中国银行业资本监管的比较研究

A Comparative Study of Banking Capital Regulation in China

文章基于90年代以来大量监管文件和数据,对中国银行业资本监管体系的演进过程进行了梳理,通过比较研究的方法,详细分析了资本定义、风险权重、资本计量方法、资本监管体系和违规惩罚措施等方面的发展变化和演变过程。揭示了中国银行业资本监管的发展动态与脉络,展示了中国银行业资本监管体系从简单的资产负债管理到基于内部评级法的组合管理,从单一风险管理到全面风险管理,从微观监管到宏观审慎监管的演变过程。最后,为进一步改进资本监管,文章提出了资本监管的改进建议,如监管当局应重视银行风险行为的异质性,制定差异化的监管政策等。

This paper studied the evolution process of China＇s banking capital supervision system based on a large regulatory docu-ments and data since the 1990s, showed the details of the development and changes of the definition of capital, risk weights, measur-ement method of capital, capital supervision system and illegal punishment measures through the method of comparative study, revealed the development trends and context of banking capital regulation in China and showed the Chinese banking capital supervision system from the simple management of assets and liabilities to portfolio management , from a single risk management to comprehensive risk management, from the micro regulation to the macro prudential supervision. Finally, in order to improve the regulatory capital, this paper put forward the suggestions, such as pay more attention to the heterogeneity of bank risk behavior by the regulatory authori-ties with different supervision policy etc..