杠杆率指标在银行监管中的应用探讨

Exploration on the Application of Leverage Ratio in Banking Supervision

资本充足率指标在金融衍生产品被大量运用的情况下存在一定的失灵现象,监管部门需要配合运用其他指标联合监测银行机构的资本充足水平。杠杆率指标自身具有的一些特点使其适合成为资本充足率补充性指标,其运用可能对银行经营产生一定影响。为了提高杠杆率指标监管的有效性,可以通过尝试建立揭示不同资产风险特征的杠杆率指标体系,关注杠杆率监管的整体性、差异性、动态性和持续性等方式,对杠杆率监管进行完善。

The index of capital sufficiency rate tends to be ineffective when financial derivative products are widely used and it should be applied with other suitable indexes by supervision units to supervise banks＇ capital sufficiency level. Leverage ratio has some characteristics, which makes it suitable to be the complementary index of capital sufficiency rate. At the same time, the usage of it has some effects on banks＇ operation. We should improve the leverage ratio supervision in many ways, such as trying to set up a system of leverage ratio according to the risk characteristics of different kinds of assets, paying attention to the totality, differentiation, dynamic characteristic, and continuity of leverage ratio supervision.