| 摘要 |
The present invention relates to a Basel 1-based BIS capital adequacy ratio calculation system. The system calculates Basel 1-based credit risk-weighted assets based on exposure data and collateral data of the entire financial transactions of a financial institution, calculates the Basel 1-based equity capital amount by classifying an equity capital inclusion item and an equity capital deduction item based on a consolidated financial statement, the issuance status of subordinated bonds and new capital bonds, available-for-sale assets, the investment holding status of unconsolidated subsidiaries, and the calculated Basel-1 credit risk-weighted assets, and also calculates the Basel 1-based BIS capital adequacy ratio based on the calculated Basel-1 credit risk-weighted assets and the Basel 1-based equity capital amount. [Reference numerals] (110) Input unit; (120) Risk-weighted asset before credit mitigation calculation unit; (130) Risk-weighted asset after credit mitigation calculation unit; (140) Capital adequacy calculation unit; (150) Basel 1 BIS ratio calculation unit |
