巴塞尔协议Ⅲ与财务公司风险管理

The Basel Ⅲ Accord and Risk Management of Financial Companies

从巴塞尔协议Ⅲ产生的背景入手,分析了巴塞尔协议Ⅲ的最新进展,并着重从资本定义、交易对手信用风险管理、流动性风险管理、系统性风险管理、逆周期监管资本框架和杠杆率六个角度探讨了巴塞尔协议Ⅲ对财务公司风险管理的影响,最后针对财务公司风险控制提出了对策建议。

Based on the background of the BaselⅢ Accord, this paper analyzes the latest progress of the BaselⅢ Accord. It emphatically analyzes the influence of the Basel Ⅲ Accord on risk management of financial companies from six perspectives in- cluding the definition of capital, counterpart＇ s credit risk management, liquidity risk management, systematic risk management, countercyclical regulatory capital framework, and leverage. Finally, it proposes the countermeasures for a better risk management of financial companies.