本文選題：預(yù)先承諾制 + 金融控股公司��； 參考：《中國海洋大學(xué)》2011年碩士論文

【摘要】：以《新巴塞爾協(xié)議》為標(biāo)志,以資本充足性監(jiān)管為核心的全面的審慎性風(fēng)險監(jiān)管逐漸成為了國際銀行業(yè)監(jiān)管的核心和重點。針對日益突出的銀行業(yè)市場風(fēng)險問題,《巴塞爾協(xié)議》先后提出了標(biāo)準(zhǔn)化監(jiān)管模式(Standardised Mode)和內(nèi)部模型法(Internal Model/VaR),對其進(jìn)行資本充足性監(jiān)管。而在運用過程中,這兩種方法暴露出了局限性和不足,最根本的問題是這兩種方法都存在激勵不相容的問題。隨著信息經(jīng)濟(jì)學(xué)在產(chǎn)業(yè)經(jīng)濟(jì)學(xué)中的應(yīng)用,作為非對稱信息博弈研究和運用的成果,20世紀(jì)90年代后,激勵規(guī)制理論在西方逐漸興起和發(fā)展。在這一理論的影響下,美聯(lián)儲委員會提出了預(yù)先承諾制(Pre-commitment Approach)的資本充足率監(jiān)管制度設(shè)想。根據(jù)這種預(yù)先承諾制方法,美聯(lián)儲要求銀行在每一個期間(通常是一個季度)初始,預(yù)先承諾它準(zhǔn)備承擔(dān)的最大交易損失,而這一損失隨即就將成為該銀行相對于市場風(fēng)險的當(dāng)期資本要求。監(jiān)管當(dāng)局在對該季度報告進(jìn)行審核之后,視其損失是否超過了銀行自己設(shè)定的限額對銀行采取相應(yīng)的策略。如果超過,銀行將會受到處罰,具體處罰形式包括罰款、監(jiān)管處分,或在今后保證更高的資本要求等。這一制度產(chǎn)生于主要采用金融控股公司形式實行金融混業(yè)經(jīng)營的美國,對于準(zhǔn)備借鑒美國模式,采用金融控股公司形式實現(xiàn)金融分業(yè)經(jīng)營向混業(yè)經(jīng)營過渡的中國金融業(yè)毫無疑問具有重要借鑒意義。 本文首先對預(yù)先承諾制的產(chǎn)生背景、其具體內(nèi)容、理論淵源、應(yīng)用情況、優(yōu)勢與目前存在的不足等問題做了一個較為全面和系統(tǒng)的呈現(xiàn),使讀者對該制度有一個全面的了解,并重點突出了其激勵相容的特性。接下來通過對金融控股公司有關(guān)理論及中國金融控股公司現(xiàn)狀等問題進(jìn)行分析,指出了金融控股公司風(fēng)險監(jiān)管的一系列特殊問題。揭示了中國加強金融控股公司風(fēng)險監(jiān)管的必要性。而后針對中國金融控股公司監(jiān)管所存在的法律缺位,現(xiàn)行分業(yè)監(jiān)管制度導(dǎo)致資本風(fēng)險監(jiān)管方面的激勵不相容的等問題,提出在未來金融控股公司法中引入預(yù)先承諾制的必要性,并分析可行性和意義。最后則水到渠成,探討了我國未來金融控股公司立法中引入預(yù)先承諾制的具體制度構(gòu)建問題。提出了自己的一些分析和設(shè)想。
[Abstract]:With Basel II as the symbol and capital adequacy regulation as the core, the comprehensive prudential risk supervision has gradually become the core and focus of international banking supervision. In view of the increasingly prominent banking market risk, the Basel Accord has put forward standardised mode of supervision and internal model method, I. e., Internal Model / VaRN, to supervise its capital adequacy. In the process of application, these two methods have exposed their limitations and shortcomings. The most fundamental problem is that the two methods are incompatible with each other. With the application of information economics in industrial economics, as a result of asymmetric information game theory, incentive regulation theory has been rising and developing in the west since 1990s. Under the influence of this theory, the Fed committee has put forward the idea of a capital adequacy regulatory system for the Pre-commitment system. Under this pre-commitment approach, the Fed requires the bank to pre-commit the maximum transaction losses it is prepared to take at the start of each period, usually a quarter. The loss will then become the bank's current capital requirement relative to market risk. After reviewing the quarterly report, regulators decided whether their losses exceeded the limits set by the banks themselves. If exceeded, banks will be punished in the form of fines, regulatory sanctions, or higher capital requirements in the future. This system came into being in the United States, which mainly adopts the form of financial holding company to carry out financial mixed operation. There is no doubt that the Chinese financial industry which adopts the form of financial holding company to realize the transition from separate operation to mixed operation has important reference significance. Firstly, this paper makes a comprehensive and systematic presentation of the background, content, theoretical origin, application, advantages and disadvantages of the pre-commitment system, so that readers can have a comprehensive understanding of the system. The characteristics of incentive compatibility are emphasized. Then, by analyzing the theory of financial holding company and the current situation of financial holding company in China, this paper points out a series of special problems in risk supervision of financial holding company. It reveals the necessity of strengthening the risk supervision of financial holding companies in China. Then aiming at the problems of the absence of law in the supervision of Chinese financial holding companies and the incompatibility of incentives in the supervision of capital risks caused by the current separate supervision system, the necessity of introducing the pre-commitment system into the future financial holding company law is put forward. And analyze the feasibility and significance. Finally, the author discusses the construction of the system of introducing the advance commitment system into the legislation of future financial holding companies. Put forward some of their own analysis and ideas.
【學(xué)位授予單位】：中國海洋大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2011
【分類號】：D922.28

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