审慎过滤器调整对A股上市商业银行金融投资的影响

The Influence of Prudential Filter Adjustments on the Financial Investment of A-share Listed Commercial Banks

商业银行监管是金融监管的核心,资本监管是商业银行监管的关键。2008年全球金融危机催生的Basel III为提升监管资本质量调整了审慎过滤器制度,我国2013年实施的《商业银行资本管理办法(试行)》也采纳了该做法。该调整引起欧美银行业广泛关注。文章综述审慎过滤器制度的缘起、变迁和理论基础,分析此次审慎过滤器调整对我国A股上市商业银行金融投资的影响和可能引发的问题,为监管机构评估该调整对资本监管的影响并采取针对性应对措施提供政策参考,文章还从完善资本监管制度和补齐银行业监管短板的角度提出了政策建议。

The regulation of commercial banks is the key area of financial regulation and the capital regulation is the core of commercial banks regulation.Basel III,triggered by the global financial crisis in 2008,adjusted the prudential filter system to improve the quality of bank capital,which was also adopted in the Measures for the Capital Management of Commercial Banks(for Trial Implementation)released in 2013.This regulation rule adjustment attracted a great deal of attentions.The authors review the origin,development and theoretical basis of the prudential filter rules,analyze the influence and the possible problems of the prudential filter adjustment on the financial investment of China's A-share listed commercial banks,and provide policy reference for regulators to evaluate the impact of the adjustment on capital supervision and take targeted countermeasures.The authors also put forward policy suggestions from the perspective of improving capital supervision system and supplementing the weaknesses of banking supervision.