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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