金融研究
金融研究
금융연구
Journal of Financial Research
2010年
2期
1~17
,共null页
金融危机 金融监管 综述
金融危機 金融鑑管 綜述
금융위궤 금융감관 종술
financial regulatory reform, financial regulation, review
本文从九个角度综述了金融危机后全球主要金融监管当局关于金融监管改革的代表性文献,包括系统性风险与宏观审慎监管、顺周期性、资本充足率和杠杆率、期限转化和流动性、薪酬激励机制、金融安全网措施和对问题机构的处置机制、信用证券化和信用衍生品市场、信用评级机构、金融监管的理论基础等。本文旨在梳理金融监管改革的最新进展,力图提炼出有待深入研究的课题。
本文從九箇角度綜述瞭金融危機後全毬主要金融鑑管噹跼關于金融鑑管改革的代錶性文獻,包括繫統性風險與宏觀審慎鑑管、順週期性、資本充足率和槓桿率、期限轉化和流動性、薪酬激勵機製、金融安全網措施和對問題機構的處置機製、信用證券化和信用衍生品市場、信用評級機構、金融鑑管的理論基礎等。本文旨在梳理金融鑑管改革的最新進展,力圖提煉齣有待深入研究的課題。
본문종구개각도종술료금융위궤후전구주요금융감관당국관우금융감관개혁적대표성문헌,포괄계통성풍험여굉관심신감관、순주기성、자본충족솔화강간솔、기한전화화류동성、신수격려궤제、금융안전망조시화대문제궤구적처치궤제、신용증권화화신용연생품시장、신용평급궤구、금융감관적이론기출등。본문지재소리금융감관개혁적최신진전,력도제련출유대심입연구적과제。
This paper is a theoretical review of post-crisis financial regulatory reform proposals suggested by major financial regulatory authorities. We mainly focus on 9 topics, namely systemic risk and macroprudential supervision, procyclicality, capital adequacy ratio and leverage ratio, maturity transformation and liquidity, remuneration, financial safety net and resolution regime for failed institutions, credit securitization and credit derivatives markets, credit rating agencies, and theoretical foundations of financial regulation. We also suggest several questions for further research.