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Copyright Mizuho Research Institute Ltd. All Rights Reserved.

資料4

1

INDEX

2

1.

2007 2008

TLAC

G-SIB

MMF

3

FSBBCBS

2.

NSFR

LCR

4

2010IRRBB

IRRBB

2

1

BCBS 2015 2016

2018 12017

3%

BCBS

3.

5

Too Big To FailG-SIBs G-SIBTLAC TLAC

G-SIB1.0 3.5%

Tier1 Tier2 8.0%

0 2.5%

2.5%

TLAC

Tier1 6.0%Tier1

4.5%

G-SIBs

TLAC16 20%

3.5% 0

2.5% 2 HSBCJP

2.0% 4 BNP

1.5% 6

UFJ

1.0% 18

TLAC1

G-SIB TLAC

G-SIBs

4.

6

A

DC

B

A

DC

B

A

DC

B

CCP

TR

5.

7

EU

2014 1

EU

6.

8

FSB

FATF

2014 11

7.

9

Tier1Tier1 3%

Tier1 CET1 2014/12

CET1

CET1 G-SIB

8.

10

ROE

JP ROE BNPBBVA UBS RBS UFJ 2014 2014/9 2

Bloomberg

11

12

1.

BCBS

2014 10

5

2012 9

12

BCBS

13

2.

FSB 2014 11 G-SIBs Single Point of Entry SPE

TLAC P.5FSB 2014 11 TLAC

SPE TLAC

SPE MPE

SPE Single Point of Entry MPE Multiple Point of Entry

FSB

14

3.

CSEFRB

SEC 2004

2012QPU Qualifying Parent Undertakings

QPU

QPU

FCAPRA QPUdirection

QPU

A.

B.

FRB Consolidated Supervision Framework for Large Financial Institutions2012 12 PRA

JPMorgan Chase Bank/Chase Bank

J.P.MorganSecurities

J.P.MorganAsset Management

4.

15

JP

JPMorgan Chase

JPMorgan Chase & Co.

DCM ECM M&ACMS

DCM ECM M&ACMS

Gordon A. SmithCEO

Matthew E. ZamesCOO

Marianne Lake CFO

Jamie DimonCEO

Daniel E. PintoCEO

Douglas B. PetnoCEO

Mary Callahan ErdoesCEO

5.

16

BNP 2006

UCB

BNP Paribas Asset Management

BNP Paribas Securities Services

Cortal Consors

BNP Paribas Banque Privée

BNP Paribas Immobilier

BNP Paribas Assurance

Klépierre

BNP Paribas Capital

M&A

600 50

56

Arius Artegy Arval BNP Paribas Lease Group

BancWest

BNL bc 2006 BNL

Cetelem

6.

17

X ZY

18

1.

19

BHC

FHC

BHC5%

SBICs 50

FHC

10

25%

10%

EU

10% 115% 60%

1250

EU

10%

12U.S.C. 1843 EU 575/2013 Institute of International Bankers

2.

20

1933

1956 Bank Holding Company BHC BHC

BHC

1933

50

1956 BHC

25BHC

BHC

1970 BHC 1

1987

BHC

1987 3 ILCBHC

3. GLB FHC

21

1999 GLB Financial Holding Company FHC BHC FHC

FHC

1999 5 4FHC Financial Holding Company

CRA

BHC Banking Holding Company1999 5 4

4. FHC

22

FHCFHC FRB

BHC

BHC

FRB

12CFR 225.88

FRB

FRB

FRBFRB

FRB 60

5. FHC

23

FRB

FHC FHC

FHC 13 FHC20032004 UBS2005 JP20062007 BNP2008 RBS

Tier1 5

6.

24

BHC FHC

2025

BHC

BHC FHC

BHC FHC15%100%

5%

100%100% 5% 25%

7.

25

P.7

G20 2008

10

FCIC 2011

FRB

FCIC

26

8.

2007 4

2008 3 JP

2008 9

2008 9

2008 9 AIG

2008 9

2008 9 JP

2008 9

2008 11

2009 1

2008 2

2008 9 HBOS TSB

2008 9 &

2008 9BNP

2008 9

2008 10

2008 10

2008 10 RBS

2008 10 UBS

2008 10 ING

2008 10

2008 11

9.

27

And / or

ROE

ICT