9. Micro-prudential regulation II

I. Chiu, Joanna B. Wilson
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Abstract

This chapter discusses other regulatory techniques to control bank risk-taking, many of them developed since the global financial crisis of 2007–9. The Basel Committee has now introduced two liquidity standards for banks as internationally harmonising measures: the liquidity coverage ratio and the Net Stable Funding Ratio (NSFR). Besides liquidity management rules, there are other measures of micro-prudential regulation developed or enhanced after the crisis. One is the leverage ratio, which sets an absolute amount of lending banks can engage in, regardless of risk-weighting. Another is large exposures regulation in the EU, which deals with controlling the over-concentration by banks in lending to certain customers. The chapter also looks at systemically important financial institutions that are global banks with such an international footprint that their vulnerabilities may threaten financial systems and economies more acutely than other banks. Moreover, it illustrates the frameworks for stress testing.
9. 微观审慎监管II
本章讨论控制银行冒险行为的其他监管技术,其中许多是自2007 - 2009年全球金融危机以来发展起来的。巴塞尔委员会现在为银行引入了两个流动性标准,作为国际协调措施:流动性覆盖率和净稳定资金比率(NSFR)。除了流动性管理规则,还有其他一些在危机后发展或加强的微观审慎监管措施。一个是杠杆率,它规定了银行可以从事的贷款的绝对数量,而不考虑风险权重。另一个是欧盟的大额风险敞口监管,该监管旨在控制银行向某些客户放贷的过度集中。本章还考察了具有系统重要性的金融机构,这些金融机构是全球性银行,它们的国际足迹如此之大,以至于它们的脆弱性可能比其他银行更严重地威胁到金融体系和经济。此外,它还说明了压力测试的框架。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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