信用リスクに係る標準的手法の見直し

バーゼル銀行監督委員会による市中協議文書「信用リスクに係る
標準的手法の見直し」に対するコメント
2015 年 3 月 31 日
全国信用協同組合連合会
全国信用協同組合連合会（以下「全信組連」という。理事長内藤純一）は、
バーゼル銀行監督委員会（BCBS）から提示された「信用リスクに係る標準的手
法の見直し」に対してコメントする機会を与えられたことに感謝の意を表した
い。また、全信組連は、以下のコメントが BCBS におけるさらなる議論の助け
となることを期待する。
コメント：
新しい枠組みを協同組織等の非株式会社形態の金融機関へ適用するに当って
は、その独自の組織構造や法体系を考慮し、各国の規制当局に与えられた裁量
と両立できるものにすべきである。独自の組織構造や法体系を考慮する重要性
については、既に国際合意されたバーゼルⅢテキスト（2010 年 12 月＜2011 年
6 月修正版＞）の中で述べられているところである。
金融機関は、自らの健全性を維持しつつ、事業者および個人へ円滑な資金供
給を行うことが求められており、特に協同組織金融機関について言えば、中小
企業への金融仲介や地域活性化において、社会的に必須の役割を負っていると
いう点についても考慮する必要がある。グローバルに一律の規制を設けること
は、金融機関の資金供給機能を阻害するだけでなく、地域の金融機関への負荷
を通じ地域経済にもマイナスの影響を及ぼすこととなる。
このことからも、特に中小企業金融の分野における規制の整備に当っては、
国内事情をよく把握している各国当局による裁量に委ねるべきである。
（協同組織金融機関の独自の組織構造について）
協同組織金融機関には上位機関があるが、その上位機関は、傘下の個別協同
組織金融機関の自己資本充実スキームなどを通じ、経営基盤強化において、重
要な役割を担っているほか、上位機関への預け金を使って、それらの金融機関
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の余資運用や為替決済業務も担っている。
さらに、一定の個別協同組織金融機関の代表権者が上位機関の非常勤役員と
して経営に関与する実態や、自己資本充実スキームの実効性向上のためのモニ
タリング制度により、互いに経営内容を掌握できるガバナンス体制となってい
る。ある意味、協同組織金融機関とその上位機関は、密接な関係を持つ一体的
な組織体とみることができる。
こうした独自の組織構造を考慮すると、上位機関と傘下の協同組織金融機関の
相互間のエクスポージャーには、それに配意した取扱いが求められてしかるべ
きである。具体的には、傘下金融機関の上位機関への預り金および上位機関が
保有する傘下金融機関の優先出資証券は他より低いリスクウェイトが適用され
るべきである。
以
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上
31st March 2015
Comments on consultative document on Revisions to the Standardized
Approach for credit risk
Shinkumi Federation Bank (SFB) is the central bank for Japanese credit
cooperatives (Shinkumi banks＊).
As the central bank for Shinkumi banks, SFB provides members (Shinkumi
banks) with liquidity, extensive investment, settlement, funds transfer and
payment services (indirecting effect extended their members).
In addition, SFB provides consulting and monitoring services, ALM support
and analysis of marketable securities portfolio for its members.
＊Outline of Shinkumi banks (As of March 31, 2014)
Shinkumi banks are not-for-profit cooperative financial institutions
owned and managed by their members, and they offer various financial
services (such as commercial banks) for their members.
Shinkumi banks were founded for the purpose of mutual financial aid
among their own communities.
Shinkumi banks are divided into three groups sharing type of common
bond in a membership, residents, type of business, and occupation
(workplace).
At March of 2014, there were 155 Shinkumi banks through Japan, which
had a total of 1,718 outlets, 3,868,757 members, total deposits of ¥18,667
billion (US$183 billion), and outstanding loans of ¥9,797 billion (US$96
billion).
SFB wishes to express its appreciation for the opportunity to comment on
the consultative document on Revisions to the Standardized Approach for
credit risk.
SFB hopes that its comments below will help to further discuss in the
BCBS.
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Comments:
When applying the new framework to non-joint stock companies such as
cooperatives, it should be consistent with discretion given to national
supervisory authorities, taking into account their specific constitution and
legal structure. The necessity of such consideration has already been
mentioned in Basel Ⅲ：A global regulatory framework for more resilient
banks and banking systems issued by the Basel Committee (December 2010
<rev June 2011>).
Financial institutions are required to exercise their financial intermediary
function toward companies and individuals, while also maintaining their
own sound financial conditions. In particular, cooperative-type financial
institutions play a socially indispensable role in supporting small companies
and individuals and revitalizing economies. Such social responsibility of
cooperative financial institutions should also be taken into account. If global
regulations are mechanically applied to those financial institutions in a
uniform manner, it could produce the unintended effect of hurting the
financial intermediary function, which could have a negative impact on
regional economies.
Taking the abovementioned risk into consideration, when improving
financial regulations in the area of financing for small and medium-size
enterprises(SMEs), it should be left to the discretionary powers of national
authorities which are well informed of their own domestic circumstances.
(Specific constitution of cooperative financial institutions)
Cooperative financial institutions have the central organization, which
plays a significant role in bolstering the foundation of the management of
individual cooperative institutions through measures such as schemes for
supporting the strengthening of their capital bases. The central organization
also performs payments and settlements smoothly between cooperative
institutions and its customers and provides cooperative institutions with
collective investment facilities by using the claims deposited to it.
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In addition, regarding the governance structure, cooperative banks and
their central organization can mutually grasp and influence each other’s
management as follows: representatives of the individual cooperative
institutions, who act on the board of their central organization as part-time
directors, can influence the organization’s policies. on the other hand, the
central organization can grasp the business conditions of the individual
cooperative institutions through monitoring services accompanied by
strengthening their capital bases. In a way, cooperative financial institutions
and their central organization are closely connected as a unified
organization.
Taking into account the abovementioned specific constitution, exposures
between cooperative institutions and their central organization would
qualify for preferential treatment. Concretely, their claims deposited to the
central organization as well as the central organization’s acquired preferred
equities issued by them for the supporting scheme should receive a
preferential risk weight.
(END)
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