Transcription of 最終化されたバーゼル委員会による TLAC 保有規制
1 2017 Winter 1 TLAC 1. 2016 10 12 TLAC G-SIB TLAC TLAC 2. TLAC FSB TLAC TLAC TLAC TLAC 3. TLAC Tier1 CET1 10 TLAC CET1 5 G-SIB TLAC G-SIB 30 4.
2 TLAC TLAC Tier2 Tier2 TLAC 2017 Winter 2I BCBS 2016 10 12 TLAC total loss-absorbing capacity 1 G-SIB TLAC III TLAC TLAC TLAC 2019 1 1 2 2015 11 FSB G-SIB TLAC 3 TLAC G-SIB G-SIB G-SIB TLAC III G-SIB 2015 11 TLAC 4 TLAC Tier2 TLAC TLAC Tier2 TLAC Tier1 CET1 10
3 TLAC 5 TLAC G-SIB G-SIB TLAC 1 BCBS, TLAC holdings, Standard, October 2016 ( ). 2 G-SIB TLAC 2025 3 FSB, Principles on Loss-absorbing and Recapitalisation Capacity of G-SIBs in Resolution; Total Loss-absorbing Capacity (TLAC) Term Sheet, 9 November 2015. TLAC TBTF G-SIB 2016 4 BCBS, TALC holdings, Consultative document, November 2015.
4 3 2017 Winter 3II TLAC TLAC CET1 Tier1 Tier2 FSB TLAC TLAC TLAC TLAC CET1 10 10 TLAC TLAC III 66 TLAC other TLAC liability TLAC a) TLAC 5 G-SIBs resolution entity 66c b) G-SIB a) (i)TLAC 10 TLAC excluded liability (ii)TLAC 11 TLAC TLAC TLAC a) b)
5 TLAC TLAC TLAC TLAC TLAC TLAC TLAC G-SIB SPE G-SIB TLAC TLAC TLAC 5 5 Tier2 Tier2 2017 Winter 4 TLAC TLAC G-SIB TLAC G-SIB G-SIB TLAC 10 TLAC 10 TLAC 4 TLAC Tier2 G-SIB 78 G-SIB TLAC G-SIB TLAC TLAC G-SIB 79 G-SIB G-SIB TLAC TLAC reciprocal cross holding Tier2 84 G-SIB G-SIB 10 G-SIB TLAC Tier2 6 80-83
6 G-SIB 10 TLAC CET1 10 TLAC CET1 5 G-SIB G-SIB G-SIB TLAC CET1 5 TLAC 6 66c 2017 Winter 5 CET1 5 CET1 10 5 G-SIB 5 30 TLAC 7 G-SIB TLAC 5 TLAC CET1 10 TLAC Tier2 30 CET1 5 8 G-SIB TLAC 1 Tier2 G-SIB
7 TLAC CET1 10 TLAC 5 TLAC 5 G-SIB TLAC G-SIB TLAC CET1 5 CET1 10 TLAC Tier2 G-SIB G-SIB Tier2 TLAC TLAC 7 G-SIB G-SIB 8 2017 Winter 6 CET1 10 CET1 Tier1 Tier2 10 corresponding deduction approach TLAC Tier2 CET1 Tier1 Tier2 CET1 TLAC 10 TLAC Tier1 TLAC 10 TLAC Tier1 Tier2 TLAC 10
8 TLAC Tier2 TLAC 66c 66c G-SIB TLAC G-SIB G-SIB proportionate deduction approach TLAC TLAC 11 TLAC 1 TLAC subordination 9 3 G-SIB G-SIB 9 TLAC 1 2017 Winter 7 contractual subordination statutory subordination TLAC structural subordination TLAC 11
9 C) 11 2 a) TLAC TLAC 5 b) c) G-SIB TLAC 10 TLAC TLAC TLAC G-SIB TL
