论文部分内容阅读
此次国际金融危机的爆发,引发了监管当局对银行市场风险的广泛关注。银行业的市场风险远比过去更为复杂,市场风险和信用风险相互交织带来的风险共振加大了危机的力度。为此,国际监管组织力图重塑框架,试图把市场风险这一“洪水猛兽”放到笼子里来。2012年5月,巴塞尔委员会发布了《关于交易账户的基础性评估》征求意见稿,全面分析了当前市场风险监管框架所存在的问题,初步提出了改革总体思路。危机前市场风险监管框架存在的问题及改革此次国际金融危机以来,以美欧为代
The outbreak of the international financial crisis has triggered regulatory authorities’ widespread concern over the banking market risks. The market risk in the banking industry is far more complicated than in the past. The resonance of the risks brought by the combination of market risk and credit risk has intensified the crisis. To this end, the International Regulatory Organization sought to reshape the framework in an attempt to put the “market scourge of danger” in cages. In May 2012, the Basel Committee released the draft of the “Basic Evaluation on Trading Accounts”, analyzed the problems existing in the current regulatory framework for market risks and initially proposed the general idea of the reform. Pre-crisis market risk regulatory framework for the existence of problems and reform Since the international financial crisis, the United States and Europe on behalf of