CAJ | 학술논문

《巴塞尔协议Ⅱ》强调商业银行风险的科学计量和精细化资本管理，通过实施内部评级法达到资本的节约，风险计量的参数对市场是高度敏感的，顺周期性强；《巴塞尔协议Ⅲ》强调逆周期超额资本，强调资本的质量和数量，推出具有弹性的资本管理方法。从商业银行资本管理层面上讲，宏观审慎管理与微观审慎管理需要协调和对接。如何做到既符合《巴塞尔协议Ⅲ》的要求，又符合《巴塞尔协议Ⅱ》的要求，需要运用创新的理论和方法将宏观审慎管理与微观审慎管理协调为有机的整体。基于这一战略思考，提出并阐发了新资本监管框架下商业银行资本协调管理的几个关键问题。
《파새이협의Ⅱ》강조상업은행풍험적과학계량화정세화자본관리，통과실시내부평급법체도자본적절약，풍험계량적삼수대시장시고도민감적，순주기성강；《파새이협의Ⅲ》강조역주기초액자본，강조자본적질량화수량，추출구유탄성적자본관리방법。종상업은행자본관리층면상강，굉관심신관리여미관심신관리수요협조화대접。여하주도기부합《파새이협의Ⅲ》적요구，우부합《파새이협의Ⅱ》적요구，수요운용창신적이론화방법장굉관심신관리여미관심신관리협조위유궤적정체。기우저일전략사고，제출병천발료신자본감관광가하상업은행자본협조관리적궤개관건문제。
Abstract.. ＂Basel Ⅱ＂ placesan emphasis on commercial bank risk measurement and delicate capital man- agement; the implementation of the IRB approach can help save capital;risk measurement parameters arc 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.