摘要
作为全球金融监管反思金融危机的最终成果,巴塞尔协议Ⅲ所体现的不仅仅是最低资本要求的提高,更重要的是引发了一场对全球流动性风险管理的新革命。本文在分析流动性风险管理逻辑的基础上,结合我国最新出台的银行业新监管标准,剖析了巴塞尔协议Ⅲ中有关流动性风险管理的基本框架及其对流动性风险管理的重要意义。最后,本文分析了巴塞尔协议Ⅲ对我国银行流动性风险管理带来的影响。
As the final results of reflections on global financial regulation, Basel Ⅲ not only lifts the minimum capital requirements, but also incurs a new revolution of global liquidity risk management. On the basis of liquidity risk management logics, this article analyzes the basic framework of liquidity risk management and its important implications with a combination of newly issued banking regulation standards in China. At last, the paper analyzes the impacts of Basel Ⅲon China's banking liquidity risk management .
出处
《上海金融》
CSSCI
北大核心
2011年第10期45-49,共5页
Shanghai Finance