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1、BaselCommitteeonBankingSupervisionConsultativeDocumentOverviewofTheNewBaselCapitalAccordIssuedforcommentby31July2003April2003Introduction1.TheBaselCommitteeonBankingSupervision(theCommittee)isreleasingthisoverviewpaperasanaccompanimenttoitsthirdconsul
2、tativepaper(CP3)ontheNewBaselCapitalAccord(alsoknownasBaselII).TheissuanceofCP3representsanimportantstepinputtingthenewcapitaladequacyframeworkinplace.TheCommittee’sgoalcontinuestobetofinalisetheNewAccordbythefourthquarterofthisyearwithimplementationt
3、otakeeffectinmembercountriesbyyear end?2006.2.TheCommitteebelievesthatimportantpublicpolicybenefitscanbeobtainedbyimprovingthecapitaladequacyframeworkalongtwoimportantdimensions.First,bydevelopingcapitalregulationthatencompassesnotonlyminimumcapitalre
4、quirements,butalsosupervisoryreviewandmarketdiscipline.Second,byincreasingsubstantiallytherisksensitivityoftheminimumcapitalrequirements.3.Animprovedcapitaladequacyframeworkisintendedtofosterastrongemphasisonriskmanagementandtoencourageongoingimprovem
5、entsinbanks’riskassessmentcapabilities.TheCommitteebelievesthiscanbeaccomplishedbycloselyaligningbanks’capitalrequirementswithprevailingmodernriskmanagementpractices,andbyensuringthatthisemphasisonriskmakesitswayintosupervisorypracticesandintomarketdi
6、sciplinethroughenhancedrisk-andcapital-relateddisclosures.4.AcriticalcomponentoftheCommittee’seffortstorevisetheBaselAccordhasbeenitsextensivedialoguewithindustryparticipantsandwithsupervisorsfromoutsidemembercountries.Asaresultoftheseconsultations,th
7、eCommitteebelievesthenewframeworkwithitsvariousoptionswillbesuitablenotonlywithintheG10butalsoforbanksandforcountriesaroundtheworldtoapplytotheirbankingsystems.5.AnequallyimportantaspecttotheCommittee’sworkhasbeenthefeedbackreceivedfrombanksparticipat
8、inginitsimpactstudies.Theaimofthesestudieshasbeentogatherinformationfrombanksworldwideontheimpactofthecapitalproposalsontheirexistingportfolios.Inparticular,theCommitteerecognisesthetremendouseffortofthemorethan350banksofvaryingsizeandlevelsof
