《巴塞尔Ⅲ最终方案》的影响及应对

The Impact and Countermeasures of the Finalisation of Basel Ⅲ

《巴Ⅲ最终方案》致力于提高银行风险加权资产计量的审慎性、一致性、可比性和透明度,主要对有关信用风险、市场风险、操作风险、信用估值调整的计量方法又进行了一定的改进,并且进一步明确提出了资本底线、杠杆率缓冲等方面的要求。巴塞尔委员会的全球定量影响测算显示,新监管规则对各组银行的影响不尽相同,一些银行还将面临资本缺口。由于我国银行资本监管较为严格,各项监管规则修订的影响相互抵消后,对我国银行业资本充足水平的整体影响可能并不大,但考虑到各银行的异质性,不同银行实际受影响程度会呈现差异。为此,我国银行业需坚持实行严格而科学的资本管理,合理确定过渡期,避免对银行风险管控能力、宏观经济和金融稳定产生较大冲击。

The finalisation of Basel Ⅲ aims to improve the prudence, consistency, comparability and transparency of the measurement of risk weighted assets in banking sector. It has made some improvement on the measurement methods of credit risk,market risk,operational risk and credit valuation adjustment,also further clearly put forward the requirements of the capital output floor,the leverage ratio buffer and so on. The results of the cumulative quantitative impact study by BCBS show that the new regulatory rules have different effects on each bank,some banks being about to face capital shortfalls. The overall impact of the revision of the regulatory rules on the capital adequacy of China ＇s banking sector may be not significant,however,considering the heterogeneity of each bank,the extent of each bank being impacted is to be different. Therefore,China ＇s banking sector should adhere to strict and scientific capital management,rationally determine the transitional arrangement,thus avoid a significant impact on banking risk control capacity,macroeconomic and financial stability.