1Basel Committee on Banking Supervision, Basel III.. A global regulatory framework for more resilient banks and banking systems[R]. Basel Committee on Banking Supervision ,December 2010.
2中国银监会.中国银监会关于中国银行业实施新监管标准的指导意见[R].2011年4月l7日.
3Borio,C. , Towards a Macrop'rudential Framework for Financial Supervision and Regulation?. CESifo E- conomic Studies, 2003,49(2) :181 - 216.
4Caruana, J. , Macroprudential policy: working towards a new consensus, Remarks at the high--level meeting on "The Emerging Framework for Financial Regulation and Monetary Policy"jointly organised by the BIS's Financial Stability Institute and the IMF Institute, Washington DC, 23 April 2010.
5De Bandt,O. , Hartmann P. ,Systemic risk:a survey, ECB Working Papers No 35,November 2000.
6Basel Committee on Banking Supervision, Consultative document: Countercyclical capital buI{er propos al [R]. Basel Committee on Banking Supervision, July 2010.
7liver Wyman. Industry study report: State of the Financial Services Industry Report 2009[R]. Oliver Wyman, 2009.
5Basel Committee on Banking Supervision, International Convergence of Capital Measurement and Capital Standards: A Revised Framework [M], www.bis.org, 2004.
6Gordy, M. B, A risk--factor model foundation for ratings- based bank capital rules[J], Journal of Financial Intermediation, 2003 (12): 199-252.
7Merton, R. C, On the pricing of corporate debt: The risk structure of interest rates[J], Journal of Finance, 1974(29): 449- 470.
9Jaime Caruana,2009, "The international policy response to financial crises: making the macroprudential approach opera- tional", Panel remarks, Jackson Hole, 21 -22 August.
10Crockett, A. ,2000, "Marrying the micro-and macroprudential dimensions of financial stability", speech at the 11 th Inter- national Conference of Banking Supervisors, Basel,21 September.
