摘要

1997年东南亚金融危机的爆发,给我们敲响了警钟。当时的巴塞尔协议

没有起到预警和防范那次巨大金融海啸的作用。于是1999年巴塞尔协议被

宣布进行修改,2003年《新巴塞尔协议》最终出台。2008年突如其来的金

融危机对实行不久的《新巴塞尔协议》形成冲击,在危机下,巴塞尔委员会

对于资本监管制度等进行了改革,并发表了一系列国际银行业监管的新标

准,《巴塞尔协议III》应运而生。

本论文围绕修改并颁布后的《巴塞尔协议III》的主要内容,对我国宏

观审慎监管制度的构建、商业银行监管制度的完善以及《巴塞尔协议III》

对我国银行业的指导和影响作用等方面进行了论述。论文结合中外银行业的

现状及我国金融业未来的发展状况,通过对三次巴塞尔协议内容的比较和梳

理,揭示了《巴塞尔协议III》核心内容的变化,提出在《巴塞尔协议III》

的框架下我国银行业监管的未来新方向。此外,.论文还对《巴塞尔协议III》

中有关资本监管、宏观金融审慎监管的问题进行了一定的研究。

全文共分为五部分,具体内容如下:

第一部分包括第一章和第二章,主要介绍了论文的研究意义、研究背景、

研究方法以及《巴塞尔协议III》成立的背景,核心内容以及与前两版巴塞

尔协议的对比分析。

第二部分为第三章,主要介绍了发达国家的银行监管体制模式以及《巴

塞尔协议III》对国外银行业的影响。

第三部分为第四章,主要介绍了中国银行业风险管理的现状,并通过中

银银行的信用风险管理体系作为个案研究分析。最后对我国银行业现存的风

险管理问题做了成因分析。

第四部分包括第五章、第六章和第七章,主要介绍了中国银行业的监管

现状以及《巴塞尔协议III》的指导意义,以及《巴塞尔协议III》与银行中国银行业监管研究——基于《巴塞尔协议m》的视角

资本监管、宏观审慎监管之间的关系。

第五部分为第八章,《巴塞尔协议III》对我国银行业的影响是系统性

的,围绕资本监管、宏观金融审慎监管等提出了一些政策建议。

本论文的结论是:为控制金融系统性风险,维护金融系统稳定,促进银

行的稳健发展,《巴塞尔协议III》在资本充足率指标、资本留存缓冲、杠杆

率指标以及过渡期安排等方面提出了新的监管标准要求,我国金融监管当局

应积极采取对策和相应措施来构建我国的宏观审慎监管体系。

关键词:中国银行业巴塞尔协议m监管体系资本充足率银行风险

风险控制Abstract

Abstract

The Southeast Asian financial crisis which happened in 1997 gave everybody

an alarm. At that time, the Basel Agreement didn't play its role in alarming and

preventing that huge financial tsunami. Then,people claimed to amend tiiis

agreement and finally published the New Basel Agreement in 2003. In 2008,the

unexpected financial crisis disastrously impacted on the beginning of the New

Basel Agreement under the circumstances, the Council of Basel implemented the

revolution of capital supervision control system, and published a series of new

standards on international banking supervision and control, thus resulted in the

birth of the Basel Agreement III.

This paper is aiming to the key contents of the revised & published Basel

Agreement III, and explains from the following aspects: structure of

macro-prudential supervision, improvement of commercial banking supervision

and the Basel Agreement Ill's guidance and influence on our banking industry.

This paper combines the current development of global banking industry with the

future development of Chinars financial industry, through carding and comparing

the main content of the Basel Agreements which revealed the core content's

change on Basel Agreement III, proposing the new ideas of China's banking

regulation under the framework of the Basel Agreement III. In addition,this paper

studies on capital regulation, macro-financial prudential supervision and other

issues presented in the Basel Agreement in.

This paper presents five parts as follows:

The first part includes Chapter One and Chapter Two, which mainly

introduces the research significance, research background and research method. It

also presents the New Basel Agreement's establishment background and core

content This part contrasts and analyses the difference of the previous two

editions of Basel Agreement.

The second part is Chapter Three. It introduces the developed countries'

The Research on China's Banking Regulation-
based on the perspective of the Basel Agreement III

banking supervision pattern and the influence of the Basel Agreement III on

foreign banking industry.

The third part is Chapter Four. It mainly presents the current status of the

Chinese banking industry's risk management. Meanwhile,this paper researches

and analyses Chinese banking credit risk management system. Finally, this chapter

analyses the cause of the current matter of risk management in the Chinese

banking industry.

The fourth section includes Chapter Five, Six and Seven, which mainly

describes China's banking regulatory status and Basel Agreement III guiding

significance, as well as the relationships between the Basel Agreement III and

bank capital regulation, macro-prudential regulation.

The fifth section is Chapter Eight. The impact of the Basel Agreement III on

China's banking industry is systematic. The section puts forward a number of

policy recommendations on the capital regulation and macro-financial prudential

supervision etc.

The conclusion of this paper is that: in order to control the financial

systematic risk, maintain financial stability and health development, the Basel

Agreement III raised new supervision standard request on capital adequacy ratio,

capital conservation buffer, leverage ratio and transition arrangement. Therefore,

the Chinese financial supervision department should take active measures and

corresponding measures to build our national macro-prudential supervision

system.

Keywords: Supervision Basel Agreement III Capital Adequacy Bank Risk

Risk-control