摘要
新巴塞尔协议对操作风险的定义适用于保险企业,保险企业存在相似的操作风险损失事件。保险企业应尽快建立与其它金融机构相容的风险管理体系,借鉴巴塞尔委员会提出的管理原则尽快达到操作风险管理的第二阶段。在新巴塞尔协议提出的度量方法中,保险企业可以使用高级度量法中的损失分布法度量操作风险。
The definition of OR in Basel Ⅱ can be used in the underwriting which has the similar OR loss. Insurance companies should establish the consistent risk management system with other financial companies and use the management principles issued by the Basel committee for reference to reach the second stage of OB management. In the OR measurement methodologies of Basel Ⅱ the Loss Distribution Approach in Advanced Measurement Approaches (AMA) is suitable for insurance companies.
出处
《商业研究》
北大核心
2006年第23期54-57,共4页
Commercial Research