新巴塞尔协议下国有商业银行资本充足率研究

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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

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