巴塞尔协议Ⅲ与中国银行业风险管理

发布时间：2018-04-30 19:51

  本文选题：巴塞尔Ⅲ + 风险管理　； 参考：《云南财经大学》2013年硕士论文

【摘要】：以第三版巴塞尔协议为核心的国际银行监管改革既延续了巴塞尔资本协议Ⅰ、巴塞尔协议Ⅱ的以风险为本的监管理念，又超越了传统的资本监管框架，从更宽广的视角来理解风险，在监管制度层面确立了微观审慎与宏观审慎相结合的监管模式，是G20成员国监管改革议程的基石。作为成员国之一，中国银监会在第三版巴塞尔协议的基础上，于2011年4月发布了《中国银行业实施新监管标准的指导意见》，确立了资本充足率、杠杆率、流动性、贷款损失准备监管的新标杆，明确了银行业审慎监管新框架和实施路线图。现如今，我国商业银行所面临的外部市场环境越来越复杂，由此势必将放大所隐藏的风险。所以，以实施新监管标准为契机，按照巴塞尔Ⅲ统筹推进的要求，梳理分析风险管理治理框架，建立起符合监管要求及适应未来发展趋势的全面风险管理架构，从而进一步增强我国商业银行的全球竞争力。 全文分为五章。第一章为绪论，介绍了选题的背景及意义，归纳了国内外学者在此领域的研究成果，并指出了本篇论文所遇到的难点及有可能的创新点；第二章为巴塞尔协议的回望，从Ⅰ—Ⅲ，分别从版本的出台背景、内容、影响三方面作出论述；第三章则为协议Ⅲ下商业银行的风险测量，按照原版协议的框架，，同时结合我国商业银行的风险现状，依次从信用风险、市场风险、操作风险研究分析，为下章的风险监管做铺垫；第四章为协议Ⅲ下商业银行的监管认识，首先比较我国试行的监管方案与原版巴塞尔Ⅲ间的差别，其次通过模型，以16家上市银行财务数据为样本，预测若按目前我国商业银行发展速度，未来几年银行的主要指标是否能够满足监管要求；最后一章为总结，即实行协议所面临的问题及相对应的建议。
[Abstract]:The third edition of the Basel Accord as the core of the international banking regulatory reform not only extends the Basel Capital Accord I, Basel II risk-based regulatory concept, but also goes beyond the traditional framework of capital supervision. Understanding risk from a broader perspective and establishing a regulatory model that combines microprudential and macro-prudential at the regulatory system level is the cornerstone of the G20 countries' regulatory reform agenda. As one of the member countries, the CBRC, on the basis of the third edition of the Basel Accord, issued in April 2011 the guidelines for the implementation of the new regulatory standards in China's banking sector, which established the capital adequacy ratio, leverage ratio and liquidity. The new benchmark for regulation of loan loss preparation defines a new framework for prudential banking regulation and a road map for its implementation. Nowadays, the external market environment of Chinese commercial banks is becoming more and more complex, which will enlarge the hidden risks. Therefore, taking the implementation of the new regulatory standards as an opportunity, in accordance with the requirements of the Basel III overall promotion, the paper analyzes the risk management governance framework and establishes a comprehensive risk management framework that conforms to the regulatory requirements and adapts to the future development trend. So as to further enhance the global competitiveness of our commercial banks. The full text is divided into five chapters. The first chapter is the introduction, introduces the background and significance of the topic, summarizes the research results of domestic and foreign scholars in this field, and points out the difficulties encountered in this paper and the possible innovation points; the second chapter is the review of the Basel Accord. The third chapter is about the risk measurement of commercial banks under the agreement 鈪

本文编号：1825957