宏观审慎监管下的系统性资本要求研究——基于系统重要性金融机构的视角

发布时间：2018-02-15 08:32

本文关键词： 宏观审慎监管系统重要性金融机构系统性资本要求　出处：《经济体制改革》2012年03期 　论文类型：期刊论文

【摘要】：降低系统重要性金融机构的道德风险及其经营失败的负外部效应是危机之后金融监管改革的重要内容之一。在宏观审慎监管的理念下,从规模、可替代性、关联度、复杂性和全球化参与度等方面研究SIFIs的评价标准,系统梳理了SIFIs监管动因及措施。研究认为:针对SIFIs设定系统性资本要求是应对系统性风险的重要举措。目前,根据我国的实际的情况,政府已针对一些重要银行提出了特殊的监管要求,如对工、农、中、建、交五大银行比其它银行多计提1个百分点的资本,银监会也开始从时间和机构两个维度对银行实施系统性资本要求。但我国针对SIEIs提出的1%的系统性资本要求,并不意味着达成了一致。
[Abstract]:To reduce the negative externalities of the moral risk of systemically important financial institutions and business failure is the crisis of financial regulatory reform is one of the important contents. In the macro prudential supervision concept, from the scale, substitutability, relevance, complexity and globalization participation and other aspects of the evaluation standard of SIFIs, systematically analyzes the causes and measures of supervision SIFIs. The results show that for the SIFIs to set up the system of capital requirements is an important measure to address systemic risk. At present, according to China's actual situation, the government has some important banks made a special regulatory requirements, such as industry, agriculture, in construction, the big five banks than other banks provision 1 percentage points of the capital, the CBRC also began to demand the implementation of the banking system of capital from the two dimensions of time and institutions. But the capital system in China proposed by SIEIs 1% requirements, does not mean that Agreed.

【作者单位】：湖南大学金融与统计学院(湖南大学两型社会创新基地);
【基金】：国家自然科学基金项目“中国债券市场的监管标准研究”(71073050G032) 湖南大学985工程“两型社会创新基地”
【分类号】：F832.1

【相似文献】