基于协同理论的信托公司双重资本监管研究  

Research of Dual Capital Regulation of the Trust Based on Synergy Theory

作　　者：王淑慧[1] 张爱琳[1] 张艺冉 

机构地区：[1]北京化工大学经济管理学院,北京100029

出　　处：《中央财经大学学报》2014年第11期46-51,共6页Journal of Central University of Finance & Economics

基　　金：国家社科基金项目"系统性金融风险与宏观审慎监管研究"(项目号12BJY158)

摘　　要：笔者针对我国信托公司风险控制体系存在的问题,基于《信托公司净资本管理办法》,依据协同理论,一方面,增设杠杆率,与以净资本为核心的外部净资本监管形成表象与本质的外部监管体系;另一方面,在内部风险管理中引入经济资本监测风险的非预期损失;构建信托公司"净资本—经济资本"双重资本监管模型,实现风险可控前提下利益最大化的目标。This article aims at existing problems of risk control system of trust company in our country. Based on ＂Net Capital Management Method of Trust Company＂ and synergy theory, on one hand, this article adds leverage ratio to external net capital regulation whose core is net capital to form external supervision system of surface and nature. On the other hand, this article introduces economic capital to monitor unexpected losses of risk in inter- nal risk management. This article structures ＂net capital-economic capital＂ dual capital regulation model in trust company to achieve the goal of benefit maximization under risk control.

关 键 词：协同理论 净资本 经济资本 

分 类 号：F830.8[经济管理—金融学]