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1 JAVCERM Journal [] 2 # 2011_01_Ronko
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3 2 2
4 1999 National Bank of Keystone(Keystone), Pacific Thrift and Loan(PLT) FDIC CAMEAL Greenspan FRB 2000 IT IT Greenspan[2004] BIS BIS[2003] [2005] BIS[2003]
5 (1) (2) 4
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7 6
8 7
9 4.1 8
10 [2010b] GDP
11 ( ) [2004][2010a] Tier1 Tier1 6 Tier1 4.5 Tier Tier ()Tier1 Tier2 [2010a][2010b] Tier (0.625%)
12 GDP [2009]21 [2011]112 FRB (2011 )(2013 )
13 Tiei1, Tier (LCR: Liquidity Coverage Ratio)30 2 (NSFR: Net Stable Funding Ratio) (LCR) (NSFR) FSB G20 12
14 13
15 1 ( 2 ) ( 3 ) ERM(Enterprise Risk Management) [2004] 14
16 5ERM 5.1 ERM 15
17 16
18 (1) 17
19
20 19
21 4 20
22 PricewaterhouseCoopers LLP [2000][2005] (Plan) (Do) (Check) (Act) PDCA PDCA 21
23 22
24 23
25 24
26 25
27 [2003]
28 Archarva V.V and Richardson M.[2009] Restoring Financial Stability [2011] Bank for International Settlements, Committee on the Global Financial System( ) BIS[2003]), Credit Risk Transfer ( Basel Committee on Banking Supervision[1998a] Framework for Internal Control Systems in Banking Organizations, ( [2004] International Convergence of Capital Measurement and Capital Standards: a Rived Framework, [2005] Enhancing Corporate Governance for Banking Organization, [2006] Observed Range of Practice in Key Elements of Advanced Measurement Approaches (AMA), [2008] Implementation of the compliance principles, A survey, [2009a] Basel Committee on Banking Supervision Announces Enhancements to the Basel II Capital Framework, [2009b] Expansion of Membership Announced by the Basel Committee, [2009c] Initiatives on Capital Announced by the Basel Committee, [2010a] Group of Governors and Heads of Supervision announces higher global minimum capital standards, [2010b]Basel: A global regulatory framework for more resilient banks and banking systems, [2010c]Basel: International framework for liquidity risk measurement, standards and monitoring, 27
29 [2010d] Principles for enhancing corporate governance, [2010e] Sound Practice for the Management and Supervision of Operational Risk, [2010f] Operational Risk Supervisory Guidelines for the Advanced Measurement Approaches, ERISK[2002]Case StudyFirst National Bank of Keystone, ( FDIC[2000] Oral Statement of Donna Tanoue Chairman Federal Deposit Insurance Corporation before the Committee on Banking and Financial Services U.S. House of Representatives, February 8, 2000 FDIC ( FRB[2009] Supervising and Resolving Large Financial Institutions, November 10,2009 Speech by Governor Tarullo, ( Joint Forum[2004] Credit Risk Transfer, ( [2008] Credit Risk Transfer :Development from 2005 to 2007, Greenspan, A.[2004] International Financial Risk Management, New Horizons in Central Bank Risk Management, Central Banking Publications Jones, D.S.and K.K. King. [1995] The Implementation of Prompt Corrective Action: An Assessment,Journal of Banking and Finance 19,1995, Lam,.J.[1995] Enterprise Risk Management: From Incentives to Controls, Wiley Finance [2008]ERM Kiff, J. and Mills, P.[2007] Recent Developments in U.S. Subprime Mortgage Markets, IMF Working Paper ( PricewaterhouseCoopers LLP [2000] Corporate Governance and the Board, Institute of Internal Auditors Research Foundation[2005] Tett,G [2009] Fools Gold, International Creative Management[2009] The Committee on Corporate Governance [1998] Final Report, Gee Publishing [2000] 28
30 2 IT [2010] [2011]3 5 29
31 risk appetite COSO/ERM[2004] risk appetite 30
32 31
33 ERM Journal Editors-in-chief Associate Editors Assistant Editors ERM F TEL FAX URL:
34 JAVCERM
野村資本市場研究所｜国際基準との調和も踏まえた米国SIFI規制（PDF）
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