系统重要性金融机构
| Categories of |
| 金融风险 |
|---|
| 信用风险 |
| 市场风险 |
| 流动性风险 |
| 作业风险 |
| 信誉风险 |
| 波动性风险 |
| Settlement风险 |
| 利润风险 |
| 系统风险 |
系统重要性金融机构,systemically important financial institution (SIFI) 是自身失控可能导致全球金融危机的 银行, 保险公司或其他金融机构。在2007年－2012年環球金融危機发生后，国际社会开始保护全球金融系统，落实防止SIFI失控或者将其破产的影响降到最低。2011年末，Financial Stability Board发布了全球 系统重要性金(G-SIFIs)列表.[1]
巴塞尔委员会发布了新的指令(巴塞尔III)，针对的正是某些SIFIs。新的规定要求系统重要性金融机构有更充足的资本。[2] H不过，有些经济学家认为这些新规定，基于risk-weighted assets,可能更负面的影响金融系统稳定[3][4]
目录 |
定义 [编辑]
2011年末发布名单时， 系统重要性金融机构的明确定义还没有给出。[5] 不过，巴塞尔委员会给出了判定金融机构是否具有系统重要性的一些要点：规模、复杂性、interconnectedness, the lack of readily available substitutes for the financial infrastructure it provides以及全球/跨国性活动。某些情况下，专家的特殊评估可能决定一家机构是否具有SIFI status.
银行 [编辑]
In 2011, the Financial Stability Board 首次发布了29家 SIFIs列表 (17家欧洲银行、 8 美洲银行和4 Asian)[6] ，他们被称作全球系统重要性金融机构）（ Globally Systemically Important Financial Institutions ),(G-SIFIs). 2012年，列表改为28家 G-SIFIs. 。这个列表每年11月修订更新一次.[7]
保险公司 [编辑]
see 全球系统重要性保险公司 for the full list (pending).
金融机构 [编辑]
see Systemically important financial market utility
E链接 [编辑]
- Basel Committee on Banking Supervision. Global systemically important banks: assessment methodology and the additional loss absorbency requirement. Bank for International Settlements. November 2011 [December 20, 2011].
- Financial Stability Board and the Basel Committee on Banking Supervision. Assessment of the macroeconomic impact of higher loss absorbency for global systemically important banks. Bank for International Settlements. 10 October 2011 [December 20, 2011].
- Slovik, Patrick. OECD study on regulation of systemically important banks. OECD. 12 Dec 2011 [20 December 2011].
参考资料 [编辑]
- ^ Financial Stability Board. List of Systemically Important Financial Institutions. 2011.November.
- ^ BCBS. Global systemically important banks: Assessment methodology and the additional loss absorbency requirement - final document. BIS. November 2011.
- ^ Slovik, Patrick. OECD study on regulation of systemically important banks. OECD. 2012.February.
- ^ Abstract: Systemically Important Banks and Capital Regulation Challenges. 2012.February. 已忽略未知参数
|by=(帮助) - ^ Some banks will be disappointed not to be on the G-Sifi list for regulation. The Observer. 6 November 2011 [9 November 2011].
- ^ G20 special: messages from this year's G20 summit. Pwc.com. [2011-12-20].
- ^ Regulatory News - ICFR - International Centre for Financial Regulation. Icffr.org. 2011-11-04 [2011-12-20].
