巴塞尔协议Ⅲ监管变革及对中国商业银行的挑战

发布时间：2018-04-15 06:02

本文选题：巴塞尔协议Ⅲ + 资本充足率　；参考：《外交学院》2012年硕士论文

【摘要】：2007年爆发的金融危机充分暴露了全球金融监管框架的缺陷，此后G20领导人峰会成为国际经济与金融治理的新平台，并负责全球金融监管改革与规划。在G20的倡议下，巴塞尔委员会提出了一系列有关资本和流动性改革的方案，并于2010年9月，经来自全球27个国家和地区的央行和监管机构在经过充分讨论后，，通过了《巴塞尔协议Ⅲ》新监管标准。新监管协议改进了资本工具并明确资本定义，更加注重充分捕捉风险，引入了杠杆率监管标准，建立起拨备、资本留存及反周期资本监管框架，规定了全球流动性标准，注重全面考察系统性风险。我国在充分吸收国外监管改革经验的基础上，结合自身的国情特点，提出了具体落实《巴塞尔协议Ⅲ》新监管标准的思路和框架，立足微观审慎和宏观审慎的有机结合，具体提出了四项监管要求，包括资本充足率、杠杆率、流动性和拨备损失准备。新监管变革给中国商业银行带来了一定影响，短期来看，虽然我国商业银行各项指标基本达到了监管要求，但是长期来看，由于我国经济的快速发展导致信贷需求持续增长，信贷类资产将长期保持快速增长，资产规模扩张使得银行不仅会面临资本补充压力，还可能面临杠杆率监管压力。面对如此监管变革，中国商业银行必须要未雨绸缪，积极转变增长方式，推进战略转型，大力发展中间业务，在不断补充资本来源的同时要尽量减少资本消耗类业务，加强开发服务于实体经济的金融创新产品。
[Abstract]:The financial crisis in 2007 fully exposed the shortcomings of the global financial regulatory framework, and since then the G20 leaders' summit has become a new platform for international economic and financial governance and is responsible for the reform and planning of global financial regulation.At the initiative of the G20, the Basel Committee put forward a series of proposals on capital and liquidity reform, and in September 2010, after full discussion by central banks and regulators from 27 countries and regions around the world,The new regulatory standard of Basel III was adopted.The new regulatory agreements have improved capital instruments and clear definitions of capital, focused more on adequately capturing risk, introduced leverage regulatory standards, established provisions, capital retention and counter-cyclical capital regulatory frameworks, and set global liquidity standards,Pay attention to the comprehensive investigation of systemic risk.On the basis of fully absorbing the experience of foreign regulatory reform and combining with the characteristics of our own national conditions, this paper puts forward the idea and framework of implementing the new regulatory standards of Basel III, which is based on the organic combination of micro- and macroprudential.Four regulatory requirements are specified, including capital adequacy, leverage, liquidity and provision for loss.The new regulatory reform has had a certain impact on Chinese commercial banks. In the short term, although China's commercial banks have basically met the regulatory requirements, in the long run, due to the rapid economic development of our country, the credit demand has continued to grow.Credit assets will continue to grow rapidly for a long time, with the expansion of assets putting banks under pressure not only to replenish capital, but also to regulate leverage.In the face of such regulatory changes, Chinese commercial banks must prepare ahead of time, actively change their growth mode, push forward strategic transformation, vigorously develop intermediate business, and continue to replenish capital sources while minimizing capital consumption.We will strengthen the development of innovative financial products that serve the real economy.
【学位授予单位】：外交学院
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.2

【参考文献】