本文選題：巴塞爾協(xié)議 + 商業(yè)銀行��； 參考：《經(jīng)濟(jì)研究參考》2012年31期

【摘要】：流動(dòng)性風(fēng)險(xiǎn)是商業(yè)銀行日常經(jīng)營(yíng)中所面臨的主要風(fēng)險(xiǎn)之一,雖然在多數(shù)情況下流動(dòng)性風(fēng)險(xiǎn)是次生風(fēng)險(xiǎn),但由于其對(duì)商業(yè)銀行的支付能力和經(jīng)營(yíng)持續(xù)性會(huì)產(chǎn)生更直接的沖擊,且缺乏統(tǒng)一的度量標(biāo)準(zhǔn),因而國(guó)際金融界對(duì)其監(jiān)管標(biāo)準(zhǔn)一直爭(zhēng)論不斷。巴塞爾委員會(huì)于2010年12月頒布的《流動(dòng)性風(fēng)險(xiǎn)計(jì)量、標(biāo)準(zhǔn)和監(jiān)測(cè)的國(guó)際框架》(以下簡(jiǎn)稱"巴Ⅲ")建立了適用于國(guó)際活躍銀行的全球流動(dòng)性最低標(biāo)準(zhǔn),其核心內(nèi)容是兩個(gè)流動(dòng)性風(fēng)險(xiǎn)監(jiān)管新指標(biāo)——流動(dòng)性覆蓋率和凈穩(wěn)定資金比例。該框架涵蓋了商業(yè)銀行資產(chǎn)負(fù)債表內(nèi)外各項(xiàng)產(chǎn)品,有助于監(jiān)管當(dāng)局全面識(shí)別銀行短期和長(zhǎng)期流動(dòng)性風(fēng)險(xiǎn)趨勢(shì)。2011年5月,銀監(jiān)會(huì)發(fā)布《中國(guó)銀行業(yè)實(shí)施新監(jiān)管標(biāo)準(zhǔn)指導(dǎo)意見(jiàn)》,正式將上述兩個(gè)指標(biāo)引入中國(guó),與原有的流動(dòng)性比例、核心負(fù)債比例和流動(dòng)性缺口率等一同構(gòu)建了多情景、多方法、多幣種和多時(shí)間跨度的流動(dòng)性風(fēng)險(xiǎn)監(jiān)管指標(biāo)體系。這對(duì)于穩(wěn)步推進(jìn)新資本協(xié)議的實(shí)施、提升我國(guó)商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理能力并防范金融危機(jī)的沖擊具有重要意義。本文主要回顧了這兩個(gè)監(jiān)管新指標(biāo)出臺(tái)的背景,并對(duì)兩個(gè)指標(biāo)分別進(jìn)行解讀。
[Abstract]:Liquidity risk is one of the main risks faced by commercial banks in their daily operation. Although liquidity risk is secondary risk in most cases, it will have a more direct impact on commercial banks' ability to pay and business continuity.And the lack of uniform metrics, so the international financial community has been controversial about its regulatory standards.The Basel Committee's International Framework for the Measurement, Standards and Monitoring of liquidity risk, promulgated in December 2010 (hereinafter referred to as "Ba 鈪，

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