巴塞尔新资本协议对商业银行风险监管的影响

发布时间：2018-03-18 19:51

本文选题：巴塞尔新资本协议　切入点：商业银行　出处：《复旦大学》2011年硕士论文　论文类型：学位论文

【摘要】：随着金融全球化与自由化程度的不断加深,银行规模逐渐扩大,金融创新产品不断出现,银行业的经营风险加大了,各国银行监管部门意识到必须尽快提高银行风险监管水平,统一银行监管标准,完善银行监管制度。为了达到此目的,巴塞尔银行监管委员会决策委员会不断地修改巴塞尔协议的条款。 2007年由美国次贷危机引发的全球金融危机,给世界经济带来了巨大的负面影响,也凸显《巴塞尔协议Ⅱ》的缺陷,致使巴塞尔银行监管委员会管理层在2010年9月12日举行会议讨论并通过《巴塞尔协议Ⅲ》,并于同年11月举行的G20峰会上获得正式批准实施。为了与国际接轨,我国银监会也于2004年2月发布了《商业银行资本充足率管理办法》,2007年2月发布了《中国银行业实施新资本协议知道意见》。本文主要以《巴塞尔协议Ⅱ》和《巴塞尔协议Ⅲ》为研究对象,采用归纳、总结、比较的研究方法首先分析了巴塞尔协议的历史演进、法律性质；其次分析了我国商业银行风险管理理念及制度的发展历程、现状及存在的主要不足之处；再次分析了巴塞尔协议Ⅱ和Ⅲ对我国商业银行风险监管的影响以及在我国的实施情况及其在实施过程中遇到的问题和挑战；最后分析了巴塞尔协议Ⅱ和Ⅲ在境外主要发达国家和发展中国家的实施情况并借鉴国外实施巴塞尔协议的经验,为我国商业银行风险监管的完善提供建议和意见,使得我国商业银行风险监管更加完善,更能抵御各种风险,提高我国商业银行的国际竞争力。本文研究成果可以为我国商业银行风险监管的完善提供指导意见,为我国对巴塞尔协议的研究提供理论支持。
[Abstract]:With the development of financial globalization and liberalization deepening, the bank has gradually expanded the scale of financial innovation products continue to emerge, the banking risks, national banking regulators aware of the need to improve the banking regulatory level as soon as possible, the unified banking supervision standard, improve banking supervision system. In order to achieve this goal, the Basel Committee on banking supervision decision the Basel Committee continue to modify the terms of the agreement.
In 2007 the U.S. subprime mortgage crisis triggered by the global financial crisis has brought great negative impact to the world economy, also highlights the defects of Basel II < >, the Basel Committee on banking supervision management in September 12, 2010 held the meeting discussed and adopted "Basel III", and held in the same year, the G20 Summit on November formally approved in order to implement. And the international community, China Banking Regulatory Commission also issued in February 2004 "measures for the administration of the capital adequacy ratio of commercial banks", released in February 2007 "China banks to implement the new capital accord that opinion.
This paper mainly in "Basel II" and "Basel III" as the research object, by induction, summary, comparative research method first analyzes the historical evolution of the Basel agreement, the legal nature; secondly analyzes the development process of China's commercial bank risk management concept and system, current situation and main shortages again; analysis of the impact of Basel II and III on the risk management of commercial banks in China and the implementation of the situation in China and the problems encountered in the implementation process and challenges; finally analyzes the implementation of Basel II and III in outside of major developed countries and developing countries and learn from the experience of the implementation of the Basel agreement abroad, provide advice and the suggestions for improving the risk supervision of China's commercial banks, the risk supervision of commercial banks in China to be more perfect, more can resist all kinds of risks, improve our country The international competitiveness of commercial banks. This research results can provide guidance for the improvement of risk supervision in China's commercial banks, and provide theoretical support for China's research on Basel agreement.

【学位授予单位】：复旦大学
【学位级别】：硕士
【学位授予年份】：2011
【分类号】：D996.2;D922.281;F832.2

【相似文献】