宏观审慎监管与我国商业银行的发展模式转变  

Macro-prudential Supervision and Growth Pattern Changes of Commercial Banks in China

作　　者：陈兵[1] 赵正龙[2] 

机构地区：[1]上海立信会计学院金融学院,上海201620 [2]交通银行,上海200120

出　　处：《南方金融》2012年第4期34-37,共4页South China Finance

基　　金：上海市教委科研创新重点项目<系统性风险与逆周期的金融宏观审慎监管机制>(项目编号:12ZS184);上海市教委重点学科建设项目<金融信用知识创新体系>(项目编号:J51703);教育部特色专业"上海立信会计学院金融学"(编号:TS12058)的资助

摘　　要：次贷危机引发了建立全球性金融监管新体系的探讨,巴塞尔协议Ⅲ的出台推动了监管重心从微观审慎监管向宏观审慎监管的转变。本文结合巴塞尔协议Ⅲ,阐述了全球金融监管改革的新动向,从资本约束的角度指出监管趋势变化对我国商业银行发展的直接影响,并以风险管理的内部评级法为切入点,为我国商业银行应对宏观审慎监管趋势、将发展模式由"资本耗用型"转向"资本节约型"提出相关建议。Subprime crisis sparked the discussion of constructing a global system of financial supervision, and the Basel III pushed the transformation of supervision focus from micro-prudential to macro-prudential supervision. Combined with Basel III, this paper expounds the trend of global financial regulatory reform, and points out the effect of the regulatory change on the development of commercial Banks in China from the perspective of capital constraints. Lastly, with Internal Rating-Based （ IRB ） as the entry point, the authors raise some suggestions about growth pattern changes of commercial Banks in China from＂capital depleting type＂ to ＂capital saving type＂ from the perspective of quantitative risk management tools so as to adapt to the macro- prudential supervision trend.

关 键 词：巴塞尔协议Ⅲ 宏观审慎监管 商业银行 内部评级法 

分 类 号：F832.33[经济管理—金融学]