“巴塞尔协议Ⅲ”的交易对手风险管理改革及其借鉴

Counterparty Risk Management Reform and Lessons of"Basel Ⅲ"

伴随"巴塞尔协议Ⅲ"的推进,人们更多关注的是资本要求提高多少,针对系统重要性机构的资本要求是多少,而本文则从"巴塞尔协议Ⅲ"的交易对手风险入手,探讨从"巴塞尔协议Ⅰ"便进入资本框架的信用风险有关的改革及借鉴。

Along with the propulsion of'The BaselⅢ',people are paying more attention to the extent of improvement of capital requirements.Started from the counterparty risk of'The BaselⅢ',this paper discussed credit risk related reforms and references that got into capital frame since'The BaselⅠ'.