商业银行表外业务监管研究——基于微观审慎与宏观审慎相结合的视角  

A Study of the Supervision of the Off-Balance Sheet Business of Commercial Bank——From the Perspective of the Combination of Micro-and Macro-Prudence

作　　者：李佳[1] 

机构地区：[1]中国人民大学和中国建设银行联合博士后工作站

出　　处：《金融论坛》2013年第5期14-19,72,共7页Finance Forum

基　　金：教育部2011年人文社科规划基金项目"中国城镇居民收入流动性问题研究"(11YJA790024);山东省2011年自然科学基金项目"山东省居民收入流动及其对长期收入不平等的影响"(ZR2011GL026)的阶段性研究成果

摘　　要：本轮金融危机促使金融监管逐渐从微观审慎监管向宏观审慎监管过渡。在金融危机中表外业务监管存在微观审慎监管偏差以及宏观审慎监管缺位的问题,必须从加强宏观审慎监管,改进监管目标、分析、工具以及政策安排等方面来完善表外业务的监管。同时,微观审慎监管者应将表外业务的微观信息传递给宏观审慎监管者,而宏观审慎监管者通过对表外业务系统性风险的评估来进行风险预警,并将风险信息传递给微观审慎监管者。对此,要结合微观审慎监管和宏观审慎监管来构建表外业务的监管框架。The financial crisis promotes financial supervision to transform from the micro-prudential to the macro-prudential gradually. In the period of the financial crisis, the supervision of the off-balance sheet business showed such problems as mi- cro-prudential supervision deviation and macro-prudential supervision vacancy, therefore, it＇s necessary to strengthen macro- prudential supervision, improve the target, analysis, tools and policy arrangement of the supervision to perfect the supervision of the off-balance sheet business. At the same time, micro-prudential supervisor should transmit the micro-information of the off- balance sheet business to the macro-prudential supervisor, so the macro-prudential supervisor can do the risk-earl-warning by the assessment of the systemic risks of the off-balance sheet business and transmit the risk information to the micro-prudential supervisor. Accordingly, it＇s necessary to combine the micro- and macro-prudential supervision to construct the supervision framework of the off-balance sheet business.

关 键 词：商业银行 表外业务 微观审慎监管 宏观审慎监管 

分 类 号：F832.1[经济管理—金融学]