摘要
近期全球金融危机表明,以微观审慎监管为核心的《巴塞尔协议Ⅱ》,不能有效解决银行体系的系统性风险问题,同时还加剧了银行体系的顺周期性。各国金融当局和学界开始关注宏观审慎监管和逆周期监管问题,并对这一问题进行了广泛的研究。我国"十二五"规划中也明确提出了构建逆周期宏观审慎金融管理制度的目标。为了反映这一最新研究进展,更好地为我国金融监管改革提供有益的借鉴,本文在对微观审慎监管缺陷的相关成果进行总结的基础上,全面归纳、梳理了关于逆周期宏观审慎银行监管的最新研究成果。
Recent global financial crisis implicated that micro-prudential regulation based on BaselⅡ not only can not prevent systemic risk,but also exacerbate procyclicality of financial system.Those problems have highlighted financial regulatory reform and countercyclical macro-prudential financial regulation.Chinese government has explicitly put forward to set up countercyclical macro-prudential financial management system in recent five years.This paper summarizes the literatures on defects of micro-prudential regulation,and reviews both the research literatures and policy debate on the countercyclical macro-prudential banking regulation,try to provide references for China＇s banking regulatory reform.
出处
《产经评论》
2012年第2期134-149,共16页
Industrial Economic Review
基金
教育部人文社科基金"我国商业银行内部风险控制与外部监管的激励相容机制设计"(编号08JA790056)
教育部留学回国人员启动基金"银行体系风险控制中的激励问题实证研究"
中央高校基本科研业务费专项资金资助项目"我国逆周期宏观审慎银行监管机制研究"(编号11JYB3001)的阶段性成果。项目主持人:蒋海
关键词
宏观审慎
逆周期性
银行监管
macro-prudential regulation
counter-cyclicality
banking regulation
