商业银行操作风险评估——使用网络分析法

Assessing Operational Risk of Commercial Banks Using the Analytic Network Process

操作风险成为全球银行业风险管理的重要研究领域,但是评估操作风险的方法却很少。商业银行操作风险评估是涉及多个因素的多准则评价问题,且因素间存在相互影响,适合采用网络分析法进行评估。提出了影响操作风险的因素,利用网络分析法对三家中国商业银行的操作风险进行了评估,该方法扩展了传统的层次分析法,适合于具有依赖和反馈关系的多准则评价问题。根据计算结果,还识别出导致当前中国商业银行操作风险的主要原因。

The operational risk is becoming the important research focus in risk management of banking system in the world. It also gains more and more attentions from commercial banks in China. However, there are few methods that can be used to assess such risks. It is a typical multi-criteria decision problem involving many elements to assess operational risk, and there exist influences among the elements. It is suitable to use the analytic network process（ANP） to assess such problem. The dements affecting operational risk are presented. The analytic network process method, which extends the analytic hierarchy process（AHP） to problems with dependence and feedback, is used to assess the operational risk of three commercial banks of China. In addition, key reasons resulting in operational risk of China＇s commercial banks are identified according to the computing resuit.