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ID:46246207
大小:137.26 KB
页数:68页
时间:2019-11-22
《新巴塞尔协议下国有商业银行资本充足率研究》由会员上传分享,免费在线阅读,更多相关内容在工程资料-天天文库。
1、山西财经大学硕士学位论文新巴塞尔协议下国有商业银行资本充足率研究姓名:尹毅申请学位级别:硕士专业:金融学指导教师:李锁云2008-03-28AbstractCapitaladequacyratioindicatestherequisitecapitalquantitypossessedbythebankaccordingtothecapitalscaleundertherequirementofthesupervisoryauthority,namelytherateofthebankcapitalandtheweightingriskassets,whichc
2、omprehensivelyreflectsthelevelofthemanagementandisthemajorinternationalcriterionofmeasuringthecapabilityoftherisk-bearingofthebank.TheBaselAccordof1988indicatedthatcapitaladequacyratioofthebanksthatwereengagedininternationalbusinessmustachieve8%.Aftertenseveralyears,theBaselCommittee
3、carriedonaseriesofrevisiontotheaccord,alsoknownasthe“NewBaselAccord”of2004.Thenewagreementalsomarkedtheminimumcapitalrequirementasthefirstpillarinthenewframe,andemphasizedthecombinationofcapitalcalculation,supervisionandmarketdiscipline.Atpresent,Chinahasimplemented"TheCapitalAdequac
4、yRateManagementMethodofCommercialBank^tostrengthenthesupervisionofcapitaladequacyratioofcommercialbank,andthenewcomputationalmethodwillleadcapitaladequacyratioofcommercialbanksdecreasing.AfterjoiningWTO,andastheforeign-fundedbanksobtaintheequivalentnationaltreatments,thedomesticbanks
5、mustcarryonthefaircompetitionfollowingtheidenticalrules.Presently,thecapitaladequacyratioofcommercialbankinchinaiscomparativelylow,andthecapitalstructureisinconsequent,affectingthecompetitivepowerandthedevelopmentprospectofcommercialbankindomesticandoverseamarket.Tosolvethisproblem,w
6、emustsupplythecapitalthroughmanykindsofchannelsandmethodsassoonaspossibleinordertoenhancethecapitaladequacyratio.Inthispaper,anumberofmethodsareimplementedtoanalyzetheBaselAccordandthecapitaladequacyratiomanagementofcommercialbankinchina・Thegeneraloutlineoftheresearch(inthispaper)asf
7、ollows:Firstintroducingthelegislationsthatarerelatedtocapitaladequacyratio,includingthecontactof"BaselAccord99andthe"NewBaselAccord^^;ThendiscussingthepracticeofcapitaladequacyratiomanagementofcommercialbankinChina,andcomparingthe"TheCapitalAdequacyRateManagementMethodofCommercialBan
8、k',tothe"New
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