The first step of Basel III and outstanding results

In June 2018 03, the Basel Committee has released the results of the investigation report, the process of the implementation of the Basel III (until June 30, 2017 / 193) in the bank, including a bank of 106 the world's largest banking group (of which there are 30 banks in the global war strategy sibs G 2 group) and 87 banks.

The report said, the Basel Committee has established a strict reporting procedures to a routine application of standard III Basel considered according to the proposal, the board has been divided into two groups, one group by banks, bank capital levels in the two groups of 300 million euros, including the bank's tier 1 capital in 300 million the euro.

The results of scanning

As of June 30, 2017, of the day, all the banks in the sample proportion of common equity (cet1) the minimum requirements and target rate of cet1 4.5% requires a minimum of 7% (additional capital, plus part of G sibs). Compared to the report stage (before December 2016 /), the average density of cet1 Basel III increase in a group of 12.3% and 12.5% from the bank in the bank increased from 2 to 14.7% in 13.4% groups.

In the first six months of 2017, a group of banks continues to reduce the loss of the target compared to the level of a level (total investment increasing). In particular, there are two levels from a decline of 30 million euros to 2 billion 400 million euros. In addition, the total absorption capacity requirements of the smallest hole (TLC) in 2022 to 10 years, the bank has increased sibs 25 G a total of 10 billion 900 million euros in TLC after the increase of 11 billion 640 million euros by the end of 2016.

In the six months ended June 30, 2017, the daily return rate, the bank tax is not in the group, achieve 21 billion 280 million euro. In the United States and Europe to increase the rate of a profit from the beginning of 2011 in the tax bank group. Specific profit tax, about 20% by the bank in Europe to create a group, in the group of 130% made by banks in the United States, and in 40% by a group of other banks in these countries and regions of the world.

As of the last month of June 2017, credit risk continues to occupy the overwhelming in the capital structure requires a minimum density (MRC), the average density of a group of 63.5% banks, despite the significantly lower density than the end of June 74.6% / 2011. At the same time, the proportion of risk activity MRC accelerated from June 2011 7.8% the end of the month to the end of June 16.1% / 2017. That is partly because many events in continuous time, and the bank in the new method of MRC computation based on a component. If the operating risk of operational risk, the relationship between the density of loans to enterprises increased from 36.6% to 31%, down from 7.2% in 1.8% risk loans related to the securities density.

Basel III, the flow rate (LCR) reached 60% in 2017 is expected to reach 80% security and in 2019 reached 100% years in 2015. Until one day on June 30, 2017, the average LCR of 134%, a real bank group increased sharply from 131% billion at the end of 2016. At the same time, the bank has reached an average of 175% LCR in two groups increased rapidly, from 159% at the end of 2016. In the bank, number 99% (including 1 in group G and group sibs 2) Bank report has reached or exceeded 100% lcr.

The Basel Committee's report III also put more long-term flow structure in Basel III - called pure proportional stabilization fund (NSF). On June 30th, the first year to 2017 NSF / 06 / 116.9%, an average increase of 115.8% from a bank in the group, when the bank increased faster from the two average rate of 114% to 118%. Among them, first groups of 93% banks (including sibs G) and the second group of 94% banks report has reached or exceeded 100% nsfr, when all banks in group 1 and group 2 No. 99% Bank report has reached or exceeded 90% never. As of the last month of June 2017, again in the United States and the European average 110% for banking group, for 123.7% lower than the average in the rest of the world.