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巴塞尔协议Ⅲ的新近进展及其影响初探 被引量:37

Recent Developments of the Basel Accord Ⅲ and its Influence on the Banking Sector
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摘要 次贷危机带来了对全球金融监管框架的反思,2010年9月出台的巴塞尔协议Ⅲ,全面改善了原有协议的资本框架和资本充足率要求,强调了普通股的重要性和逆周期审慎的重要性,并引入防范系统性风险和流动性风险的新指标,降低了金融行业的经营杠杆,有可能推动全球金融新一轮的改革和增资进程。 The post-Subprime crisis leads to the rethinking of global financial supervisory framework.The Basel accord Ⅲ announced in Sept 2010 fundamentally improves the capital definition and requirement.The importance of common equity ratio and Countercyclical Capital Buffer is highlighted,and new indicators related to systematic risk and liquidity risk management are induced to reduce the operational leverage level.The global banking sector will face the challenge to strengthen the adequate capital structure and conduct further reforms.
作者 钟伟 谢婷
出处 《国际金融研究》 CSSCI 北大核心 2011年第3期46-55,共10页 Studies of International Finance
关键词 巴塞尔协议Ⅲ 资本留存缓冲 系统性风险 流动性风险 Basel Accord Ⅲ Capital Conservation Buffer Systematic Risk Liquidity Risk
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参考文献15

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