新的资本充足率框架与我国商业银行风险管理

A New Capital Adequacy Framework and the Risk Management of China's Commercial Bank

本文通过考察巴塞尔委员会《新的资本充足率框架》的主要特点 ,结合我国商业银行目前的发展状况 ,研究了我国商业银行确定最低资本要求的方法 ,对我国商业银行的风险识别、预测和控制等风险管理活动具有积极的作用。

In this paper,the characteristics of A New Capital Adequacy Framework issued by the Basle Committee on Banking Supervision are discussed and the methodologies determining the minimum capital requirement of commercial banks in China are investigated.These analyses may be useful for risk management(e.g.risk identifying,forecasting and controlling)in the country.