商业银行风险管理研究领域值得一读的一本好书——《资本充足性约束下银行风险偏好和行为研究》评介  

A Good Book Worth Reading on Research Areas of Commercial Banks' Risk Management——Review on "Bank Risk Appetite and Behavior under Capital Adequacy Constraints"

作　　者：江曙霞[1] 

机构地区：[1]厦门大学经济学院,福建厦门361005

出　　处：《湖南财政经济学院学报》2013年第3期155-157,共3页Journal of Hunan University of Finance and Economics

摘　　要：《资本充足性约束下银行风险偏好和行为研究》一书以"资本充足性约束"为研究重心,试图解决关于资本充足性约束"是什么"、"为什么"以及"怎么样"的问题。其着[于巴塞尔协议的]进历程和各国的经验数据,利用理论建模与实证检验的方法,研究了资本充足性约束下的银行行为机理和经济影响,并在此基础上构建适合我国国情的银行资本充足性约束制度安排,可以有效促进我国商业银行以及实体经济的发展,具有极强的现实指导意义。With ＂capital adequacy constraints＂ as the research focus, ＂Bank Risk Appetite and Behavior under Capital Adequacy Constraints＂ tries to solve the questions about ＂what＂, ＂why＂and ＂how＂ of capital adequacy constraint. It focuses on the history and evolution of Basel and many countries＇ empirical data, using theoretical modeling and empirical testing methods, and studying the banking act mechanism and economic impact under capital adequacy constraint, and on this basis, the book builds institutional arrangements of banking capital adequacy constraints which arc suitable for China＇ s national conditions, and it can effectively promote China~ commercial banks and real economy, and have a strong practi- cal significance.

关 键 词：资本充足性 巴塞尔协议 银行监管 风险偏好 

分 类 号：F830.1[经济管理—金融学]