《新资本协议》再思考:质疑、辨析与改革前瞻

发布时间：2018-03-13 09:08

本文选题：巴塞尔新资本协议　切入点：国际银行监管　出处：《武汉理工大学学报(社会科学版)》2010年04期 　论文类型：期刊论文

【摘要】：次贷危机的爆发与蔓延对《巴赛尔新资本协议》的制度框架提出了严峻挑战,引发了人们对其资本要求的充分性,监管规则的亲周期性,依赖外部信用评级的可靠性,推行内部评级法的合理性等诸多方面的质疑。然而《新资本协议》不是导致次贷危机的主要原因,这场危机并未从根本上否定《新资本协议》的制度框架及其监管理念的科学性和合理性。面对挑战和质疑,巴塞尔委员会也作出了积极回应。《巴赛尔新资本协议》要担当起统一全球银行资本计量和资本标准的历史重任,必须进行理念创新和制度改革,改革的走向应当为:安全与效率并重,重塑监管价值目标;微观审慎与宏观审慎相辅,加强系统性风险的防范;市场约束与政府监管互补,增强监管的有效性。
[Abstract]:The outbreak and spread of the subprime mortgage crisis have posed a severe challenge to the institutional framework of the Basel New Capital Accord, which has caused the adequacy of people's capital requirements, the pro-periodicity of regulatory rules, and reliance on the reliability of external credit ratings. The reasonableness of the implementation of the internal rating law has been questioned in many aspects. However, the New Capital Accord is not the main cause of the subprime mortgage crisis. The crisis has not fundamentally denied the scientific nature and rationality of the institutional framework of the New Capital Accord and its regulatory philosophy. The Basel Committee has also made a positive response. In order to take on the historic responsibility of unifying the global bank capital measurement and capital standards, the Basle New Capital Accord must carry out conceptual innovations and institutional reforms. The direction of reform should be as follows: safety and efficiency should be paid equal attention to, the value target of supervision should be reestablished; micro prudence and macro prudence should be supplemented to strengthen the prevention of systemic risks; market constraints and government supervision should complement each other, and the effectiveness of supervision should be enhanced.
【作者单位】：武汉大学国际法研究所;
【基金】：2009年度国家社会科学基金项目(09AFX004) 教育部“国际金融危机应对研究”课题项目(2009JYJR009)
【分类号】：F831

【参考文献】