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徐威廉 · 2024年10月27日

关于这个逆周期调节的buffer

NO.PZ2023102101000053

问题如下:

Which is true about the countercyclical conservation buffer?

选项:

A.

The countercyclical buffer is primarily a micro-prudential measure

B.

The countercyclical buffer can only be zero (0%) during the phase-in period, as eventually it achieves a constant of 2.5% regardless of environment

C.

Its primary goal is to avoid destabilizing losses subsequent to a period of excess credit growth

D.

A bank will be required to maintain this buffer it the bank falls under a jurisdiction identified and designated by the Basel Committee

解释:

Its primary goal is to avoid destabilizing losses subsequent to a period of excess credit growth

“136. Losses incurred in the banking sector can be extremely large when a downturn is preceded by a period of excess credit growth. These losses can destabilize the banking sector and spark a vicious circle, whereby problems in the financial system can contribute to a downturn in the real economy that then feeds back on to the banking sector. These interactions highlight the particular importance of the banking sector building up additional capital defenses in periods where the risks of system-wide stress are growing markedly.”

In regard to (A), this buffer is quintessentially MACRO-prudential; e.g., “137.The countercyclical buffer aims to ensure that banking sector capital requirements take account of the macro-financial environment in which banks operate.”

In regard to (B), this is false as the countercylical buffer is only meant to apply during excess credit regimes. “This requirement will be released when system-wide risk crystallizes or dissipates.”

In regard to (D), the requirement for this buffer (from 0 to 2.5%) is delegated to the respective national authorities, not Basel.

“139. Each Basel Committee member jurisdiction will identify an authority with the responsibility to make decisions on the size of the countercyclical capital buffer. If the relevant national authority judges a period of excess credit growth to be leading to the buildup of system-wide risk, they will consider, together with any other macroprudential tools at their disposal, putting in place a countercyclical buffer requirement. This will vary between zero and 2.5% of risk weighted assets, depending on their judgment as to the extent of the build-up of system-wide risk.”

 a period of excess credit growth,代表经济过热,所以需要把counter cyclical buffer 调到2.5%

当经济降温以后再调回0%,是这个意思吗?

1 个答案
已采纳答案

pzqa27 · 2024年10月29日

嗨,从没放弃的小努力你好:


大致上是对的,但是调整一般不会这么极端。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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