新巴赛尔协议下银行业监管.docVIP

题目：新巴赛尔协议下的银行业监管 摘要 定于2006年实施的巴塞尔新资本协议框架继续延续以资本充足率为核心、以信用风险控制为重点、突出强调国家风险的风险监管思路，并吸收了《有效银行监管的核心原则》中提出的银行风险监管的最低资本金要求、外部监管、市场约束三个支柱等的原则，新巴塞尔协议框架构成了银行监管的三大支柱，代表着最新的银行监管理念，为改进银行业的风险管理奠定了基础进而提出了衡量资本充足比率的新的思路和方法，以使资本充足比率和各项风险管理措施更能适应当前金融市场发展的客观要求。本文分析了巴塞尔新资本协议对我国银行业监管的新要求本文试图分析新协议对风险管理的发展过程，来描述新协议风险管理理念的全面性、科学性和先进性并进一步阐述 THE BANKING SUPERVISORY UNDER THE NEW BASEL CAPITAL ACCORD ABSTRACT The new Basel Capital Accord Framework will be held in 2006,it continue to capitalization rate as the core and the credit risk control as the focus, highlighting the risks country risk monitoring ideas, and absorb the effective banking supervision of the core principles, the bank regulatory risks minimum capital requirements, external supervision, with the three pillars of market principles, the new Basel agreement constitutes a framework of the three pillars of banking supervision, banking supervision represents the latest ideas for improving the banking sector risk management and laid the foundation for measuring capital adequacy ratio raised new ideas and methods, so that the capital adequacy ratio and risk management measures more responsive to the objective requirements of the current development of the financial markets.The analysis of the new Basel Capital Accord on our banking supervision to the new demands of this new agreement with the analysis of commercial banks capital regulatory cost-benefit analysis for risk management development process, to describe the new agreement comprehensive risk management concepts, scientific and advanced and and further elaborated in the worldwide implementation of the new agreement and in my analysis of our implementation of the relevant responses. Key words: The new Basel Capital Accord; Cost-benefit analysis; Banking–supervision; Internal risk management  目 录 第一章 绪论 1 1.1 引言 1 1.2 新旧巴塞尔资本协议之比较及我国执行概况 2 第二章 新巴赛尔协议概述以及新要求 3 2.1“三大支柱”的资本监管框架 3 2.1.1 支柱一———最低资本要求 3 2.1.2 支柱二———监管评估过程 4 2.1.3 支柱三———市场约束规则 5 2.2 全面风险管理理念 5 2.3 更为准确的风险权重计量 6 2.4