基于巴塞尔协议Ⅲ的银行外汇业务宏观审慎管理工具研究

Research on the Basel Ⅲ-Based Prudential Management Tools of Foreign Exchange Businesses

巴塞尔协议Ⅲ作为银行风险管理的国际通行准则,对银行外汇业务宏观审慎管理具有重要的参考借鉴意义。文章通过比较两者之间的异同,创新性地从外汇业务审慎评估有效性,审慎管理工具选择以及工具启用、退出,其他短期资本流动审慎管理工具等方面,明晰银行外汇业务宏观审慎管理的关键环节与问题,提出银行外汇业务宏观审慎管理的具体措施与建议,旨在服务国际收支平衡的维护与跨境资金流动风险的防范。

Basel Ⅲ,as an international standard for banks’ risk management,is of reference significance for the macroprudential management of banks’ foreign exchange businesses.By comparing the similarities and differences between Basel Ⅲ and the macro-prudential management,we clarify the key points and problems in the FX macroprudential management from the aspects of assessing validity,prudent management tool selection and tool enabling and exiting,and other prudential management tools for short-term capital flows.We also put forward suggestions on concrete measures,aiming to maintain the balance of payments and guard against risks of cross-border capital flows.