新西兰金融学论文代写：金融风险管理
这是在2004，巴塞尔II推出；指引，制定了风险管理（操作和市场风险）和资本充足（有更好的定义），也披露的要求。
-设立银行的风险权重，公司和主权要求使用外部评级机构（巴厘，Turan，林鹏，2004）
由内部系统、人员和程序或某些外部事件导致的失败或损失的风险称为操作风险。法律风险包括在本定义中，但不包括声誉和战略风险。法律风险包括从监管行为的处罚，罚款或刑事损害的风险。使用复杂的方法计算这种风险。
市场参与评估公司的资本充足率是通过对资本、范围应用数据的基础上披露允许，风险评估程序，腊斯克暴露，等（梦露，玛丽，弗朗西丝，2010）。
巴塞尔III：
许多人认为，2008的全球金融危机是由于巴塞尔的缺点造成的。这可能是由于银行对其账面上的债务没有规定的原因。此外，虽然忽视了系统性风险，它更多地集中在个别金融机构。为确保银行不过分依赖短期资金，不采取过度的资金，在2010巴塞尔III规范。
指引的议程是集中在银行的四个关键参数的一个更具弹性的银行体系的推广；他们是杠杆、资本、流动性和资金。
必要的资本和普通股是4.5%和6%。
LCR的流动性覆盖率将迫使银行保持一个缓冲的高质量流动资产集中在现金流出的情况下，短期面临压力的管理员说。在2019到一月的1，最低LCR要求将达到100%。
潜水1级资本的平均综合总资产的银行，杠杆率计算，它必须大于3%。
新西兰金融学论文代写：金融风险管理
It was in 2004 that Basel II was introduced; guidelines were laid down for risk management (Operational and Market risk) and capital adequacy (having better definitions) and also the requirements of disclosures.
-to set the risk weights for banks, corporate and sovereign claims using the external rating agencies (Bali, Turan, Lin Peng, 2004)
– The risk of loss resulting from failed or inadequate internal systems, people and procedure or from some external events is known as operational risk. Legal risk is included in this definition but doesn’t include reputation and strategic risk. Legal risk encompass of exposures to penalties, fines or penal damage from supervisory action. This risk is calculated using complex methods.
– Market participation assess to the capital adequacy of the firm is allowed by disclosure on the basis of the data on the scope of capital, application, risk assessment procedure, rusk exposures, etc. (MONROE, Mary Frances., 2010).
Basel III:
It is believed by many that the global financial crisis of 2008 was caused due to the shortcoming of Basel II. This might be due to the absence of regulations on debt taken by bank on its books. Also, while ignoring the systemic risk, it focused more on individual financial institutions. To make sure that banks don’t rely too much on short term fund and don’t take excessive fund, in 2010 Basel III norms were proposed.
The agenda of the guidelines was the promotion of a more resilient system of banking by concentrating on four crucial parameters of banking; they are leverage, capital, liquidity and funding.
Necessity of Tier capital and common equity would be 4.5% and 6%.
LCR of the liquidity coverage would necessitate banks to keep a buffer of high quality liquid asset to focus on the outflows of cash faced in situations of short term stress as said by administrators. As on 1 January 2019, the minimum LCR requirement would be to reach 100%.
By diving the Tier 1 capital by the average total consolidated assets of the bank, the leverage ratio is calculated and it must be more than 3%.
