資產評估

Lex_Risk-weighted assets: faith and clarity
Lex專欄:評估風險加權資產的藝術


任何資本充足率制度都須確保銀行在危機中擁有充足資本,並讓外界對這一資本抱有信心。但迫使銀行持有越來越多資本,從而削弱放貸能力,並非答案。

Those dastardly banks are at it again, fudging their balance sheets so they can hold less capital. Like most debates around banking, the discussion about the extent to which banks can game the system to lower their risk-weighted assets (and hence their capital requirements), would benefit from less grandstanding. The European Banking Authority, in a useful contribution on Tuesday, estimates that some banks have up to a 70 percentage point lower risk weighting across their credit books than their peers, and that only half of the difference is due to easily explainable factors.

這些卑鄙的銀行又在動歪腦筋了,他們粉飾資產負債表以減少需要持有的資本。正如多數圍繞銀行業的辯論一樣,有關銀行在何種程度上矇蔽體制以減少風險加權資產(從而降低資本要求)的討論,還是少一些裝腔作勢爲好。歐洲銀行管理局(EBA)週二做出有益貢獻,發表估算結果,稱某些銀行信貸賬目中的風險加權資產比同行最多低了70個百分點,而造成這一差距的諸多因素中,僅有一半是顯而易見的。

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