▲ 국제결제은행 산하 바젤위원회 의장인 누트 웰링크 네덜란드 중앙은행 총재.

국제결제은행(BIS)는 25일 각국 중앙은행장들이 주요 금융기관들의 도덕적 해이를 억제하기 위해 손실 흡수 요건을 강화하는 등의 조치에 합의했다고 밝혔다.

   IBS는 성명을 통해 세계 금융 시스템에 중요한 역할을 하는 은행들과 관련된 이번 조치는 은행의 탄력성을 강화하고 시스템 중요도를 줄여나갈 때 강력한 인센티브를 부여하는 내용이라고 밝혔다.

   IBS는 “손실 흡수 요건은 보통주자본비율(CET1)과 부합해야 하며, 그 비율은 은행의 시스템 중요도에 따라 1~2.5%에 달한다”며 “향후 글로벌 시스템 중요도를 실질적으로 증가시켜나갈 부담이 가장 큰 은행에는 1%가 추가될 것”이라고 설명했다.

   이번 조치는 BIS 산하 바젤 은행감독위원회(BCBS) 중앙은행총재 및 감독기구수장(GHOS) 회의에서 조율된 것이다.

   GHOS는 권고 문안을 금융안정위원회(FSB)에 제출하게 되며, 종합적인 조치의 내용은 7월 말께 공개된다.

(제네바=연합뉴스) 맹찬형 특파원

BIS(Bank for International Settlement) 관련 보도자료 원문

Measures for global systemically important banks agreed by the Group of Governors and Heads of Supervision

25 June 2011

At its 25 June 2011 meeting, the Group of Governors and Heads of Supervision (GHOS), the oversight body of the Basel Committee on Banking Supervision (BCBS), agreed on a consultative document setting out measures for global systemically important banks (G-SIBs). These measures include the methodology for assessing systemic importance, the additional required capital and the arrangements by which they will be phased in. These measures will strengthen the resilience of G-SIBs and create strong incentives for them to reduce their systemic importance over time.

The GHOS is submitting this consultative document to the Financial Stability Board (FSB), which is coordinating the overall set of measures to reduce the moral hazard posed by global systemically important financial institutions. This package of measures will be issued for consultation around the end of July 2011.

The assessment methodology for G-SIBs is based on an indicator-based approach and comprises five broad categories: size, interconnectedness, lack of substitutability, global (cross-jurisdictional) activity and complexity.

The additional loss absorbency requirements are to be met with a progressive Common Equity Tier 1 (CET1) capital requirement ranging from 1% to 2.5%, depending on a bank’s systemic importance. To provide a disincentive for banks facing the highest charge to increase materially their global systemic importance in the future, an additional 1% surcharge would be applied in such circumstances.

The higher loss absorbency requirements will be introduced in parallel with the Basel III capital conservation and countercyclical buffers, ie between 1 January 2016 and year end 2018 becoming fully effective on 1 January 2019.

The GHOS and BCBS will continue to review contingent capital, and support the use of contingent capital to meet higher national loss absorbency requirements than the global minimum, as high-trigger contingent capital could help absorb losses on a going concern basis.

Mr Jean-Claude Trichet, President of the European Central Bank and Chairman of the Group of Governors and Heads of Supervision, said that “the agreements reached today will help address the negative externalities and moral hazard posed by global systemically important banks.” Mr Nout Wellink, Chairman of the Basel Committee on Banking Supervision and President of the Netherlands Bank, added that “the proposed measures will increase the going-concern loss absorbency of G-SIBs. This will contribute to enhancing the resiliency of the banking system and help mitigate the wider spill-over risks of global systemically important banks”.