巴塞尔协议Ⅲ与财务公司风险管理

The Basel Ⅲ Accord and Risk Management of Financial Companies

中文关键词:  巴塞尔协议Ⅲ  财务公司  风险管理

英文关键词:Basel III Accord  financial company  risk management

中文摘要:

      从巴塞尔协议Ⅲ产生的背景入手，分析了巴塞尔协议Ⅲ的最新进展，并着重从资本定义、交易对手信用风险管理、流动性风险管理、系统性风险管理、逆周期监管资本框架和杠杆率六个角度探讨了巴塞尔协议Ⅲ对财务公司风险管理的影响，最后针对财务公司风险控制提出了对策建议。

英文摘要:

      Based on the background of the Basel III Accord, this paper analyzes the latest progress of the Basel III Accord. It emphatically analyzes the influence of the Basel III Accord on risk management of financial companies from six perspectives including the definition of capital, counterpart’s credit risk management, liquidity risk management, systematic risk management, countercyclical regulatory capital framework, and leverage. Finally, it proposes the countermeasures for a better risk management of financial companies.