摘要
操作风险是商业银行面临的一种非财务风险,在相当长的时期内对操作风险的定量研究起步较晚,应用普及性较差。本文在对操作风险理论进行综述的基础上,回顾了商业银行操作风险量化模型的发展沿革,对新巴塞尔协议中提出的模型及其最新进展进行了简要的评析。并提出我国商业银行应该根据自身的情况,选取适当的风险计量模型,对操作风险进行科学的计量和预测。
Operational risk is a kind of non-financial risk faced by commercial banks. Quantitative study on the operation risk starts lately and its application in commercial banks is poor in a fairly long period.This paper overviews the development of commercial bank operational risk management model based on the review of operational risk theory, makes a brief assessment on the operational risk management models proposed by the New Basel Capital Accord and the latest progress of the model.This paper proposes that China＇s commercial banks should select appropriate risk measurement model according to their real situation, so as to measurement and forecast the operational risk of commercial banks scientifically.
出处
《中国流通经济》
CSSCI
北大核心
2009年第9期77-80,共4页
China Business and Market
关键词
商业银行
操作风险
操作风险管理模型
新巴塞尔协议
commercial banks
operational risk
operational risk management model
the new Basel Capital Accord
