Banking supervision Storm Brewing upgrade: 2.5% dial loan ratio or just start

In addition to refining, upgrading capital adequacy ratio and allocation rate, the new regulatory Toolbox also introduces new indicators, such as liquidity index and leverage ratio, Nie Wei a series of regulatory indicators that will have far-reaching effects on banks are in the pipeline. A person close to the regulatory level recently disclosed to the first financial daily that the regulator intends to make adjustments to key bank regulatory targets and introduce new regulatory targets.　　In the new regulation Toolbox of the CBRC, besides the capital adequacy ratio and the allocation rate, the new indexes such as liquidity index and lever ratio are introduced. The source also revealed that, drawing on the lessons of the financial crisis, regulators have stepped up regulation of "too big to fail" institutions.　　For systemically important banks, the regulatory layer requires additional 1% of systemically important bank-attached capital.　　At present, these regulatory indicators are in the internal discussion stage, and most of the indicators are to be implemented in 2011. Capital Quality and quantity Red line "in fact, the banks that came out last week to set aside 2.5% per cent of total loans (that is, the provision/total loan ratio) in accordance with the value of the impairment are only one of the items in the new regulatory toolbox of the CBRC.　　Those close to the regulatory level said the CBRC was to launch a series of new regulatory instruments.　　To open the new regulatory toolbox of the CBRC, in general, the regulatory layer has fully borrowed some of the requirements of the "Basel Ⅲ" which are under discussion, refined the requirements of capital adequacy ratio, and introduced new indicators such as liquidity index and leverage ratio.　　In terms of capital adequacy, regulators have made new demands on both the quality and the total amount of bank capital, and the regulatory layer has tended to demand the aggregate in both the international and domestic levels.　　In terms of minimum capital requirements, regulators subdivide the core level of capital, primary capital, total capital of three subprojects, their minimum capital requirements are 6%, 8% and 10% respectively; In addition, the regulatory layer also introduced the concept of excess capital, which is 0~4% between the two, if necessary, can be adjusted to 0~5%. "The amount of capital means the ability to withstand risk."　　"One bank industry Personage said that to the strict capital quality requirement is the new trend of international regulation, the bank that collapses in the financial crisis has less core capital, subordinated debt and other ancillary capital is the majority of total capital."　　Those close to the regulator also said that, in addition to the above requirements, for systemically important banks, the regulator also added 1% of systemically important bank additional capital requirements, but not for systemically important banks.　　In general, the new regulatory instruments, the system of importance of the bank's capital adequacy ratio to reach 11%, the non-bank importance of the bank's capital adequacy ratio to reach 10%, in addition, the regulatory layer has 0~5% dynamic adjustment space.　　A large state-run Personage said to this newspaper, the bank's countermeasure has two, one, establishes the continuous capital replenishment mechanism, second, adjusts the business structure, reduces the capital high consumption business, develops the intermediary business. In addition to refining the capital adequacy index, the new leverage rules say that regulators in the new regulatory toolbox will introduce leverageRegulatory indicators that require core capital/total assets (including outside the table) to reach 4%.　　The denominator of the capital adequacy ratio is a risky asset, and the denominator of the leverage ratio is the total assets outside the table, and the calculation of the total assets is simpler compared to the calculated risk assets.　　and off-balance sheet business refers to the business which does not include the balance sheet, does not form the real assets and liabilities, but can change the profit and loss, including guarantee, promise and financial derivative transaction. "When Lehman collapsed, it had a capital adequacy ratio of over 10%, but it had a very high leverage and huge exposure, which was an important factor in its bankruptcy."　　"The demand for leverage in the regulatory layer is, to some extent, a reflection of the current international deleveraging in China," said a large state-run person. Those close to the regulatory level also said that for leverage indicators, the regulatory level initially set a target time for 2011 to start.　　At present, large and medium-sized banks can achieve the regulatory target of 4%, small banks around 3.5%.　　Statistics show that from 2003 to 2008, the core capital adequacy ratio of commercial banks increased from 2.05% to 9.92%, which increased by 11.97%, but the leverage ratio of commercial banks increased from 1.85% to 5.51%, increased by 7.36%, and the range was relatively small.　　In addition, the regulatory authorities also plan to introduce two policies: 150% per cent of the allocation coverage (dynamic adjustment) and a 2.5% percentage of the credit balance allocated, of which 150% per cent of the provision coverage has been implemented and the 2.5% percentage is to be implemented in 2011. Liquidity indicators, the regulator also asked, liquidity coverage (LCR: high-quality Liquidity Asset Reserve/Future 30th of the net outflow of funds) should reach 100%.　　For now, the banking sector as a whole has reached its standard, with big banks outperforming smaller banks. Bank insiders say the LCR is meant to ensure that individual banks are able to maintain a reasonable level of barrier-free and quality assets in the context of the severe liquidity pressures set by regulators to meet their liquidity requirements for a 30-day period.