| 基于《巴塞尔Ⅲ最终方案》的弹性杠杆率监管研究 |
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| 引用本文：彭建刚,马亚芳.基于《巴塞尔Ⅲ最终方案》的弹性杠杆率监管研究[J].湖南大学学报社会科学版,2018,(3):79-86 |
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| 中文摘要:弹性资本充足率监管加刚性杠杆率监管存在机理性缺陷。弹性资本充足率监管会影响刚性杠杆率监管的效果，刚性杠杆率监管也不能体现杠杆累积在时间维度和空间维度风险的变化。若引入弹性杠杆率缓冲，刚性杠杆率监管加弹性资本充足率监管的机理性缺陷就可以避免。因此，有必要实施弹性杠杆率监管，杠杆率的弹性化程度与银行的系统重要性程度相对应。 |
| 中文关键词:《巴塞尔Ⅲ最终方案》 弹性资本充足率监管 刚性杠杆率监管 弹性杠杆率监管 |
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| Research on Flexible Leverage Regulation Based on the Leverage Buffer of “Basel III: Finalising Post-crisis Reforms” |
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| Abstract:This paper concludes that there are mechanistic deficiencies in the combination of flexible capital adequacy regulation and rigid leverage ratio supervision. The flexible capital adequacy regulation will affect the efficiency of rigid leverage ratio regulation, what is more, the rigid regulation of leverage ratio can not reflect the change of risks caused by accumulation of leverage in the time dimension and the spatial dimension. If the flexible leverage regulation is applied, the incongruity between the rigid leverage regulation and the flexible capital adequacy regulation can be solved. Therefore, it is necessary to introduce the leverage ratio buffer. The degree of flexibility of leverage should correspond to the systemic importance of the bank . |
| keywords:Basel III: Finalising post-crisis reforms flexible capital adequacy regulation rigid leverage regulation flexible leverage regulation |
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