BASEL Ⅲ流动性监管新规的潜在影响与对策研究

Potential Effects of Liquidity Requirements of BASEL Ⅲ and Corresponding Countermeasures

鉴于金融体系流动性风险对此次国际金融危机爆发和深化的重要影响,巴塞尔委员会在此次危机后,首次在全球范围内推出了统一的流动性风险量化监管指标。其中流动性覆盖率和净稳定融资比率等将对银行的经营乃至整个金融市场的发展产生较大影响。本文针对BASELⅢ中流动性监管新规在各个国家和地区的适用性,及其在实施过程中可能给银行体系带来的影响进行了研究;重点分析了其在中资银行跨国发展过程中可能引发的问题,并对中资银行的应对提出了建议。

Considering the significant role that liquidity risk had played in the global financial crisis, the Basel Committee introduced unified quantitative measures for liquidity risk surpervision. LCR and NSFR will deeply affect banks＇ operations and whole financial market. This paper discusses the applicability of BASEL III liquidity requirements in different countries and regions, and studies on the potential effects they might impose on the banking sector. Special analysis has been given to possible difficulties for cross-border development of China＇s banks and corresponding countermeasures are offered.