《巴塞尔Ⅲ》解析

An Analysis of Basel Ⅲ

自2008年金融危机以来,巴塞尔委员会于2010年9月12日正式出台了《巴塞尔Ⅲ》框架,成为全球银行业风险管理的新标准。《巴塞尔Ⅲ》的核心内容可概括为增强资本质量和提高资本要求,引入非风险杠杆率、最低流动性标准、资本留存缓释和逆周期缓释。这些措施旨在从微观谨慎和宏观谨慎两方面增强银行消化损失的能力、确保长短期流动性、提高银行业抵御系统性风险的水平,使银行更好地抵挡经济和金融压力,对全球长期金融稳定和经济增长起到支持作用。由于在经营规模和经营范围上的潜在约束,《巴塞尔Ⅲ》将对全球银行业的资产和业务结构产生一定影响。

After the financial crisis in 2008, the Basel Committee formally issued Basel Ⅲ framework on September 12, 2010.The BaselⅢ becomes a new standard of global banks＇ risk management. Its core contents can be summarized as the improvement of capital quality, the higher capital requirements, the introduction of non-risk leverage ratio, the minimum liquidity standard, the capital retention release and the reverse cycle release. These measures, aimed at the micro and macro prudence to enhance the bank＇s capacity to compensate losses, ensure the long-term and short-term liquidity, improve the banking sector＇s ability against systemic risks, will enable the bank to better resist economic and financial pressures and play a supporting role on global long-term financial stability and economic growth. As the potential constraints on business scale and business scope, the Basel Ⅲ has an impact on the structure of global banking asset and business.