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標題: | 金融監理的演變,從巴賽爾協議到總損失吸收能力的探討 The Evolution of Financial Regulatory, from Basel Accord to Total Loss Absorbing Capacity(TLAC) |
作者: | Yan-Ru Lin 林延儒 |
指導教授: | 李賢源(Shyan-Yuan Lee) |
共同指導教授: | 葉小蓁(Hsiaw-Chan Yeh) |
關鍵字: | 資本結構,金融監管,巴賽爾協議,總損失吸收能力, Capital structure,Financial Regulation,Basel Capital Accord,Total Loss Absorbing Capacity, |
出版年 : | 2017 |
學位: | 碩士 |
摘要: | 本論文試圖從近代金融監理的起源巴賽爾銀行監理委員會談起,介紹由於不同時期的金融環境所造成的監理制度的收緊。並主要著墨於2015年底由金融穩定委員會(Financial Stability Board, FSB)制定的總損失吸收能力(Total Loss Absorbing Capacity, TLAC)對於全30間全球系統性重要銀行(Global Systematically Important Bank, G-SIBs, 見表1)在資本適足率要求以及資本結構之指導原則。
並以2016年12月才由美國聯邦儲備銀行(Federal Reserve Bank, Fed)提出之北美8間全球系統性重要銀行適用TLAC之最終版本做為出發,計算其中5間大銀行所需計提之額外總損失吸收能力及合格長天期最低要求負債作為該規範影響之範例。 his paper discusses about the origin of modern financial supervision formulated by Basel Committee on Banking Supervision, which introduces the tightening of the supervision system due to the financial environment in different periods. And then the paper introduces Total Loss Absorbing Capacity (TLAC), which was for all 30 Global Systematically Important Banks (G-SIBs) , See Table 1), developed by the Financial Stability Board (FSB) at the end of 2015. This new pillar mentioned the new capital adequacy requirements and the guiding principles of capital structure. And base on the final version of TLAC rules (8 G-SIBs in North America need to follow) released by Fed in December 2016, we calculate the TLAC requirements and eligible long term debt requirements for 5 representative banks as example. |
URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/7678 |
DOI: | 10.6342/NTU201703760 |
全文授權: | 同意授權(全球公開) |
顯示於系所單位: | 財務金融學系 |
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