商业银行操作风险管理价值评估模型

Assessment Model of Value of Risk Management of Commercial Banks' Operational Risk

操作风险管理价值是银行风险管理的一个前沿问题,合理的风险管理价值评估需要通过一个科学的评估模型来实现.运用风险管理、信息经济学和控制论的基本原理和方法,从初始风险价值的计量、管理后风险价值的评估、风险管理成本的归集和银行声誉提升价值的评估等四个模块,构建了商业银行操作风险管理价值的评估模型,对商业银行对操作风险实施科学有效的管理具有一定的理论价值和实践意义.操作风险管理价值评估模型存在一定的模型风险,在实务应用中应注意加以克服.

Value of operational risk management is a frontier of banks＇ risk management, and assessment of value of risk management requires a .scientific assessment model. Appling the basic principles and methodnologies of risk management, information economy and internal control theory, based on four processes including measurement of initial value at risk, assessment of post-management value at risk, collection of cost of risk management and estimation of banks＇ reputation lifted, an assessment model of value of operational risk management of commercial bank is established, which has a certain theoretical value and important practice significance regarding to operational risk management in Chinese commercial banks. There is potential model risks in the assessment model of value of risk management, and banks should play an emphasis on them to try to get a good resolution.