發(fā)布時(shí)間：2018-04-30 19:51

  本文選題：巴塞爾Ⅲ + 風(fēng)險(xiǎn)管理��； 參考：《云南財(cái)經(jīng)大學(xué)》2013年碩士論文

【摘要】：以第三版巴塞爾協(xié)議為核心的國(guó)際銀行監(jiān)管改革既延續(xù)了巴塞爾資本協(xié)議Ⅰ、巴塞爾協(xié)議Ⅱ的以風(fēng)險(xiǎn)為本的監(jiān)管理念，又超越了傳統(tǒng)的資本監(jiān)管框架，從更寬廣的視角來(lái)理解風(fēng)險(xiǎn)，在監(jiān)管制度層面確立了微觀審慎與宏觀審慎相結(jié)合的監(jiān)管模式，是G20成員國(guó)監(jiān)管改革議程的基石。作為成員國(guó)之一，中國(guó)銀監(jiān)會(huì)在第三版巴塞爾協(xié)議的基礎(chǔ)上，于2011年4月發(fā)布了《中國(guó)銀行業(yè)實(shí)施新監(jiān)管標(biāo)準(zhǔn)的指導(dǎo)意見(jiàn)》，確立了資本充足率、杠桿率、流動(dòng)性、貸款損失準(zhǔn)備監(jiān)管的新標(biāo)桿，明確了銀行業(yè)審慎監(jiān)管新框架和實(shí)施路線圖�，F(xiàn)如今，我國(guó)商業(yè)銀行所面臨的外部市場(chǎng)環(huán)境越來(lái)越復(fù)雜，由此勢(shì)必將放大所隱藏的風(fēng)險(xiǎn)。所以，以實(shí)施新監(jiān)管標(biāo)準(zhǔn)為契機(jī)，按照巴塞爾Ⅲ統(tǒng)籌推進(jìn)的要求，梳理分析風(fēng)險(xiǎn)管理治理框架，建立起符合監(jiān)管要求及適應(yīng)未來(lái)發(fā)展趨勢(shì)的全面風(fēng)險(xiǎn)管理架構(gòu)，從而進(jìn)一步增強(qiáng)我國(guó)商業(yè)銀行的全球競(jìng)爭(zhēng)力。 全文分為五章。第一章為緒論，介紹了選題的背景及意義，歸納了國(guó)內(nèi)外學(xué)者在此領(lǐng)域的研究成果，并指出了本篇論文所遇到的難點(diǎn)及有可能的創(chuàng)新點(diǎn)；第二章為巴塞爾協(xié)議的回望，從Ⅰ—Ⅲ，分別從版本的出臺(tái)背景、內(nèi)容、影響三方面作出論述；第三章則為協(xié)議Ⅲ下商業(yè)銀行的風(fēng)險(xiǎn)測(cè)量，按照原版協(xié)議的框架，，同時(shí)結(jié)合我國(guó)商業(yè)銀行的風(fēng)險(xiǎn)現(xiàn)狀，依次從信用風(fēng)險(xiǎn)、市場(chǎng)風(fēng)險(xiǎn)、操作風(fēng)險(xiǎn)研究分析，為下章的風(fēng)險(xiǎn)監(jiān)管做鋪墊；第四章為協(xié)議Ⅲ下商業(yè)銀行的監(jiān)管認(rèn)識(shí)，首先比較我國(guó)試行的監(jiān)管方案與原版巴塞爾Ⅲ間的差別，其次通過(guò)模型，以16家上市銀行財(cái)務(wù)數(shù)據(jù)為樣本，預(yù)測(cè)若按目前我國(guó)商業(yè)銀行發(fā)展速度，未來(lái)幾年銀行的主要指標(biāo)是否能夠滿足監(jiān)管要求；最后一章為總結(jié)，即實(shí)行協(xié)議所面臨的問(wèn)題及相對(duì)應(yīng)的建議。
[Abstract]:The third edition of the Basel Accord as the core of the international banking regulatory reform not only extends the Basel Capital Accord I, Basel II risk-based regulatory concept, but also goes beyond the traditional framework of capital supervision. Understanding risk from a broader perspective and establishing a regulatory model that combines microprudential and macro-prudential at the regulatory system level is the cornerstone of the G20 countries' regulatory reform agenda. As one of the member countries, the CBRC, on the basis of the third edition of the Basel Accord, issued in April 2011 the guidelines for the implementation of the new regulatory standards in China's banking sector, which established the capital adequacy ratio, leverage ratio and liquidity. The new benchmark for regulation of loan loss preparation defines a new framework for prudential banking regulation and a road map for its implementation. Nowadays, the external market environment of Chinese commercial banks is becoming more and more complex, which will enlarge the hidden risks. Therefore, taking the implementation of the new regulatory standards as an opportunity, in accordance with the requirements of the Basel III overall promotion, the paper analyzes the risk management governance framework and establishes a comprehensive risk management framework that conforms to the regulatory requirements and adapts to the future development trend. So as to further enhance the global competitiveness of our commercial banks. The full text is divided into five chapters. The first chapter is the introduction, introduces the background and significance of the topic, summarizes the research results of domestic and foreign scholars in this field, and points out the difficulties encountered in this paper and the possible innovation points; the second chapter is the review of the Basel Accord. The third chapter is about the risk measurement of commercial banks under the agreement 鈪

本文編號(hào)：1825957