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Capital regulation of American Banks

2018-12-03 来源: 51due教员组 类别: 更多范文

下面为大家整理一篇优秀的assignment代写范文- Capital regulation of American Banks,供大家参考学习,这篇论文讨论了美国银行的资本监管。为适应金融环境的变化和金融机构风险的加剧,美国金融监控机构采取了以风险为核心的金融监管模型。美国银行监管机构对银行风险管理和资本充足率的监督,除资本充足率规定外,主要是以风险为重心的监管程序为主,包括持续的监管,配合检查、场外监管和快速纠正措施以督促银行积极提升风险管理能力和资本充足率水平。

American Bank,美国银行资本监管,assignment代写,paper代写,北美作业代写

It was Americans who pioneered capital-adequacy regulation of Banks. As early as 1864, U.S. financial regulators attempted to implement a series of capital adequacy measures. At that time, the national bank act established a static minimum capital requirement based on the number of people in the banking service area. However, early attempts to quantify capital adequacy failed due to controversy. Between 1930 and 1940, U.S. state and federal bank regulators turned to the ratios of capital to total assets and capital to total deposits, but both failed to test Banks' true capital adequacy. After 1950, scholars studied the methods of asset risk adjustment and proposed the corresponding capital/risk asset ratio, but none of them was generally accepted. As a result, until the 1980s, U.S. regulators did not put quantitative capital adequacy requirements on Banks. They implement informal, subjective assessments that vary from bank to bank, and in examining capital adequacy, regulators place more emphasis on Banks' ability to manage and the quality of their loan portfolios than on capital/asset ratios.

In fact, it has been widely accepted in the past that rigid, fixed capital/asset ratios are incompatible with theories that many factors determine a bank's ability to withstand risk. In 1978, the federal deposit insurance corporation's supervision and review manual made it clear that "capital ratios can only approximately reflect Banks' ability to withstand risks, and Banks with high capital ratios are not necessarily more robust than those with low capital ratios." This shows that at that time, the banking regulatory authorities used subjective judgment and bank-specific methods to assess the adequacy of Banks' capital. More importantly, the effectiveness of this non-quantitative method was not questioned from the end of world war ii to the 1970s, when the capital ratio of Banks was about 5% to 8%. The number of bank failures was small and the banking industry appeared to be stable.

But the weak performance of the American economy in the 1970s made the banking sector weak. The liquidation of franklin national bank and the first bank of Pennsylvania proved that even the big Banks were not impregnable. The global economy fell into recession in 1981, hit by high interest rates and soaring oil prices, while the number of bank failures in the United States began to rise and bank capital declined. Under these circumstances, for the first time, federal regulators have set clear regulatory capital requirements: the ratio of core capital to average total assets of regional Banks must be no less than 5 percent and that of community Banks no less than 6 percent. But the federal reserve, the office of the comptroller of the currency and the deposit insurance corporation do not agree on the definition of capital. The 1983 international loan act of the United States congress further promoted the implementation of clear and unified regulatory capital standards by the federal regulatory authorities. In 1985, the minimum capital ratio of all Banks, regardless of size, was 5.5 percent. By 1986, the us regulatory authorities realized that the unified core capital ratio lacked risk sensitivity and could not accurately measure the risk exposure caused by the innovation and expansion of the banking industry, especially the risks hidden in the off-balance sheet business of large institutions.

U.S. banking regulators on bank risk management and the supervision of capital adequacy ratio, in addition to the capital adequacy rules, mainly for the center of gravity of risk regulatory process is given priority to, including dynamic and continuous supervision and inspections, otc regulation and fast corrective measures to urge Banks to actively promote the risk management ability and the level of capital adequacy ratio.

In order to adapt to the change of financial environment and the aggravation of financial institution risk, the American financial supervision institution adopts the risk-centered financial supervision model. The office of the comptroller of the currency of the us Treasury issued the manual on supervision of large Banks in December 1995, and the federal reserve issued the risk supervision framework for large and complex financial institutions in August 1997, both of which put Banks' operation of the riskiest business as the regulatory focus, aiming at improving the efficiency of financial inspection.

The fed's dynamic regulatory process for large Banks is divided into six steps. The goal is to centralize supervision of Banks' riskiest businesses and evaluate the identification, measurement, monitoring and release of bank risks. In the risk assessment of Banks, the federal reserve mainly evaluates the overall risk environment of Banks, the reliability of internal risk management system, the effectiveness of information system management and the hidden risks of each major business, so as to determine the risk rating, which serves as an important basis for formulating regulatory plans and conducting field inspections.

U.S. financial regulators stress the importance of Banks' risk management and internal control when conducting on-site inspections. Since 1996, the federal reserve has officially supervised and rated the effectiveness of risk management and internal control of Banks, and listed it as one of the important assessment indicators for CAMEALS to check the "management ability" of the rating.

In addition, the minimum capital adequacy ratio of Banks is 8%. This ratio does not take into account the degree of risk diversification and other risk situations of Banks' portfolios, and regulators usually require Banks to maintain a capital adequacy ratio higher than the minimum standard due to their specific circumstances in field inspection. Banking regulators in the United States require minimum core capital adequacy ratio of 3%, but this standard only applies to CAMELS evaluation for "level of outstanding bank risk management, namely risk fully dispersed, asset quality, strong liquidity, profitability and not given level rating other Banks usually require a core capital adequacy ratio of 4% ~ 5%, the reason is that the Banks for their business, or imperfect financial risk.

Regulators monitoring Banks' capital ratios, in addition to confirm the declaration to the correctness of the data of regulatory capital adequacy ratio, capital content and risk-weighted assets used data and the accuracy of the calculation process, confirm whether the capital adequacy ratio to meet minimum standards, but also for the effect of management policies, finances, capital improvement plan is appropriate and effective implementation, provision for coverage, collateral and guarantee of credit risk, banking stocks and bonds market, the influence of excess subordinated bonds and outstanding investment returns an in-depth analysis of the influence of such factors on the capital adequacy ratio.

U.S. regulatory authorities say a lack of response to the capital bank as soon as possible to take measures to avoid the deterioration or even collapse, since 1991, the federal deposit insurance corporation improvement act passed, to participate in deposit insurance bank according to the capital adequacy situation into good capital, capital adequacy, capital shortage problems and the shortage of capital, capital significantly five classes, compulsory measures should be taken in accordance with the degree of insufficient capital, such as change the head; Restrictions shall be placed on branch establishment, new business development, asset growth, dividend policy, remuneration of directors and supervisors and related transactions. These early interventions to avoid the threat to the survival of Banks from falling capital are similar to the provisions of the second pillar of Basel ii, the supervisory review.

Otc on capital adequacy regulation, the bank shall quarterly report to the regulatory capital formation, risk weighted assets, provision for coverage, such as data, except on the federal reserve or the federal deposit insurance corporation, early warning system is used as a regular court supervision, regulators to strengthen supervision of undercapitalised Banks, take formal or informal to enforce regulations, require Banks to improve capital adequacy ratio.

America's three biggest financial regulator, the federal reserve, the comptroller of the currency and the federal deposit insurance company for the implementation of Basel ii in the United States is not completely agree, the comptroller of the currency and the federal deposit insurance company still reserved to the Basel ii agreement, three parties through proposal making forecast, and the quantitative assessment of Basel ii effects, gradually achieved a consensus.

The fdic is also concerned that the new capital agreement could reduce Banks' capital levels. Dorn Powell, chairman, told a house hearing in 2003 that the fdic opposed any capital provision that could increase losses on the fdic system and that regulators would have a harder time understanding the true risk profile of complex Banks using internal systems to allocate capital.

New capital accord on the question from all walks of life can lead to use the new capital accord and adopt the new capital accord Banks between part of the loan business of unfair competition, federal reserve chairman Alan greenspan, in March 2004 in a speech said that if there is evidence that the new capital accord have distorted the fair competition situation, the fed will take measures to amend, including possible changes on the implementation of laws and regulations in the United States the new capital accord, revised dual-track applicable plan, etc.

The fed has conducted extensive empirical research on issues where new capital agreements could lead to unfair competition, and two reports have been published. The first report discusses whether the adoption of new capital agreements to reduce legal capital requirements will lead to the increase of mergers and acquisitions of Banks that adopt new capital agreements to Banks that do not adopt new agreements. Empirical studies have found that there is no obvious evidence that the remaining legal capital is the main reason for the financial mergers and acquisitions of acquirers. Second report bank loans to small and medium enterprises to adopt new capital agreement provision if less capital Banks to adopt the new agreement in small and medium-sized enterprise loan produce unfair competition, the empirical data shows, community Banks and large Banks the types and the management of small and medium-sized enterprise loan pricing is not the same, so the New Deal's big Banks for there is no significant impact in the community bank lending to small businesses, but the report also pointed out that if large Banks and community Banks in the same market is engaged in the same small and medium-sized enterprise loan business, will create unfair competition problems.

The United States decided to adopt the dual-track system because it believed that AIRB and AMA law would bring the greatest benefits from the current situation in the United States and make it easier to implement the new capital agreement. The total assets and overseas exposure of the top 20 Banks account for the majority of the total assets and overseas exposure of American Banks. Small Banks and non-international Banks are less efficient in adopting new capital agreements; In addition to capital requirements, the United States also has leverage ratio provisions and rapid corrective measures for capital provision, which are in line with the spirit of the second and third pillars of the new capital agreement.

In addition to minimum capital requirements, all U.S. Banks will continue to comply with existing leverage ratios and take swift corrective actions.

Banks using AIRB and AMA must meet the basic risk management framework and specific standards for credit risk and operational risk regulation, and comply with the requirements of public disclosure of relevant information.

The second pillar of the new agreement's oversight review process, which requires Banks to maintain adequate capital and early intervention by regulators, has long been in place and has been in place for years.

Under the new agreement, which came into force in 2007, Banks using the AIRB and AMA laws are required to submit detailed written implementation plans and timeframes, and notify their main regulators after approval by the board. Regulators will decide whether to impose penalties on core Banks that fail to follow through on implementation plans, depending on how hard the Banks work. For the selective application of Banks, the implementation plan and timetable should be reported to the major regulatory agencies, but the implementation time should be given greater flexibility.

Core Banks and selective Banks are required to obtain the approval of major regulators one year before the formal adoption of the advanced method for calculating venture capital requirements, and two methods for calculating capital requirements for three years after the approval. In the first two years after the formal adoption of the advanced law, Banks shall abide by the minimum capital limit, that is, the capital requirements measured by the advanced law in the first year shall not be less than 90% of the capital calculated by the standard law, and the capital requirements calculated by the advanced law in the second year shall not be less than 80%, and the capital requirements calculated by the standard law and the advanced law and the ratio between them shall be disclosed simultaneously in the first two years.

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