全球系统重要性银行宏观审慎监管进展对我国银行业的启示  

The Enlightenment of the Progress of Macro-prudential Regulation on Global Systemically Important Banks to China's Banking Sector

作　　者：刘蔚[1] 

机构地区：[1]中国人民银行西安分行,陕西西安710075

出　　处：《西部金融》2016年第5期45-50,共6页West China Finance

摘　　要：2015年11月3日,金融稳定理事会(Financial Stability Board,FSB)发布了最新的全球系统重要性银行(Global Systemic Important Banks,G-SIBs)名单,中国建设银行首次位列其中。至此,中国的四家大型国有商业银行均榜上有名。随着2014年11月出台的关于总损失吸收能力(Total Loss Absorbing Capacity,TLAC)的要求,G-SIBs面临着更加严格的宏观审慎监管要求,对我国银行的经营和监管提出了挑战。本文结合国际金融监管动态,介绍了TLAC新规的内容及其与巴塞尔协议Ⅲ资本监管的关系。在此基础上,分析了TLAC资本和债务工具的品种、特点,评估实施新规后引发的TLAC工具供需情况及对银行业务可能产生的影响,从而对我国应对TLAC规定提出了相关政策建议。On November 3, 2015, Financial Stability Board(FSB) released the latest list of global systemically important banks(G-SIBs), China Construction Bank was ranked in the list for the first time. So far, China's four state-owned commercial banks have been ranked in the list. As the issuing of the requirement on Total Loss-Absorbing Capacity(TLAC)in November 2014, G-SIBs have been faced with stricter macro-prudential regulation requirements, which brings forward challenges for business and regulation of China's banks. Combined with current international financial regulation, the paper introduces the contents of TLAC and its relationship with capital regulation of Basel Ⅲ. And then, the paper analyzes varieties and characteristics of TLAC capital and debt instruments, assesses the possible impact of supply and demand for TLAC tools caused by the implementation of the new rules on the banking business. In the end, the paper puts forward relevant policy suggestions for China to respond to rules on TLAC.

关 键 词：宏观审慎 系统重要性银行 总损失吸收能力 监管 

分 类 号：F830.92[经济管理—金融学]