摘要
近几年我国商业银行大案要案频繁发生,如何进行有效的操作风险管理已成为商业银行风险管理中重要的一环。鉴于操作风险独有的特点,本文提出了对操作风险进行评级的思想,并就我国商业银行操作风险评级进行了探讨。本文采用网络分析法进行操作风险评级,并给出了关键风险指标和关键风险诱因及其权重,在此基础上对样本银行操作风险进行评级。
In recent years there are many important cases have been frequently happened in commercial banks. So how to effectively manage commercial banks＇ operational risk has become a key issue. Considering the unique characteristic of operational risk, the authors suggest that risk rating should be adopted. The paper gets the rating weights by using analytic network process. Based on the weights, the paper finally ranks the operational risk of three sample banks.
出处
《金融研究》
CSSCI
北大核心
2007年第12A期135-141,共7页
Journal of Financial Research
