监管资本套利的动因与经济效应研究——兼论对我国新资本协议实施的启示
发布时间：2018-07-24 12:54
【摘要】：监管资本套利,是商业银行利用资本监管制度之间的差异性以及制度内部的不协调性,运用某种手段,在不改变实际风险水平的情况下提高资本充足率水平的行为。监管资本套利,产生于巴塞尔协议资本监管框架的缺陷,作为巴塞尔协议一个未曾预料的结果,其在西方发达国家发展非常迅速。2010年是新资本协议在中国正式实施的元年,监管资本套利也必将成为中国不可回避的一个问题。本文讨论了商业银行监管资本套利的动因以及经济影响,依据结论的政策含义,总结了对我国新资本协议实施的启示。
[Abstract]:Regulatory capital arbitrage is the behavior of commercial banks to improve the level of capital adequacy without changing the actual risk level by using some means to make use of the differences between the capital supervision systems and the disharmony within the system. Regulatory capital arbitrage, arising from the defects of the Basel capital regulatory framework, as an unexpected result of the Basel Accord, has developed very rapidly in the western developed countries. 2010 is the first year that the new capital agreement has been formally implemented in China. Regulatory capital arbitrage will also become an unavoidable issue in China. This paper discusses the motivation and economic impact of regulatory capital arbitrage in commercial banks, and sums up the enlightenment to the implementation of the new capital agreement according to the policy implication of the conclusion.
【作者单位】： 天津财经大学金融系;
【基金】：国家自然科学基金资助项目(70873087) 教育部人文社会科学研究基金资助项目(07JA790047)
【分类号】：F832.1
[Abstract]:Regulatory capital arbitrage is the behavior of commercial banks to improve the level of capital adequacy without changing the actual risk level by using some means to make use of the differences between the capital supervision systems and the disharmony within the system. Regulatory capital arbitrage, arising from the defects of the Basel capital regulatory framework, as an unexpected result of the Basel Accord, has developed very rapidly in the western developed countries. 2010 is the first year that the new capital agreement has been formally implemented in China. Regulatory capital arbitrage will also become an unavoidable issue in China. This paper discusses the motivation and economic impact of regulatory capital arbitrage in commercial banks, and sums up the enlightenment to the implementation of the new capital agreement according to the policy implication of the conclusion.
【作者单位】： 天津财经大学金融系;
【基金】：国家自然科学基金资助项目(70873087) 教育部人文社会科学研究基金资助项目(07JA790047)
【分类号】：F832.1
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