EBA欧洲银行-EBA-BS-2012-272-Annex-1-publicAnnex-implementation-study-AMA-extensions-and-changes-_3页_159kb

报告摘要

会员国关于AMA变更实施情况的总结

核心内容概述

本总结基于各会员国对《巴塞尔III》中关于**资产抵押品（Asset-Backed Collateral, AMA）**变更的实施情况，包括是否实施、是否修改定义、变更审查频率、通知形式以及阈值调整等关键信息。

各会员国实施情况

会员国	实施情况	定义修改	变更审查频率	通知形式	阈值调整
AT	Yes	No	Regular intervals (case by case)	In writing	No
BE	In part	Application files can be introduced twice a year	Permanent internal file within institution, accessible by NBB	In writing (application file for significant changes)	No
BG	Yes	No	In due time	By signed letter (electronically or on paper)	No
CY	Yes	No	N/A	N/A	N/A
CZ	Yes	No	In compliance with group AMA Change Policy (ACP) and procedures	In compliance with group AMA Change Policy (ACP) and procedures	No
DE	Yes	No	Annually collected, latest one year after last report	Written form	Threshold for major changes are more than 10% and less than 20%. Changes of more than 20% are classified as significant.
DK	Yes	No	N/A	Written procedure	No
EE	Yes	No	Yearly	In writing	No
EL	Yes	No	Annual basis	In writing	No
ES	Yes	Definition of the application period for significant changes and extensions set as three months	Once a year	By letter	No, subject to internal procedures
FI	No (expected end 2012)	No	Within a reasonable timeframe	Written document	No
FR	Yes	No	Annual basis	Official administrative letter	No
HU	Yes	No	Once a year	In writing and electronically	No
IE	Yes	No	Yearly	Formal notification	No
IS	No	N/A	N/A	N/A	N/A
IT	Yes	No	Yearly	In written format	No
LI	N/A	N/A	N/A	N/A	N/A
LT	Yes	No	Yearly	By post or email	No
LU	Yes	No	Same as guidelines	Same as guidelines	No
LV	Yes	No	Annual basis	Electronic or paper documents	No
MT	Yes	No	N/A	N/A	No
NL	Yes	No	At least annually	In writing	No
NO	Yes	No	N/A	N/A	No
PL	No	No	Annually	Hardcopy form	No
PT	Yes	Direct reference to GL45 through Instruction of Banco de Portugal	No additional guidance provided	Standard procedure	No
RO	Yes	No	Annually	Standard procedure	No
SE	No	N/A	N/A	N/A	N/A
SI	Yes	No	Promptly if subsidiary is affected	By letter	N/A
SK	Yes	Included in Decree of Národná banka Slovenska (26 April 2011)	Immediately	As defined	No
UK	In part	Yes	Quarterly in arrears	Quarterly letter; formal application for extensions and changes	Threshold set at >1% (major) >10% (significant)

主要观点

大部分国家已实施：除了少数国家如FI、IS、SE，大部分会员国已按照《巴塞尔III》的《通用指引》（GL 45）及即将发布的《实施条例》（RTS）实施AMA变更管理。
部分国家实施不完全：如UK仅部分实施，其参考GL45但未完全纳入，且需遵循FSA的内部流程。
定义修改较少：多数国家未对AMA定义进行修改，仅UK和SK在定义上有所调整。
审查频率多样：多数国家按年度审查，部分国家如DE、ES按特定时间间隔（如季度、半年）进行审查，而一些国家如SI、SK则在需要时立即审查。
通知形式统一：大部分国家要求以书面形式通知，少数国家如BE、UK允许通过应用文件或正式信函进行通知。
阈值调整存在差异：只有DE和UK明确了AMA变更的阈值，其他多数国家未进行调整，或未提供具体信息。

关键信息

实施时间：多数国家在2012年已开始实施，如DE、ES、HU、PT等。
审查机制：各国根据自身情况设定审查频率，如年度、季度或半年一次。
通知流程：通知通常为书面形式，部分国家允许电子提交。
阈值设定：DE和UK设定了具体的阈值（>10%或>1%），其他国家未提及具体数值。
例外情况：部分国家如BE、PT、SK等通过内部文件或指导文件实施，未明确提及是否需向监管机构提交变更申请。

总结

总体来看，大多数会员国已按照《巴塞尔III》要求实施了AMA变更管理，部分国家通过内部政策或直接引用GL45进行调整。审查频率和通知形式较为统一，但阈值设定和变更定义的调整情况存在差异。UK是唯一明确设定AMA变更阈值的国家，而DE、ES等国家也提供了相关细节。整体趋势显示，各国在遵循国际标准的同时，也在根据自身监管环境进行适当的本地化调整。

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