【摘要】：正此次國際金融危機的爆發(fā),引發(fā)了監(jiān)管當(dāng)局對銀行市場風(fēng)險的廣泛關(guān)注。銀行業(yè)的市場風(fēng)險遠比過去更為復(fù)雜,市場風(fēng)險和信用風(fēng)險相互交織帶來的風(fēng)險共振加大了危機的力度。為此,國際監(jiān)管組織力圖重塑框架,試圖把市場風(fēng)險這一"洪水猛獸"放到籠子里來。2012年5月,巴塞爾委員會發(fā)布了《關(guān)于交易賬戶的基礎(chǔ)性評估》征求意見稿,全面分析了當(dāng)前市場風(fēng)險監(jiān)管框架所存在的問題,初步提出了改革總體思路。危機前市場風(fēng)險監(jiān)管框架存在的問題及改革此次國際金融危機以來,以美歐為代
[Abstract]:The outbreak of the international financial crisis, triggered widespread concern about the risk of the banking market. The market risk of the banking industry is much more complex than in the past, and the risk resonance caused by the interweaving of the market risk and the credit risk increases the intensity of the crisis. To that end, international regulators are trying to reshape the framework and put market risk in a cage. In May 2012, the Basel Committee released a draft of the basic Assessment of Trading accounts. This paper comprehensively analyzes the problems existing in the current regulatory framework of market risk, and puts forward the general idea of reform. Problems existing in the regulatory framework of market risk before the crisis and reform since the international financial crisis
【作者單位】： 中國銀監(jiān)會政策研究局;
【分類號】：F831.1
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本文編號：2428684