Page 21 - CCFA Journal - 8th Issue
P. 21
加中金融 风险控制 Risk Management
The Potential Impact of Basel IV on Banks’ Mortgage Lending Behavior in
Canada
巴塞尔协议 IV
在加拿大对银行房屋信贷的潜在影响
Jeff Huang, Director, Global Risk Management, Scotiabank
Disclaimer
The opinions expressed in this article are those of the author. They do not purport to reflect the opinions or views of the author’s
employer.
免责声明
本文纯属作者本人观点，而无意反映作者雇主的意见或观点。
Basel IV and Mortgage Lending in Canada 巴塞尔协议 IV 和加拿大的房屋抵押贷款
Basel IV, also known as Basel III final Reforms (BCBS, 2017), 巴塞尔协议四，也称为巴塞尔协议三最终改革（BCBS，
the new capital rule for banks, is one of the hottest topics in 2017），是银行的新资本规则，是全球银行业最热门的
banking around the globe. In Canada, OSFI (The Office of 话题之一。在加拿大，OSFI（金融机构监管局）最近发布
Superintendent of Financial Institutions) released the 了基于巴塞尔 IV 的更新后的资本充足要求指南，该指南
updated Capital Adequacy Requirements Guidelines based 将于 2023 年 4 月生效，取代了当前的要求。对于加拿大
on Basel IV, set to be effective as of April 2023 which 银行来说，住宅抵押贷款在资产负债表上的权重最大。
superseded the current requirements. For Canadian banks, 根据加拿大统计局的数据，自 2011 年 11 月以来，所有
residential mortgage has the heaviest weight on the balance
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sheets. According to Statistics Canada , the aggregated 特许银行的总抵押贷款余额已超过所有其他类型贷款的
mortgage loan balance in all charted banks in Canada has 总和，到 2021 年 9 月达到 1.53 万亿。其中，1.43 万亿用
surpassed that of all other types of loans combined since 于住宅用途，占加拿大所有现有住宅抵押贷款的 80%
November 2011, reaching 1.53 trillion in September 2021. Of （其余来自信用合作社、抵押投资实体、抵押金融公司
this total mortgage balance, 1.43 trillion was for residential 以及保险和信托公司）。在本文中，我们分析了巴塞尔
2
purpose which accounted for 80% of all existing residential 协议 IV 中与抵押贷款和房地产风险敞口相关的变化，并
mortgages loans in Canada (the rest were originated by 讨论了对银行在抵押贷款领域的放贷意愿的潜在影响。
credit unions, mortgage investment entity, mortgage finance
corporation, and Insurance and Trust Companies). In this
paper, we analyze the changes in Basel IV as they pertain to
mortgages and real estate exposures and discuss the
potential impact to banks’ lending appetite in the mortgage
space.
1 Statistics Canada. Table 10-10-0109-01 Chartered banks, assets
and liabilities, month-end, Bank of Canada (x 1,000,000)
2 Residential Mortgage Industry Data Dashboard | CMHC (cmhc-
schl.gc.ca)
CCFA JOURNAL OF FINANCE August 2022 Page 21 第21页
