEL- II

1988

11

27

BASEL- II

1988

OECD
NONOECD
100

28

BASEL- II

1988

(OECD)
""
)

.(

29

BASEL- II

1988

.1

.2
OECD
.3
OECD
OECD

20
50
%100

30

BASEL- II

1988

2
20
1

((OECD3
(OECD
4
(OECD
(OECD5

. 6

20
50
%100

31

BASEL- II

1988

3
50

20
50
%100

32

BASEL- II

1988

4
100
1
2
"(OECD
3

20
50
%100

33

BASEL- II

1988

Off Balance Sheet

100

100

100

50

34

BASEL- II

50

1988

50

20

35

BASEL- II

1988

1
2
3

36

BASEL- II

1988

37

BASEL- II

1988

1988

NoneOECD OECD1

19883

1988
38

BASEL- II

1988

39

BASEL- II

40

BASEL- II

(Operational Risk

15

41

BASEL- II

2
3
4
5
6

Market Discipline
42

BASEL- II

1
2
3
4

43

BASEL- II

Standarised Approach

Approach Foundation IRB

Advanced IRB Approach

44

BASEL- II

100
8

150
20
45

BASEL- II

Credit Risk Mitigations

Credit Exposure

Claims on Corporates1
Claims on Bank2
Claims on Sovereigns3

46

BASEL- II

1
Export credit agencies
OECD

47

BASEL- II

90

150

20

100

5020

50

50

15100
5090
50

48

BASEL- II

Retail Exposure

49

BASEL- II

)(
Claims on

) (1
/

/OECD
:
/%

%100

) (2

%20 OECD
:
%20
%100

50

/
Standard & Poors
AAA

AA-

A+

A-

BBB+

BBB-

BB+

B-

B-

Unrated

20

50

100

150

100

20

50

100

100

150

100

20

++50

++50

+100
+

150

50++

BASEL- II

Claims on

100

3
Corporations

20

100

35

50

100

100

7
Commercial

50

100

Non-Central
government public
sector

Standard & Poors

Unrated

B-

BB+

B-

BBB+

BBB-

100

150

100

100

A+ AAA

AAA50

20

20
275

51

BASEL- II

Simplified

46

150

100

50

20

150

100

100

50

20

100

Corporations3

52

BASEL- II

4-6

75
2

35

100

Venture Capital Private equity investments

Standardised Approach

10

53