我国商业银行操作风险的统计特征与防控对策

Statistical Characteristics and Counter-measures of Operational Risk Faced by Chinese Commercial Banks

本文收集了我国商业银行在1999～2008年间的445件操作风险事件,分别从操作风险的四个影响因素,即人员、业务流程、技术和外部事件出发,以每个事件的损失金额为标准,分析了我国商业银行操作风险在此期间的波动特征。研究表明,我国商业银行操作风险近年来呈现出事件数量上升、损失金额增长和影响面扩大等特征,并且操作风险的各因素均有其各自的波动特征。据此,文章提出建立良好的公司治理结构、营造以"诚信审慎"为核心的风险防控文化、改善银行业外部监管环境、建立完善的操作风险预警机制以及推进以风险量化为核心的金融技术创新等防控对策。

With samples of 445 operational risk incidents in Chinese commercial banks from 1999 to 2008 and according to the loss amount of each incident, the paper analyzes the fluctuation characteristics of operational risk during this period, from the angles of staff, business process, technology and external events, the four main affecting factors of operational risk. The result reveals that the operational risk in Chinese commercial banks has been soaring dramatically in recent years and the sphere of influence is continuously extending. Moreover, the four affecting factors appear different fluctuation characteristics. Then the paper puts forward several counter-measures, which include optimizing the structure of corporate governance, creating a risk precaution and control culture with the core of integrity and prurience, improving the external supervision environment of the banking, establishing a sound precaution mechanism against operational risk and furthering financial technology innovation with emphasis on quantitative analysis.