后危机时代我国商业银行资本监管研究

发布时间：2018-03-06 01:28

  本文选题：巴塞尔资本协议　切入点：资本监管　出处：《天津财经大学》2013年硕士论文　论文类型：学位论文

【摘要】：金融在经济中发挥重要推动作用的同时,也潜在着巨大的风险。2008年一场波及世界的金融危机,将全球的视线积聚于金融体系。1988年巴塞尔协议的颁布,标志着银行风险管理进入了以资本监管为中心的新阶段。然而,每一次金融危机都会暴露国际资本监管的弊端,美国次贷危机也不例外,众多学者和监管当局更加关注新形势下对银行风险和资本监管的研究。由此不难看出,后危机时代银行资本的有效监管对于银行业的稳定、金融系统的稳健乃至整个国民经济的发展都有着至关重要的作用。 本文在搜集、研究国内外相关文献的基础上,首先阐述了在国际银行资本监管标准中具有风向标作用的巴塞尔资本协议Ⅰ、Ⅱ、Ⅲ的主要内容及其影响,以此作为理论依据,梳理了不同阶段巴塞尔协议在我国本土化运用的成果。其次通过将巴塞尔资本协议Ⅰ、Ⅱ、Ⅲ与资本监管不同发展阶段我国银行资本监管规则的横、纵向对比,分析了我国银行资本监管的现状。再次本文较为深刻的剖析了现阶段我国银行资本监管存在的问题及问题产生的原因。最后本文在总结理论、现状,分析问题及其原因的基础上提出增强我国银行资本监管有效性的政策建议 本文认为：随着经济国际化、市场化的深入和金融改革的深化,加之我国银行业及其监管当局的不懈努力,我国银行资本监管取得了一定的成绩。但是由于我国银行资本监管起步较晚,以及市场经济发达程度和制度约束等各原因,无论从银行内部资本的补充、风险的掌控,还是从银行外部资本监管基础设施的置备及技术手段的运用,我国银行和国际大银行在资本监管的理论和实践上都有着不小的差距。本文提出,我国银行资本监管改革的方向在于：持续推进审慎监管,加强创新,从银行业自身及银行业发展的宏观环境多角度、全方位提升银行资本监管的有效性,力求在强化我国银行资本监管基础上提升我国银行的国际竞争力。
[Abstract]:While finance plays an important role in promoting the economy, it also has the potential for enormous risks. In 2008, a financial crisis affecting the world gathered global attention in the financial system. In 1988, the Basel Accord was promulgated. The risk management of banks has entered a new stage with capital supervision as the center. However, every financial crisis will expose the disadvantages of international capital supervision, and the subprime mortgage crisis in the United States is no exception. Many scholars and regulatory authorities have paid more attention to the study of bank risk and capital supervision under the new situation. It is not difficult to see that the effective supervision of bank capital in the post-crisis era will stabilize the banking industry. The stability of the financial system and even the development of the entire national economy have a vital role. On the basis of collecting and studying the relevant literature at home and abroad, this paper first expounds the main contents and effects of the Basel Capital Accord I, II, III which have the role of wind vane in the international banking capital supervision standards, and takes this as the theoretical basis. Secondly, by comparing Basel Capital Accord 鈪，

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