2004年6月,巴塞尔委员会正式公布新资本协议,建立了资本监管三大支柱体系,有效地将资本充足率与银行有效管理各类风险的能力紧密地结合在一起。新资本协议复杂的资本计量方法对银行风险管理提出了更高要求,强调了风险计量的精确性、敏感性和标准化,尤其突出了依赖银行内部量化 In June 2004, the Basel Committee formally announced the new capital agreement, establishing the three pillars of capital regulation and effectively combining the capital adequacy ratio with the ability of banks to effectively manage various types of risks. The complex capital measurement approach of the New Capital Accord sets new requirements for bank risk management, emphasizing the accuracy, sensitivity and standardization of risk measurement, with particular emphasis on relying on internal bank quantification