次贷危机下商业银行资本监管的反思

发布时间：2018-01-08 07:34

本文关键词：次贷危机下商业银行资本监管的反思　出处：《金融论坛》2010年04期 　论文类型：期刊论文

【摘要】：次贷危机的爆发导致《新巴塞尔协议》三大支柱之首的资本监管饱受批评和指责,资本监管改革已经势在必行。本文回顾了商业银行资本监管的历史演进,反思次贷危机下商业银行资本监管表现的种种不足,提出了商业银行资本监管改革的方向与对策建议:建立商业银行资本监管逆周期机制,防止资本监管加剧经济的周期性波动;改进商业银行资本充足率计量体系,使得资本充足率计算更加简单化和透明化;强化对商业银行高杠杆运作的资本监管,从而限制商业银行的高杠杆运作行为;建立商业银行资本监管的激励机制,减少资本监管中的套利行为。
[Abstract]:The outbreak of the subprime mortgage crisis led to the capital supervision of the first of the three pillars of the Basel Accord under criticism and criticism, capital regulatory reform is imperative. This paper reviews the historical evolution of capital regulation in commercial banks. Reflecting on the shortcomings of the capital supervision performance of commercial banks under the subprime mortgage crisis, this paper puts forward the direction and countermeasures of the capital supervision reform of commercial banks: establishing the counter-cyclical mechanism of capital supervision in commercial banks. To prevent capital supervision from exacerbating the cyclical fluctuation of the economy; Improving the measurement system of capital adequacy ratio of commercial banks, making the calculation of capital adequacy ratio more simple and transparent; To strengthen the capital supervision on the highly leveraged operation of commercial banks, so as to limit the high-leverage operation of commercial banks; To establish incentive mechanism for capital supervision of commercial banks and reduce arbitrage behavior in capital supervision.
【作者单位】：湖南大学;湖南大学金融学院;
【基金】：国家自然科学基金(70873037) 2009年湖南省研究生创新项目(CX2009B063)
【分类号】：F830.33
【正文快照】： 由次级债券引发的金融危机爆发以来,现有金融体系所存在的诸多缺陷遭到了各方广泛的批评,加强商业银行监管的呼声不绝于耳,全球主要经济体已经开始着手研究商业银行监管改革的问题。此次危机中,大量商业银行出现了资本金损失严重,许多商业银行倒闭或者濒临破产,暴露出了商业

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