部门逆周期资本监管框架及对中国的启示
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引用本文:巴曙松1,2,尚航飞3,4.部门逆周期资本监管框架及对中国的启示[J].财经理论与实践,2020,(3):2-8
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巴曙松1,2,尚航飞3,4 (1.中国银行业协会北京 100033 2.北京大学 汇丰金融研究院广东 深圳 5180553.中国邮政储蓄银行 博士后科研工作站北京 100808 4.中国人民大学 博士后科研流动站,北京 100872) 
中文摘要:2019年11月,巴塞尔委员会发布了《实施部门逆周期资本缓冲工具的指导原则》,进一步完善了《巴塞尔协议Ⅲ》逆周期资本缓冲政策框架,并建议各国监管当局可以针对信贷过快增长的信贷部门实施部门逆周期资本缓冲要求,缓解特定信贷部门的周期性失衡。我国虽然在2013年开始实施的《商业银行资本管理办法(试行)》中引入了逆周期资本监管条款,但至今尚未出台或公布具体的逆周期资本监管细则和要求。为此,我国银行业应以部门逆周期资本监管框架出台为契机,尝试运用部门逆周期资本缓冲工具调控经济部门的杠杆率,借鉴部门逆周期监管理念细化MPA考核指标,加快构建符合国情的逆周期监管指标体系,持续拓宽银行资本补充渠道,适时出台逆周期资本监管实施细则,不断提升我国逆周期资本监管的科学性、有效性和前瞻性。
中文关键词:逆周期资本缓冲  宏观审慎监管  系统性风险  巴塞尔协议Ⅲ
 
The Sectoral Countercyclical Capital Buffer Framework and Its Implications for China
Abstract:In November 2019, the Basel Committee on Banking Supervision published guiding principles for the operationalisation of a sectoral countercyclical capital buffer (SCCyB). The SCCyB further improved the Basel Ⅲ countercyclical capital buffer policy framework, and national authorities can implement the SCCyB to address the build-up of risks in a targeted sector. Although China introduced provisions of countercyclical capital regulation in 2013, specific countercyclical capital regulation rules and requirements have not been issued or published so far. China's banking sector should take the SCCyB introduced as an opportunity to promote the SCCyB's application on the control of leverage ratio, draw lessons from the SCCyB concept to elaborate MPA assessment indicators, accelerate the establishment of the countercyclical regulatory evaluation system in accordance with our national conditions, expand Banks' capital replenishment channels, and continuously improve the scientific, effective and forward-looking of countercyclical supervision.
keywords:countercyclical capital buffer  macroprudential regulation  systemic risk  Basel Ⅲ
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