摘要
随着《巴塞尔新资本协议》把操作风险纳入监管范围,要求提取准备金,操作风险正日益成为全球银行业风险管理中的一个研究焦点。本文从操作风险的概念出发,介绍了操作风险测度的方法,提出了我国银行业的应对措施。
According to New Base/Capital Accord, the operational risks have been taken into Supervision and have been made regulatory requirement, the operational risks are increasingly becoming a research focus of risk management. In global banking industry, The thesis starts with the concept of operational risks, introduces the way to measure them and puts forward the counter-measures for China＇ s banking industry.
出处
《经济管理》
CSSCI
北大核心
2006年第22期62-66,共5页
Business and Management Journal ( BMJ )
基金
南京理工大学青年基金项目"巴塞尔新协议下我国商业银行资本约束与风险管理研究"(项目号:XKF05065)
关键词
操作风险
高级计量法
风险管理
operational risk
superior method of measurement
risk management
