银行监管国际协调与合作研究

发布时间：2018-01-19 11:25

本文关键词： 银行监管国际协调与合作跨境银行国际标准与准则资本监管　出处：《辽宁大学》2013年博士论文　论文类型：学位论文

【摘要】：在金融全球化背景下，跨境银行迅速发展，系统性风险显现，金融危机跨境传播明显，对银行监管的国际协调与合作提出了现实需要。国际组织（如巴塞尔委员会）在银行监管的国际协调与合作中发挥了重要作用。本文主要研究了各国银行监管者在巴塞尔委员会等国际组织制定的原则指导下进行的银行监管国际协调与合作，包括协调与合作的背景、机制、内容和效果，在总结国际经验的基础上提出了我国参与银行监管国际协调与合作的对策。金融全球化是银行监管国际协调与合作的背景。自上个世纪八十年代以来，金融自由化浪潮兴起，促进了金融全球化的发展，带来资本大规模跨境流动。一方面金融全球化促进了经济发展，另一方面金融危机频繁发生。近年来，金融系统的系统性风险显现，表现在：在多种外部监管规则的作用下，银行经营的顺周期性明显（时间维度的系统性风险），同时，，资产证券化使风险分散在众多市场参与者手中，但整个金融系统的脆弱性增加（跨部门维度的系统性风险）。本文研究的银行监管国际协调与合作是各国银行监管当局在巴塞尔委员会等国际组织的指导和组织下，依据国际组织制定的国际标准和准则进行的。从历史上看，银行破产或金融危机是推动银行监管国际协调与合作不断发展的力量，如Herstantt银行倒闭推动了巴塞尔委员会的建立，BCCI银行的倒闭推动了跨境银行监管原则的建立，亚洲金融危机推动了一系列金融监管国际标准和准则的建立。国际标准和准则的制定通常是由发达国家提议，巴塞尔委员会等国际组织制定方案并组织各成员国讨论通过，然后由各成员国在本国监管法规中落实执行。广大发展中国家虽然并没有参与国际标准和规则的制定，但为了获得国际金融市场的认可，往往也参与到对监管国际标准和规则的执行中来。本文从跨境银行监管和各国对监管国际标准和准则的执行等两个方面对银行监管国际协调与合作的内容进行分析。跨境银行的监管是母国和东道国银行监管者进行监管协调与合作的主要内容。依据巴塞尔委员会制定的并表监管原则，本文从日常监管中的国际协调与合作、金融危机中的国际协调与合作、宏观审慎监管中的国际协调与合作等三个方面对母国和东道国监管者之间的协调与配合进行了分析。各国银行监管者对银行监管国际标准和准则的执行是各国为加强金融基础设施而进行的监管国际协调与合作。在监管国际标准和准则的推广方面，国际组织通过对各国遵守国际标准和准则的程度进行评估和技术援助，在推广国际标准和准则的过程中发挥了重要作用。此外，市场力量和跨境银行的发展也推动了监管国际标准和准则在各国的执行。学术界对执行《有效银行监管核心原则》和《新资本协议》等国际标准和准则的效果进行了大量实证研究，研究发现：执行监管国际标准和准则有助于金融基础设施的完善和银行风险管理水平的提高，但并不能阻止金融危机的发生，执行银行监管国际标准和准则是金融稳定的必要条件而不是充分条件。执行银行监管国际标准对宏观经济具有一定影响，如《新资本协议》的顺周期性等。本文在最后一章对我国参与银行监管国际协调与合作的对策进行了分析，包括资本监管原则的落实、宏观审慎监管工具和治理结构、跨境银行监管国际协调与合作等三个方面。本文在写作过程中参阅了大量最新的国外研究文献，以巴塞尔委员会指导下的银行监管国际协调与合作为主线，系统、全面地梳理了银行监管国际协调与合作的背景、发展过程、形成机制和内容，分析了2008年美国金融危机以来对跨境银行微观审慎监管和宏观审慎监管国际协调与合作的国际经验和做法，对国外学者在金融监管国际标准和准则的作用和效果方面进行的大量理论和实证研究进行了整理和总结。在借鉴国际经验的基础上，提出了我国参与银行监管国际协调与合作的对策，具有重要的现实意义。本文的不足之处在于没有建立银行监管国际协调与合作的理论分析框架。
[Abstract]:Under the background of financial globalization, the rapid development of cross-border banks, systemic risk appears, cross-border financial crisis communication, international coordination and cooperation in banking supervision put forward the realistic need. International organizations (such as the Basel Committee) played an important role in the international coordination and cooperation in banking supervision. This paper mainly studies the national bank regulators the guiding principle in international organizations such as the Basel Committee for banking supervision under the international coordination and cooperation, including cooperation and coordination mechanism, background, content and effect, based on summarizing the international experience and puts forward some countermeasures for China's participation in international coordination and cooperation in banking supervision.
Financial globalization is the international coordination and cooperation in banking supervision background. Since the last century since 80s, the rise of the tide of financial liberalization, and promote the development of financial globalization, capital flow. A large-scale cross-border financial globalization promotes economic development, on the other hand, the financial crisis occurred frequently. In recent years, systemic risk in the financial system appeared in a variety of external regulatory rules under the effect of bank procyclicality significantly (systemic risk time dimension), at the same time, the asset securitization risk dispersed in many market participants hands, but the fragility of the financial system as a whole (increased systemic risk of cross sectoral dimension).
This paper studies the banking supervision of international coordination and cooperation is the supervisory authorities of each country in international organizations such as the Basel Committee's guidance and organization, on the basis of international organizations to develop international standards and criteria. Historically, bank insolvency or financial crisis is to promote international coordination and cooperation in banking supervision development strength, such as Herstantt bank the collapse of promoting the establishment of a Basel Committee, BCCI bank failures led to the creation of the principle of cross-border banking supervision, the Asian financial crisis to promote the establishment of a series of international financial regulatory standards and guidelines. The formulation of international standards and norms are usually proposed by developed countries and international organizations to develop programs such as the Basel Committee and discussion group members by then, by the member states in the country in the implementation of regulations. Although the vast developing countries did not participate in the international standard. In order to obtain the recognition of the international financial market, it is often involved in the implementation of the international standards and rules of supervision.
This paper carries on the analysis from the cross-border banking supervision and other two aspects of the supervision of international standards and guidelines for the implementation of international coordination and cooperation in banking supervision. The content of cross-border banking supervision is the main content of host country and bank regulators for regulatory coordination and cooperation. On the basis of the Basel Committee formulated the principle of consolidated supervision, the international coordination and cooperation from the daily supervision, international coordination and cooperation in the financial crisis, the three aspects of macro prudential supervision in the international coordination and cooperation for the analysis of the coordination and cooperation between home and host supervisors. Banks regulators on international standards for banking supervision and implementation of the guidelines is the supervision of countries to strengthen international coordination and cooperation the financial infrastructure and the promotion. In the supervision of international standards and norms, through international organizations of States to comply with international standard Standard and criterion to assess the extent and technical assistance, played an important role in the promotion of international standards and norms. In addition, the development of market forces and cross-border banks also contributed to the regulation of international standards and norms in national execution. Academia on the implementation of < > effective banking supervision and the core principles of "new capital agreement > and other international standards and guidelines for a large number of empirical studies, the study found that: the supervision of the implementation of international standards and norms and improve the level of bank risk management is helpful to improve the financial infrastructure, but can not stop the financial crisis occurred, the implementation of standards and norms of international banking supervision is necessary but not sufficient condition for financial stability implementation of international standards for banking supervision. It has certain effect on the macro economy, such as the" new capital agreement > procyclicality.
In the last chapter, this paper analyzes the Countermeasures of China's participation in banking supervision and international coordination and cooperation, including the implementation of capital regulation principles, macro prudential regulatory tools and governance structure, cross-border banking supervision, international coordination and cooperation and so on three aspects.
This paper refers to a large number of the latest foreign literature in the process of writing, the Basel Committee on Banking Supervision under the guidance of international coordination and cooperation as the main line, system, comprehensive sort of international coordination and cooperation in banking supervision in the background, development process, formation mechanism and content analysis, since the 2008 financial crisis in the United States on cross-border banking prudential supervision and macro prudential supervision of international coordination and cooperation of the international experience and practice, a lot of theoretical and empirical aspects of the role of foreign scholars in the international standard of financial supervision and standards and the effect of the research are summarized. Based on the international experience, and puts forward some countermeasures for China's participation in international coordination and cooperation in banking regulation, has the important practical significance. The shortage of this article is not the establishment of international coordination and cooperation in banking supervision in the framework of theoretical analysis.

【学位授予单位】：辽宁大学
【学位级别】：博士
【学位授予年份】：2013
【分类号】：F831.1

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