由自有資本適足率規範探討銀行業與證券業之競爭力

Abstract

資本適足率之規範已成為銀行業及證券業相當重要的風險管理規範。然而，基於各行業別經營業務範圍及所承受風險不同，主管機關訂定相關規範時，考量的角度亦有差異。本文主要探討目前銀行業及證券業資本適足率規範之內容差異，並針對相同業務所需計提之資本加以試算，探討二行業是否因該規範而處於不利之競爭地位，並提出相關修改方向建議。

The “Capital Adequecy Requirement”has been a very important risk management concept for securities and banking industry. However, as the business scope and risk undertaken by the two industries are different, the regulatory considerations in terms of promulgation of relevant rules of the two industries also varies. The main purpose of the thesis is to compare the BIS requirements of securities firms with banking industries. By calculating the capital charges required for different portfolios under existing requirements, I analyze whether such requirement places the two industries in the position of competitive disadvantage. The thesis then proposes some suggestions for related regulation revisions