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00:00
1.
Basel II and Securitization
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02:08
2.
What is BASEL Accords?
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08:32
3.
Slide 3
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08:35
4.
Basel I
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13:56
5.
5 Categories of Assets
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15:27
6.
5 Categories of Assets
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15:52
7.
5 Categories of Assets
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16:42
8.
An Example
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20:46
9.
Capital Adequacy Ratio
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21:08
10.
An Example
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21:12
11.
Capital Adequacy Ratio
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21:32
12.
An Example
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21:44
13.
Capital Adequacy Ratio
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22:32
14.
Tier 1 Capital
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28:11
15.
Tier II Capital
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41:45
16.
BASEL II
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42:09
17.
The Basic Idea
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48:30
18.
Framework of Basel II
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49:35
19.
Second Pillar
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51:19
20.
Third Pillar
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52:11
21.
新舊(I, II版)巴塞爾協定之比較
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53:48
22.
新協定證券化風險暴露額之處理
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53:49
23.
Special Section for Securitization--- In Pillar I of Basel II
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53:50
24.
新協定證券化風險暴露額之處理
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55:51
25.
Special Section for Securitization--- In Pillar I of Basel II
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55:58
26.
The Difference between Standard and IRB Approach
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56:58
27.
BASEL III
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57:01
28.
BASEL III: Leverage and Liquidity Measures
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1:03:43
29.
BASEL IIICountercyclical Measures
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1:05:59
30.
BASEL II And Securitization
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1:07:27
31.
對投資銀行投資證券化商品誘因之影響
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1:09:19
32.
新協定證券化風險暴露額之處理
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1:11:11
33.
Special Section for Securitization--- In Pillar I of Basel II
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1:11:16
34.
The Difference between Standard and IRB Approach
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1:11:54
35.
IRB Approach
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1:12:02
36.
Risk weights for securitization exposures---Standard approach
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1:19:13
37.
Summary of capital requirements of BASEL II
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1:19:38
38.
新協定對證券化風險暴露額之處理— 內部評等法
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1:21:05
39.
Rating-Based Approach---the Parameters-1
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1:27:57
40.
Rating-Based Approach---the Parameters-2
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1:29:30
41.
RBA—Long-term rated exposures
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1:31:34
42.
RBA—Short-term rated exposures
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1:31:58
43.
新協定對於證券化之一般術語之定義-5
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1:32:17
44.
RBA—Short-term rated exposures
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1:32:18
45.
RBA—Long-term rated exposures
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1:32:19
46.
Rating-Based Approach---the Parameters-2
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1:32:19
47.
Rating-Based Approach---the Parameters-1
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1:32:20
48.
新協定對證券化風險暴露額之處理— 內部評等法
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1:32:20
49.
Summary of capital requirements of BASEL II
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1:32:57
50.
新協定對證券化風險暴露額之處理— 內部評等法
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1:32:58
51.
Rating-Based Approach---the Parameters-1
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1:32:59
52.
Rating-Based Approach---the Parameters-2
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1:33:00
53.
RBA—Long-term rated exposures
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1:33:00
54.
RBA—Short-term rated exposures
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1:33:01
55.
新協定對於證券化之一般術語之定義-5
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1:33:03
56.
SFA Concept
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1:33:07
57.
其他證券化規定之衝擊(續)
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1:33:10
58.
Summary of capital requirements of BASEL II
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1:33:12
59.
The Impact of Basel II Accord
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1:33:14
60.
對整體證券化市場之衝擊
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1:34:46
61.
新協定對證券化風險暴露額之處理— 內部評等法
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1:34:49
62.
個案討論 --以台新銀行房屋抵押貸款證券化為例
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1:35:25
63.
證券化發行群組資訊
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1:36:20
64.
新舊資本協定下之資本要求比較表
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1:41:21
65.
證券化發行群組資訊
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1:41:21
66.
個案討論 --以台新銀行房屋抵押貸款證券化為例
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1:41:22
67.
新協定對證券化風險暴露額之處理— 內部評等法
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1:41:23
68.
對整體證券化市場之衝擊
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1:41:23
69.
The Impact of Basel II Accord
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1:41:23
70.
Summary of capital requirements of BASEL II
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1:41:24
71.
其他證券化規定之衝擊(續)
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1:41:25
72.
SFA Concept
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1:41:25
73.
新協定對於證券化之一般術語之定義-5
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1:41:26
74.
RBA—Short-term rated exposures
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1:41:27
75.
RBA—Long-term rated exposures
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1:41:40
76.
RBA—Short-term rated exposures
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1:41:41
77.
新協定對於證券化之一般術語之定義-5
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1:41:41
78.
SFA Concept
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1:41:42
79.
其他證券化規定之衝擊(續)
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1:41:42
80.
Summary of capital requirements of BASEL II
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1:41:42
81.
The Impact of Basel II Accord
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1:41:43
82.
對整體證券化市場之衝擊
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1:41:43
83.
新協定對證券化風險暴露額之處理— 內部評等法
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1:41:44
84.
個案討論 --以台新銀行房屋抵押貸款證券化為例
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1:41:44
85.
證券化發行群組資訊
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1:41:45
86.
新舊資本協定下之資本要求比較表
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1:42:48
87.
證券化發行群組資訊
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1:42:49
88.
個案討論 --以台新銀行房屋抵押貸款證券化為例
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1:42:49
89.
新協定對證券化風險暴露額之處理— 內部評等法
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1:42:49
90.
對整體證券化市場之衝擊
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1:42:50
91.
The Impact of Basel II Accord
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1:42:50
92.
Summary of capital requirements of BASEL II
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1:42:51
93.
其他證券化規定之衝擊(續)
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1:42:51
94.
SFA Concept
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1:42:52
95.
新協定對於證券化之一般術語之定義-5
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1:42:52
96.
RBA—Short-term rated exposures
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1:42:54
97.
RBA—Long-term rated exposures
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1:43:14
98.
RBA—Short-term rated exposures
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1:43:14
99.
新協定對於證券化之一般術語之定義-5
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1:43:15
100.
SFA Concept
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1:43:15
101.
其他證券化規定之衝擊(續)
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1:43:16
102.
Summary of capital requirements of BASEL II
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1:43:16
103.
The Impact of Basel II Accord
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1:43:17
104.
對整體證券化市場之衝擊
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1:43:17
105.
新協定對證券化風險暴露額之處理— 內部評等法
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1:43:18
106.
個案討論 --以台新銀行房屋抵押貸款證券化為例
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1:43:18
107.
證券化發行群組資訊
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1:43:19
108.
新舊資本協定下之資本要求比較表