国有商业银行操作风险控制绩效模型实证研究--基于探索性因子分析和验证性因子分析角度的检验被引量：14

The Empirical Study on Performance Model of Operational Risk Domination of National Commercial Bank:Based on Research Corner of EFA and CFA

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摘要巴塞尔银行监管委员会发布的新巴塞尔资本协议框架已进入实施阶段,这不仅是对全球范围内金融监管准则的新发展,更是对监管机构和金融机构的风险管理提出的更高要求。2006年,新协议将风险控制确立为银行经营的核心内容,而操作风险控制正变为国际银行业风险控制的首要目标。在新巴塞尔协议风险计量规则与风险控制理论的指导下,建立科学的商业银行操作风险控制绩效测度模型,可以有效地提高中国商业银行的风险控制绩效。因子分析可以对绩效模型的合理性和可靠性提供实证检验,并由此揭示中国商业银行操作风险管理过程中存在的若干现实性问题。 The Basel Accord has been entered the operational phrase, which not only improves the advancement of monetary auditing regulation, but also incurs the higher management request for monetary organization and auditing banking organization. The New Basel Committee takes the management of operational risk as the center contents of industry and the management of operational risk has become the primary task for risk administration. The establishment of measurement index system for management performance of operation risk is the prerequisite of defending it effectively according to the regulation of risk measure of the New Basel Committee. The FA may provide valid and reasonable certification for measure index system, and also may find many actual problems about management of operational risk in Chinese commercial banking.

作者张同键杨爱民张成虎

机构地区西安交通大学管理学院文山师范高等专科学校西安交通大学经济与金融学院

出处《重庆大学学报（社会科学版）》 CSSCI 2008年第3期36-43,共8页 Journal of Chongqing University(Social Science Edition)

基金国家自然科学基金项目(70771087)

关键词国有商业银行操作风险计量业务流程优化结构方程模型 national commercial bank operation risk measure business process adjustment structure equation model

分类号 F830.33 [经济管理—金融学]

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