我国商业银行操作风险的量化分析

Quantitative Research On Operating Risk in China's Commercial Banks

操作风险是金融机构需要面对的主要风险之一,操作风险的量化是对操作风险进行有效管理的前提之一,由于对它的认识尚处于初步阶段,商业银行对操作风险的度量和管理仍处于探索之中。本文对操作风险主要量化方法进行了分析,并对国内两家股份制商业银行的操作风险状况进行了实证研究。

Operational risk is one of the main risks that financial institutions need to face, and operational risk measurement is the prerequisite for effective management . This article a analysis on how to measure the operational risks and made an empirical research about the operational risks of two commercial hanks.