本文關(guān)鍵詞： 流動(dòng)性風(fēng)險(xiǎn) 監(jiān)管 銀行危機(jī) 壓力測(cè)試　出處：《經(jīng)濟(jì)縱橫》2012年09期 　論文類型：期刊論文

【摘要】：由美國(guó)次貸危機(jī)引發(fā)的國(guó)際金融危機(jī)中,銀行業(yè)流動(dòng)性風(fēng)險(xiǎn)的生成和傳導(dǎo)機(jī)制較以往更趨復(fù)雜。國(guó)際金融危機(jī)后,各國(guó)金融監(jiān)管部門著力強(qiáng)化流動(dòng)性監(jiān)管標(biāo)準(zhǔn)的可計(jì)量性、可操作性和可監(jiān)管性,并把流動(dòng)性壓力測(cè)試作為監(jiān)管的重要工具。本文以《巴塞爾協(xié)議Ⅲ》為背景,分析國(guó)際銀行業(yè)流動(dòng)性風(fēng)險(xiǎn)監(jiān)管的新動(dòng)向及對(duì)我國(guó)的啟示,認(rèn)為我國(guó)銀行監(jiān)管部門應(yīng)以防范系統(tǒng)性風(fēng)險(xiǎn)為目標(biāo)、建立宏觀審慎與微觀審慎相結(jié)合的流動(dòng)性風(fēng)險(xiǎn)監(jiān)管制度。
[Abstract]:In the international financial crisis caused by the subprime mortgage crisis in the United States, the formation and transmission mechanism of liquidity risk in the banking industry is more complex than before. The financial supervision departments of various countries have made great efforts to strengthen the metrology, maneuverability and controllability of the liquidity supervision standard, and regard the liquidity stress test as the important tool of the supervision. This paper takes the Basel Accord 鈪，

本文編號(hào)：1452444