湖南大学学报（社会科学版）Issue(3)：36-40,5.
关于商业银行资本协调管理的几个问题
Several Issues about Commercial Bank Capital Coordination Management
摘要
Abstract
“Basel II”places an emphasis on commercial bank risk measurement and delicate capital man-agement;the implementation of the IRB approach can help save capital;risk measurement parameters are highly sensitive to the market and have strong pro-cyclicality."Basel III"emphasizes the counter-cyclical capital buffers,the quality and quantity of capital and flexible capital management.From the perspective of commercial bank capital management,banking prudent macro management and prudent micro manage-ment need coordination and integration.To meet the requirements of both"Basel II"and"Basel III",inno-vative financial theories and methods should be applied to coordinate prudent macro management with pru-dent micro management.Based on this strategic thinking,several key issues about commercial bank capital coordination management are elucidated under the new regulatory capital framework.关键词
《巴塞尔协议Ⅲ》/《巴塞尔协议Ⅱ》/宏观审慎管理/微观审慎管理/经济资本Key words
Basel III/Basel II/prudent macro management/prudent micro management/Economic cap-ital分类
管理科学引用本文复制引用
彭建刚,潘凌遥..关于商业银行资本协调管理的几个问题[J].湖南大学学报（社会科学版）,2014,(3):36-40,5.基金项目
国家自然科学基金项目“我国银行业宏观审慎管理与微观审慎管理协调创新研究”(71373071) （71373071）
教育部高等学校博士学科点专项科研基金博导类项目“基于系统性风险防范的我国银行业监管制度研究”(20110161110023) （20110161110023）
