| 关于商业银行资本协调管理的几个问题 |
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| 引用本文：彭建刚，潘凌遥.关于商业银行资本协调管理的几个问题[J].湖南大学学报社会科学版,2014,(3):36-40 |
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| 中文摘要:《巴塞尔协议Ⅱ》强调商业银行风险的科学计量和精细化资本管理，通过实施内部评级法达到资本的节约，风险计量的参数对市场是高度敏感的，顺周期性强；《巴塞尔协议Ⅲ》强调逆周期超额资本，强调资本的质量和数量，推出具有弹性的资本管理方法。从商业银行资本管理层面上讲，宏观审慎管理与微观审慎管理需要协调和对接。如何做到既符合《巴塞尔协议Ⅲ》的要求，又符合《巴塞尔协议Ⅱ》的要求，需要运用创新的理论和方法将宏观审慎管理与微观审慎管理协调为有机的整体。基于这一战略思考，提出并阐发了新资本监管框架下商业银行资本协调管理的几个关键问题。 |
| 中文关键词:《巴塞尔协议Ⅲ》 《巴塞尔协议Ⅱ》 宏观审慎管理 微观审慎管理 经济资本 |
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| Several Issues about Commercial Bank Capital Coordination Management |
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| Abstract:“Basel II” places an emphasis on commercial bank risk measurement and delicate capital management; the implementation of the IRB approach can help save capital; risk measurement parameters are highly sensitive to the market and have strong pro-cyclicality. "Basel III" emphasizes the counter-cyclical capital buffers, the quality and quantity of capital and flexible capital management. From the perspective of commercial bank capital management, banking prudent macro management and prudent micro management need coordination and integration. To meet the requirements of both "Basel II" and "Basel III", innovative financial theories and methods should be applied to coordinate prudent macro management with prudent micro management. Based on this strategic thinking, several key issues about commercial bank capital coordination management are elucidated under the new regulatory capital framework. |
| keywords:Basel III Basel II prudent macro management prudent micro management Economic capital |
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