本文選題：巴塞爾協(xié)議Ⅲ + 銀行監(jiān)管　； 參考：《西北農(nóng)林科技大學(xué)》2012年博士論文

【摘要】：本論文以《巴塞爾協(xié)議III》的修改和頒布為線索，針對(duì)《巴塞爾協(xié)議III》與我國(guó)銀行業(yè)監(jiān)管進(jìn)行了分析。論文圍繞《巴塞爾協(xié)議III》對(duì)我國(guó)銀行業(yè)的影響、構(gòu)建中國(guó)銀行業(yè)宏觀審慎監(jiān)管制度、跨境銀行監(jiān)管以及巴塞爾協(xié)議對(duì)我國(guó)農(nóng)村金融監(jiān)管的影響等方面的內(nèi)容進(jìn)行了論述。論文結(jié)合中國(guó)銀行業(yè)的發(fā)展現(xiàn)狀，通過(guò)對(duì)歷次巴塞爾協(xié)議主要內(nèi)容修改的梳理，我國(guó)銀行業(yè)如何在遵循《巴塞爾協(xié)議III》的基礎(chǔ)上構(gòu)建有中國(guó)特色的宏觀審慎監(jiān)管制度框架、充分發(fā)揮銀行業(yè)在促進(jìn)經(jīng)濟(jì)發(fā)展中的重要作用提出了政策建議。 論文的目的在于揭示《巴塞爾協(xié)議III》的新變化以及給中國(guó)銀行業(yè)帶來(lái)的影響，提出《巴塞爾協(xié)議III》框架下我國(guó)銀行監(jiān)管的新思路。論文采取從理論到實(shí)踐、由點(diǎn)及面的分析方法。除分析《巴塞爾協(xié)議III》對(duì)我國(guó)銀行業(yè)監(jiān)管的影響外，還特別對(duì)巴塞爾協(xié)議中有關(guān)銀行資本充足問(wèn)題、宏觀金融審慎監(jiān)管等熱點(diǎn)問(wèn)題進(jìn)行了研究。 論文緊密?chē)@《巴塞爾協(xié)議III》與中國(guó)銀行業(yè)監(jiān)管，分別從資本監(jiān)管、宏觀審慎監(jiān)管、跨境銀行監(jiān)管等方面，多視角進(jìn)行了詳細(xì)分析。論文分析的邏輯順序是由理論到實(shí)踐、由國(guó)外到國(guó)內(nèi)、由一般金融到農(nóng)村金融。 論文共分為八章，具體內(nèi)容如下： 第一章導(dǎo)論。本章主要介紹了論文的研究目的和意義、國(guó)內(nèi)外研究現(xiàn)狀、研究方法和思路、結(jié)構(gòu)以及創(chuàng)新之處等方面的情況。 第二章歷次《巴塞爾協(xié)議》的完善與評(píng)價(jià)。分別介紹了巴塞爾銀行委員會(huì)及其評(píng)價(jià)，并分別對(duì)第一版巴塞爾協(xié)議、第二版巴塞爾協(xié)議和第三版巴塞爾協(xié)議從背景、修改進(jìn)程、內(nèi)容和影響等幾個(gè)方面進(jìn)行了詳細(xì)介紹，指出了巴塞爾協(xié)議對(duì)資本監(jiān)管的發(fā)展脈絡(luò)。 第三章《巴塞爾協(xié)議III》對(duì)我國(guó)銀行業(yè)監(jiān)管的影響。結(jié)合《巴塞爾協(xié)議III》的新修改情況及其對(duì)我國(guó)銀行業(yè)監(jiān)管的影響進(jìn)行了分析。從巴塞爾協(xié)議III對(duì)我國(guó)銀行業(yè)監(jiān)管的積極影響、消極影響，對(duì)我國(guó)銀行指標(biāo)評(píng)價(jià)等方面進(jìn)行了全面論述。此外，還結(jié)合有關(guān)經(jīng)濟(jì)金融指標(biāo)就巴塞爾協(xié)議III對(duì)我國(guó)宏觀金融的影響進(jìn)行了預(yù)測(cè)。本章還對(duì)系統(tǒng)重要性金融機(jī)構(gòu)的影響進(jìn)行初步分析。 第四章《巴塞爾協(xié)議III》與銀行資本監(jiān)管。從巴塞爾協(xié)議的“三大支柱”入手，對(duì)巴塞爾協(xié)議關(guān)于資本監(jiān)管方面的新規(guī)進(jìn)行了分析，，本章對(duì)銀行資本進(jìn)行了深入的分析，特別是結(jié)合我國(guó)銀行實(shí)際對(duì)資本及其監(jiān)管進(jìn)行了詳細(xì)分析，最后對(duì)銀行監(jiān)管中的資本與流動(dòng)性風(fēng)險(xiǎn)管理進(jìn)行了分析。通過(guò)分析認(rèn)為，作為銀行監(jiān)管的核心，需要通過(guò)加強(qiáng)資本監(jiān)管來(lái)提升我國(guó)銀行業(yè)監(jiān)管的水平。 第五章《巴塞爾協(xié)議Ⅲ》與我國(guó)銀行業(yè)宏觀審慎監(jiān)管。本章主要是從金融危機(jī)看宏觀金融審慎監(jiān)管，并對(duì)宏觀金融審慎監(jiān)管進(jìn)行了進(jìn)一步的認(rèn)識(shí)。論文就構(gòu)建宏觀金融審慎監(jiān)管體系的重要性、具體措施、建立適應(yīng)中國(guó)國(guó)情的宏觀審慎監(jiān)管指標(biāo)體系提出了自己的觀點(diǎn)。構(gòu)建了涵蓋盈利能力、營(yíng)運(yùn)能力、償債能力和成長(zhǎng)能力等金融機(jī)構(gòu)內(nèi)部和社會(huì)資源、資源效率、產(chǎn)業(yè)調(diào)整以及收入公平等外部效應(yīng)的“大而不倒”金融機(jī)構(gòu)評(píng)價(jià)指標(biāo)體系。 第六章《巴塞爾協(xié)議Ⅲ》與我國(guó)農(nóng)村金融監(jiān)管。就當(dāng)前我國(guó)農(nóng)村金融監(jiān)管領(lǐng)域的問(wèn)題，比如農(nóng)村金融監(jiān)管面臨的環(huán)境變化、農(nóng)村金融機(jī)構(gòu)的內(nèi)部控制、行業(yè)自律、財(cái)務(wù)管理等方面結(jié)合巴塞爾協(xié)議進(jìn)行了分析，重點(diǎn)對(duì)我國(guó)農(nóng)村金融中的“影子銀行”的監(jiān)測(cè)方法、具體措施等前沿問(wèn)題進(jìn)行了研究。當(dāng)前我國(guó)農(nóng)村金融監(jiān)管中的“影子銀行”問(wèn)題需要引起重視，并有針對(duì)性的采取積極措施防范風(fēng)險(xiǎn)。 第七章《巴塞爾協(xié)議Ⅲ》與銀行跨境監(jiān)管。主要研究金融監(jiān)管的國(guó)際協(xié)調(diào)問(wèn)題，就《巴塞爾協(xié)議Ⅲ》下的跨境銀行監(jiān)管的合作、具體措施、主要任務(wù)，以及全球金融監(jiān)管變革等國(guó)際金融前沿問(wèn)題進(jìn)行了論述。研究結(jié)果顯示，要使《巴塞爾協(xié)議Ⅲ》真正實(shí)施，必須通過(guò)全球金融監(jiān)管協(xié)調(diào)來(lái)實(shí)現(xiàn)銀行跨境監(jiān)管水平的提升，從而防范金融風(fēng)險(xiǎn)和金融危機(jī)的發(fā)生。 第八章《巴塞爾協(xié)議Ⅲ》下我國(guó)銀行業(yè)監(jiān)管的政策建議�！栋腿麪枀f(xié)議Ⅲ》對(duì)我國(guó)銀行業(yè)的影響是系統(tǒng)性的，圍繞資本監(jiān)管、宏觀金融審慎監(jiān)管、農(nóng)村金融監(jiān)管、跨境銀行監(jiān)管等提出了政策建議。 論文創(chuàng)新之處有以下幾點(diǎn)：一是圍繞《巴塞爾協(xié)議Ⅲ》的核心內(nèi)容，進(jìn)一步確立了具有中國(guó)特色的資本監(jiān)管制度，創(chuàng)造性地提出了具有中國(guó)特色的資本監(jiān)管構(gòu)想；二是較為詳盡地探討了我國(guó)宏觀金融審慎監(jiān)管的框架體系；三是建立起研究我國(guó)系統(tǒng)重要性金融機(jī)構(gòu)的監(jiān)管指標(biāo)體系；四是圍繞《巴塞爾協(xié)議Ⅲ》的新內(nèi)容，對(duì)我國(guó)銀行業(yè)監(jiān)管中的流動(dòng)性問(wèn)題進(jìn)行了深入研究，提出了一套分析標(biāo)準(zhǔn)和方法；五是本輪金融危機(jī)展現(xiàn)了杠桿率與經(jīng)濟(jì)周期之間的關(guān)系。鑒于金融體系內(nèi)過(guò)高的杠桿率，提出了可以使用的幾種杠桿指標(biāo)監(jiān)管工具。 論文的結(jié)論是：我國(guó)銀行業(yè)的穩(wěn)定除了現(xiàn)行微觀審慎監(jiān)管外，還需要結(jié)合《巴塞爾協(xié)議Ⅲ》進(jìn)一步加強(qiáng)和完善以宏觀審慎監(jiān)管為主要內(nèi)容的銀行監(jiān)管體系。面對(duì)《巴塞爾協(xié)議Ⅲ》對(duì)銀行業(yè)控制系統(tǒng)性風(fēng)險(xiǎn)、維護(hù)金融系統(tǒng)穩(wěn)定在資本性指標(biāo)、流動(dòng)性指標(biāo)以及杠桿率指標(biāo)等方面提出的新監(jiān)管標(biāo)準(zhǔn)要求，我國(guó)金融監(jiān)管當(dāng)局需要及時(shí)采取對(duì)策和相應(yīng)措施構(gòu)建我國(guó)宏觀審慎監(jiān)管體系。
[Abstract]:This thesis is based on the modification and promulgation of Basel Accord III , and analyzes the effect of Basel Accord III on China ' s banking supervision . The paper analyzes the influence of Basel Accord III on China ' s banking industry , and constructs the macro - prudential regulation system of China ' s banking industry , the cross - border bank supervision and the Basel Accord ' s influence on China ' s rural financial supervision .

The purpose of this paper is to reveal the new change of Basel Accord III and its impact on China ' s banking industry , and put forward the new idea of banking supervision in China ' s banking under the framework of Basel Accord .

The paper is closely related to the regulation of the Basel Accord III and China ' s banking , from the aspects of capital supervision , macro - prudential regulation and cross - border bank supervision . The logical sequence of the thesis is from theory to practice , from abroad to domestic , from general finance to rural finance .

The thesis is divided into eight chapters , the concrete contents are as follows :

The first chapter introduces the research purpose and significance of the thesis , the research situation , the research methods and the thinking , structure and the place of innovation at home and abroad .

The second chapter introduces the Basel Convention and its evaluation , and introduces the Basel Accord , the second edition of Basle and the third edition of the Basel Accord from the background , the modification process , the content and the influence , and points out the development of the Basel Accord to capital supervision .

The third chapter analyzes the influence of Basel Accord III on China ' s banking supervision , and analyzes the influence of Basel Accord III on China ' s banking supervision .

The fourth chapter analyzes the Basel Accord ' s new regulation on capital supervision from the three pillars of the Basel Accord , and analyzes the capital and liquidity risk management of the bank in detail .

Chapter Five discusses the macro - prudential regulation of the macro - financial prudential supervision system , and puts forward its own views on the importance and concrete measures of constructing the macro - financial prudential supervision system , and the macro - prudential supervision index system which is adapted to the national conditions of China .

The sixth chapter analyzes the problems in China ' s rural financial supervision , such as the environmental change faced by the rural financial supervision , the internal control of the rural financial institutions , the self - discipline and the financial management of the rural financial institutions , and focuses on the monitoring methods and concrete measures of the " shadow banking " in our country ' s rural finance .

Chapter 7 discusses the international coordination of financial supervision , and discusses the international financial front problems , such as cross - border bank supervision under Basel III . The results show that it is necessary to realize the promotion of cross - border supervision level through the coordination of global financial supervision to prevent the occurrence of financial risks and financial crises .

Chapter 8 is the policy suggestion of China ' s banking supervision under the Basel III Agreement . The effect of Basel II Agreement on China ' s banking industry is systematic , and policy suggestions are put forward about capital supervision , macro - financial prudential regulation , rural financial supervision , cross - border bank supervision and so on .

There are the following points in the innovation of the thesis : First , the core contents of the Basel Accord III , further establish the capital supervision system with Chinese characteristics , and creatively put forward the idea of capital supervision with Chinese characteristics ;
Second , the framework system of macro - financial prudential regulation in China is discussed in detail .
Third , the establishment of the supervision index system of the systemically important financial institutions of our country ;
The fourth is about the new content of Basel III Basel Accord , deeply researched the liquidity problem in China ' s banking supervision , and put forward a set of analysis standards and methods .
Fifth , this round of financial crisis shows the relationship between leverage ratio and economic cycle . In view of the high leverage ratio in the financial system , several kinds of lever indicator supervision tools that can be used are put forward .

The conclusion is that in addition to the current micro - prudential regulation , the stability of China ' s banking system needs to further strengthen and perfect the banking supervision system with macro - prudential regulation as the main content .
【學(xué)位授予單位】：西北農(nóng)林科技大學(xué)
【學(xué)位級(jí)別】：博士
【學(xué)位授予年份】：2012
【分類號(hào)】：F831.1;F832.2

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