Izimali zebhange kanye nohlelo lwe-Basel

Imali eyinhloko yingxenye yezimali zebhange ukuthi ingathatha amaphutha ngaphandle kwebhange defaulting ku-depositors. Kuvela kakhulu abanikazi bempahla. Abaqondisi ibeka izimfuneko imali eyinhloko ukuze ibhange angaba nezinkinga hasara futhi ugcine ukusebenza, noma ukulahlekelwa ngaphandle kokulimala kubanini impahla kanye nabakhokhi bentela.

Isilinganiso sezwekazi yi-Basel framework, ebekwe yi-Basel Committee on Banking Supervision ku-Bank for International Settlements. Ama-Basel standards angeke abe ngumthetho ngokwawo. Umbuso ngamunye uguqula labo, ngamanye amaxesha ngemimiselo eqinile, futhi uwasebenzisela amabhange awo.

Izingqimba ezintathu zezimali

Basel III ihlukanise umnotho olawulayo ngezigaba ngokuya ngokuthi indlela ethembekile ngayo impahla ngayinye eqoqa amalahle. I-Financial Stability Institute ne-Basel III text zichaza lokhu okulandelayo.

Isigaba	Izingxenye eziyinhloko	Imisebenzi
Imali engenayo ejwayelekile i-Tier 1 (CET1)	Izimali ezijwayelekile, izindleko zesethi, izinzuzo ezigcinwe, ezinye izikhundla, ngemuva kokukhishwa kwemithetho	Ikhwalithi ephakeme kakhulu. Iqoqa ukulahleka ngokushesha ngenkathi ibhange liqhubeka nokukhathazeka
Isigaba Esingeziwe 1 (AT1)	Amathuluzi angaphansi okuqhubekayo ane-coupons egcwele, abhalwe phansi noma aguqulwe ngesikhathi sokuqala	Ukulahleka kokuqwashisa okuqhubekayo
Izinga lesi-2	Imali engenayo ephansi enesikhathi sokuphelelwa yisikhathi esincane seminyaka emihlanu	I-Gone-concern capital. Iqoqa amalahle ekuxazululeni noma ekuqondeni, ngaphambili kwabafaka imali

Umnotho wesigaba 1 yi CET1 kanye ne-AT1. Umnotho ophelele yisigaba 1 kanye nesigaba 2.

Ukunciphisa okulawulwayo kubaluleke kakhulu kunalokho abafunayo abaningi belindele. Nge Basel III, i-goodwill nezinye izinto ezingabonakali kanye nempahla yezimali ezihlehliselwe esekelwe ekutholeni imali engenayo ezayo zikhishwa kusuka ku CET1.

I-EU CRR isusa amathuluzi wesofthiwe alinganiselwe ngokucophelela kusuka ekuqhekekeni kwezinto ezingabonakali ngaphansi kwezimo, ngakho ukwelashwa kokwakhiwa kwetekhnoloji eqoshiwe kufanele kubhekwe yindawo yombuso. Ukulahleka kokuqashwa kwenza futhi ukulahleka kwemali engenayo okuthunyelwe phambili, okungakhiqiza imali engenayo yemali engenayo engakhokhwa.

Ama-assets alinganiselwe ngengozi

Izinga lemali libonakaliswa njengephesenti lama-asset ahlobene nengozi (RWAs), hhayi ama-asset aphelele. Ukulimala ngalunye luphindaphindwa ngesisindo sengozi esibonisa ingozi yayo yezimali, futhi inani lengozi yemakethe kanye nengozi yokusebenza lishiywa.

Amabhange angasebenzisa izindlela ezijwayelekile ezisetshenzisiwe ngumqondisi, noma, ngesivumelwano, amamodeli angaphakathi. Amabhange amasha aqala ngokuvamile ngezindlela ezijwayelekile.

Nge Isigaba 92 se-EU Capital Requirements Regulation , isilinganiso ngasinye siyimali efanele “ecacisiwe njengephesenti lenani eliphelele lokuphazamiseka”. Izidingo zezimali zemakethe nengozi yokusebenza ziguqulwa zibe yimali yokuphazamiseka ngokuphindaphindiwe ngama-12.5, okungukuthi ukuguqulwa kwe-8%.

I-output floor

2017 Basel III RWAs ibhange kumele kube phezulu yayo modeled RWAs kanye 72.5% of the RWAs ecalculated usebenzisa kuphela standardised indlela, ngokusho Uhlu lwamaqembuI-BIS ichaza 2017 kuya ku-2028..

I-EU yafaka isigaba esiphansi kusihloko 92(3) se CRR ngomphumela ofanayo we-72.5% kanye nemithetho yayo yokushintshana. Isimo esiphansi sithinta kakhulu amabhange amakhulu anezimodeli zangaphakathi.

Basel III izilinganiso ezincane nezibuffers

Basel III ithebula lokulinganisa limisa ama-minimums kanye ne-buffer yokugcina.

Isidingo	CET1	Izinga 1	Imali ephelele
Incane	4.5%	6.0%	8.0%
I-buffer yokugcina imali	2.5%
I-minimum plus conservation buffer	7.0%	8.5%	10.5%
Ibanga le-countercyclical buffer	0% kuya ku-2.5%

I-EU isebenzisa ama-minimums nge CRR Isiqephu 92 kanye ne-buffer yokulondolozwa nge CRD Isiqephu 129, edinga i-buffer ye CET1 “elingana no-2,5% wenani labo lokuhlaselwa kwengozi.

Indlela amabhuffers asebenza ngayo

Ama-buffers angeke abe ngama-minimums ngombono ofanayo. Ibhange lingawasebenzisa uma kunzima, kodwa kunentengo. Ngokusho kwe-FSI summary, lapho i-buffer yokulondoloza idlula ngezansi kuka-2.5%, izimo ezizenzakalelayo zisebenza kuma-distributions njengezinzuzo, ukuthengwa kabusha kwezingxenye kanye nama-bonuses esinqunyiwe.

I-countercyclical buffer ihluka phakathi kuka-0% no-2.5% we-RWAs futhi kufanele ihlangabezane ne CET1. Amagunya ezwe akhuphula lokhu uma becabanga ukuthi ukukhula kwesampula yemali engenayo kungaphezulu kakhulu. I-FSI iphawula ukuthi ukunyuka kukhunjulwa ngaphambi kwesikhathi kuze kube yinyanga ezingu-12, kanti ukwehla kungathatha amandla ngokushesha.

I-European Union (EU) iphinde yamemezela ukuthi izoqhubeka nokusebenzisana namanye amabhange abalulekile emhlabeni jikelele, kufaka phakathi amabhange ase-Afrika kanye namabhange ase-Asia. CRD Isigaba 133

Ikholomu 2

Abaphathi bafaka izimfuneko ezikhethekile zebhange zokuvimbela ingozi engeke ifinyelelwe yimininingwane, njengengozi yezinga lenzuzo kwincwadi yebhange noma ingozi yokuqoqwa. E-EU lesi simo esingeziwe sezimali zomuntu siqu sibekwe ngaphansi CRD Isiqephu 104a futhi sihlala phakathi kwemininingwane nezingcindezi. Abaphathi bangabambisana nokuqondisa ngemali yomuntu siqu engaphezulu ngaphansi kwesiqephu 104b, ehlala phezulu.

Ibhange elisha, izidingo eziphelele yi-stack: okuncane, isidingo se-Pillar 2, isiqiniseko esihlangene, nanoma yiluphi usizo. Izinqumo zebhizinisi ezigxile kuphela ku-8% yemali engenayo ayivunyelwanga.

Izinga lokulethwa

Izinga lokuguqulwa liyimali ye-Tier 1 ehlukaniswe ngesilinganiso sokuqwashisa esilandela ngokubanzi amaxabiso okuphathwa kwezimali, ngokwelashwa okukhethekile kwezinsizakusebenza, ukukhokhelwa kwamasevisi kanye nezinto ezingaphandle kwe-balance sheet. Li ignore isisindo sengozi ngaleso sizathu. Kuyinto yokuvimbela izinkinga ekuhlolweni kwengozi nokuthuthukiswa okungafanele kwe-balance sheet kuma-assets anesisindo esiphansi sengozi.

IKomiti laseBasel lihlolwe ngezinga eliphansi le-3%, futhi i-EU isebenzisa inkomba yokuguqulwa ye-3% ngaphansi kwe CRR Isiqephu 92(1)(d).

Amabhange abalulekile ohlelo lwezwe lonke nawo anezinga lokulethwa kwengcindezi. Under the finalised Basel III reforms, it is set at 50% of the bank’s risk-based G-SIB buffer and must be met with Tier 1 capital. I-EU isebenzisa inkomba efanayo 50% ku CRR Isiqephu 92(1a).

Ibhange eligcina impahla encane yobungozi, njengezibhange ezikhokhela izindlu nomhlaba noma ibhange elitshala imali emabhange ombuso, isilinganiso sokusebenzisa amandla singakwazi ukubopha ngaphambi kokuthi isilinganiso esisekelwe emngciphekweni sikwenze.

Imali encane yokuqala yelayisense

Izinga lemali engenayo eqhubekayo lihlukile kunemali engenayo yokuqala encane edingekayo ukuthola ilayisense. Imali engenayo yokuqala yinani eliphelele elizogcinwa ngumfakisicelo uma kugunyazwa.

Umthethosivivinywa	Imali encane yokuqala	Isizinda
Umphakathi wase-Europe	I-EUR 5 million; Izizwe ezimele zingagunyaza izinhlobo ezithile ezingaba ngaphansi kwe-EUR 1 million ngemuva kokuxwayisa iKomidi futhi EBA	CRD Isigaba 12
I-Dubai International Financial Centre (DFSA)	Izidingo zokuqala zomnotho ezingu-US$10 million zezinkampani zeSigaba 1, ezigunyazwe uku accetta izikhundla; US$2 million zezinkampani zeSigaba 2 ezihlinzeka ngemali engenayo ngaphandle kokuthatha izikhundla	DFSA Incwadi yemithetho, PIB 1.3 ne-3.6
i-Abu Dhabi Global Market (FSRA)	Izidingo zokuqala zezimali ezingu-US$10 million yeSigaba 1 (ukwemukela izitolo); US$2 million yeSigaba 2	FSRA Incwadi yemithetho, PRU 1.3 ne-3.3

Ngaphansi DFSA PIB 3.3.2, isibonelo, Category 1 ibhizinisi izidingo zezimali eziphezulu zokuqala izidingo zezimali kanye nengozi yayo izidingo zezimali plus buffers esebenzayo.

Ezinye izifundazwe zibeka ama-minimums abo aphelele emithethweni yamabhange ezweni, kanti ezinye zibeka inani elihlukile lelayisense eligcwele, elihlanganisiwe noma ledijithali. Abafaki isicelo kufanele bathathe inani lamanje kusuka kumthethosivivinywa we-regulator noma ekuqondiseni kwelayisensi ngesikhathi sokufaka isicelo, ngoba lezi zimali zibuyekezwa.

Kungani okuncane okusemthethweni kunzima ukuthi kube yinombolo yeqiniso

I- ECB’s guide to fintech bank license applications isho ukuthi i- ECB nezimgunyathi zezwe zizobheka ukuthi ngabe umfakisicelo anga “gcina eqenjini imali engenayo eyanele ukuvikela ukulahleka kokuqala eminyakeni emithathu yokuqala yomsebenzi” kanye, lapho kufanelekile, izindleko zokuphatha izinhlelo zokuphuma.

Uhlelo olufanayo lunikeza izibonelo lapho izimali eziphezulu kunezincike kakhulu zingavunyelwa khona, njengebhange elisha elingena emakethe ethuthukisiwe ngenqubo yokuthengiselana okunamandla. Emisebenzini, imali oyifunayo kufanele ilinganise:

1. Imali edingekayo ukuhlangabezana nezidingo zesibalo ku-balance sheet elindelekile, kufaka phakathi ama-buffers ne-Pilar 2.
2. Ukuhlanganisa ukulahleka okuqhubekayo kokuqashwa kuze kube yilapho kufinyelelwa ekulinganiseni, ngaphansi kwengcindezi kanye nesimo esiyinhloko.
3. Plus ukulawula buffer phezu zonke izidingo, ngakho ukuthi ejwayelekile ukuguquka asikho isinqumo izingcindezi yokwabelana.
4. Plus, lapho kudingeka khona, izindleko zokwehla okunethezeka.

Imibuzo abaqondisi bebuza mayelana nemali

1. Ingabe imali engenayo ikhokhwe ngokusemthethweni, futhi ingabe imvelaphi yayo ihlanganisiwe futhi isemthethweni?
2. Ingabe kukhona ingxenye yalo exhomekeke ku-debt ephakanyiswe ngabanikazi bezimali, okuzodala ubunzima bokuthola izinzuzo?
3. Ingabe abanikazi bamasheya bangahlinzeka ngemali engenayo eningi uma iphrojekthi ingasebenzi kahle, futhi ngabe lokhu kubhekwa njengokwethembeka?
4. Yiziphi izibopho ezisebenza ku-balance sheet elungisiwe, ikakhulukazi izimpahla ezingabonakali kanye nezimali zezimali ezihlehlisiwe?
5. Ngasiphi isikhathi esigabeni esicindezelayo ibhange liphula ama-buffers ayo, futhi yini ozoba nayo ukulawula?

Isihloko esilandelayo sibhekene nengxenye yesithathu yobuqotho bokuzivikela: ukuthengiselana nokuxhaswa ngokuqinile.