市场风险国际监管改革的进展
发布时间：2019-02-23 09:30
【摘要】：正此次国际金融危机的爆发,引发了监管当局对银行市场风险的广泛关注。银行业的市场风险远比过去更为复杂,市场风险和信用风险相互交织带来的风险共振加大了危机的力度。为此,国际监管组织力图重塑框架,试图把市场风险这一"洪水猛兽"放到笼子里来。2012年5月,巴塞尔委员会发布了《关于交易账户的基础性评估》征求意见稿,全面分析了当前市场风险监管框架所存在的问题,初步提出了改革总体思路。危机前市场风险监管框架存在的问题及改革此次国际金融危机以来,以美欧为代
[Abstract]:The outbreak of the international financial crisis, triggered widespread concern about the risk of the banking market. The market risk of the banking industry is much more complex than in the past, and the risk resonance caused by the interweaving of the market risk and the credit risk increases the intensity of the crisis. To that end, international regulators are trying to reshape the framework and put market risk in a cage. In May 2012, the Basel Committee released a draft of the basic Assessment of Trading accounts. This paper comprehensively analyzes the problems existing in the current regulatory framework of market risk, and puts forward the general idea of reform. Problems existing in the regulatory framework of market risk before the crisis and reform since the international financial crisis
【作者单位】： 中国银监会政策研究局;
【分类号】：F831.1
，
本文编号：2428684
[Abstract]:The outbreak of the international financial crisis, triggered widespread concern about the risk of the banking market. The market risk of the banking industry is much more complex than in the past, and the risk resonance caused by the interweaving of the market risk and the credit risk increases the intensity of the crisis. To that end, international regulators are trying to reshape the framework and put market risk in a cage. In May 2012, the Basel Committee released a draft of the basic Assessment of Trading accounts. This paper comprehensively analyzes the problems existing in the current regulatory framework of market risk, and puts forward the general idea of reform. Problems existing in the regulatory framework of market risk before the crisis and reform since the international financial crisis
【作者单位】： 中国银监会政策研究局;
【分类号】：F831.1
，
本文编号：2428684
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