本文選題：Basel + Ⅲ�。� 參考：《安徽大學(xué)》2012年碩士論文

【摘要】：2007年爆發(fā)的次貸危機(jī),肆虐著全球金融系統(tǒng)、沖擊著實(shí)體經(jīng)濟(jì)之余,也暴露了原有監(jiān)管體系存在著諸多漏洞與不足,特別是與新資本協(xié)議(Basel Ⅱ)開始全面實(shí)施時(shí)間上戲劇性的耦合,引發(fā)了部分人對巴塞爾資本監(jiān)管體系產(chǎn)生疑問甚至懷疑。在全球經(jīng)濟(jì)金融體系陷入危機(jī)驚魂未定時(shí),金融監(jiān)管體系的修訂和改革在爭議中快速開展起來。巴塞爾委員會(huì)深入研究此次危機(jī)中暴露的監(jiān)管框架缺陷和監(jiān)管漏洞,著力在資本監(jiān)管上進(jìn)行全方位的嚴(yán)格修訂,不僅加強(qiáng)微觀層面的審慎監(jiān)管,謀求監(jiān)管資本在“質(zhì)”上的重構(gòu)和“量”上的提升,同時(shí)探究宏觀審慎監(jiān)管的布局和實(shí)施,提出了大膽的、富有創(chuàng)造性的改革措施。由于各國情況與利益訴求不一,監(jiān)管框架經(jīng)歷了較長時(shí)間的磨合才逐漸成形。2010年11月12日舉行的G20首爾峰會(huì)上,新監(jiān)管框架(Basel Ⅲ)得到了與會(huì)各國首腦的明確肯定,標(biāo)志著未來全球銀行業(yè)的新監(jiān)管標(biāo)準(zhǔn)浮出水面,預(yù)示著更嚴(yán)格資本監(jiān)管時(shí)代的到來。 而我國銀行業(yè)資本監(jiān)管尚處于Basel Ⅱ試點(diǎn)階段,與BaselⅢ新標(biāo)準(zhǔn)相比,還存在資本扣除項(xiàng)目不全、風(fēng)險(xiǎn)覆蓋不完整等方面的問題,直接推進(jìn)BaselⅢ將面臨著一系列困難,其中巨大的資本缺口將是縈繞在監(jiān)管當(dāng)局與銀行高管心頭的一大難題。但身為巴塞爾委員會(huì)的成員國的我國,踐行BaselⅢ已經(jīng)不僅是我國身為國際監(jiān)管組織的重要成員所必須履行的義務(wù),更是我國銀行業(yè)在國際舞臺(tái)上提升競爭力、爭奪國際話語權(quán)的必然選擇。因此,如何正確把握BaselⅢ所帶來的機(jī)遇與挑戰(zhàn),將是我們不得不研究的課題。 文章的內(nèi)容主要分為六個(gè)章節(jié)：第一章介紹本文的研究背景與意義、國內(nèi)外的相關(guān)文獻(xiàn)研究狀況、本文的研究思路、研究方法和創(chuàng)新與不足之處；第二章分析資本監(jiān)管的相關(guān)概念與原理,并介紹巴塞爾資本監(jiān)管體系中的BaselⅠ與BaselⅡ監(jiān)管框架；第三章闡述BaselⅢ產(chǎn)生的動(dòng)因,詳細(xì)分析BaselⅢ在資本監(jiān)管領(lǐng)域出臺(tái)的新舉措,包括微觀審慎和宏觀審慎監(jiān)管兩個(gè)層次,并通過與BaselⅡ?qū)Ρ?更鮮明地揭示新框架的監(jiān)管思路；第四章介紹我國銀行資本監(jiān)管的發(fā)展歷程,并重點(diǎn)分析目前我國銀行資本監(jiān)管制度及商業(yè)銀行的資本充足情況；第五章論述BaselⅢ與我國現(xiàn)行的資本監(jiān)管制度之間存在的差距,并從上市銀行披露的數(shù)據(jù)出發(fā),計(jì)算Basel Ⅲ新框架下未來三年我國銀行業(yè)存在的資本缺口情況,分析落實(shí)Basel Ⅲ新框架存在的困難與挑戰(zhàn)；第六章對我國銀行業(yè)推行Basel Ⅲ提出了一些應(yīng)對的措施。希望本文的研究能對我國銀行資本監(jiān)管和Basel Ⅲ在我國落地有一定的指導(dǎo)意義。
[Abstract]:The subprime mortgage crisis broke out in 2007, raging over the global financial system, impacting the real economy, but also exposing the original regulatory system has many loopholes and deficiencies. In particular, the dramatic coupling with the full implementation of the Basel II has raised doubts and even doubts about the Basel capital regulatory system. At a time when the global economic and financial system is in crisis, the revision and reform of the financial regulatory system is rapidly developing in controversy. The Basel Committee has studied in depth the defects in the regulatory framework and the regulatory loopholes exposed in the crisis, and has focused on a comprehensive and strict revision of capital supervision, not only to strengthen prudential supervision at the micro level, This paper seeks to reconstruct the supervision capital in "quality" and "quantity", at the same time, probes into the layout and implementation of macro-prudential supervision, and puts forward bold and creative reform measures. It took a long time for the regulatory framework to take shape as a result of differing national circumstances and interests. At the G20 summit in Seoul on November 12, 2010, the new regulatory framework (Basel III) was clearly affirmed by the heads of state at the meeting. It marks the emergence of new regulatory standards for the global banking sector in the future, heralding an era of tighter capital regulation. However, China's banking capital regulation is still in the pilot stage of Basel 鈪，

本文編號(hào)：2107413