解读新旧巴塞尔协议演绎途径

本文讨论了国际银行业监管标准从旧协议向新资本协议嬗变途径中两个交叉方向的变化——即监管性的资本与经济性的资本、基于规则的监管与面向过程的监管。虽然新协议中保留了一些监管性和规则性的资本监管因素,就象在旧协议中也吸收了经济性和过程性方法的要素一样,但是新协议中监管方式的转变仍然是实质性的和很重要的,并且是同时发生在两方面的转变。 

Illustration of the Old and New Basel Accord

This paper discusses a change of the international banking regulation standards in its process from old Accord to new Accord, regulatory versus economic capital, and rule-based versus process-oriented regulation. Just as the old Accord incorporated elements of economic and Process-oriented approaches, the new Accord retains elements of regulatory and rule-based capital regulation. Nevertheless, the change in regulatory approach in the new Accord is substantial and essential.