摘要
根据新巴塞尔资本协议的精神,操作风险管理正成为商业银行风险管理的核心内容。操作风险控制战略结构模型的设计是有效地实施风险控制战略行为的前提,而模型设计过程必须借鉴国内外商业银行操作风险管理的实践经验,认为因子分析可以对模型的有效性和可靠性提供检验。
The New Basel Capital Committee commends that the management of operational risk has been the core factor of whole risk management. The construction of strategy structure model of operational risk defense, which must depend on some relevant experience, may become a precondition for defending operational risk to increase risk management effect obviously, and the factor analysis may provide empirical verification for the model ＇ s effectiveness and reliability.
出处
《嘉兴学院学报》
2008年第1期83-89,共7页
Journal of Jiaxing University
基金
国家自然科学基金资助项目(70771087)
关键词
商业银行
操作风险
新巴塞尔资本协议
信度检验
因子分析
commercial banking
operational risk
The New Basel Accord
credit verification
factor analysis
