商业银行操作风险衡量与管理方法及其运用

The Measurement and Management Approaches to Operational Risks of Commercial Banks and the Application

科学、有效地衡量和管理操作风险,对于加强我国商业银行的安全防范和稳定性建设具有重要意义。目前我国商业银行面临的操作风险主要是内部欺诈和外部欺诈。各大商业银行针对操作风险已相继出台相关政策,并取得了实质性进展。但总体而言,我国商业银行操作风险管理尚处于初级阶段,由于缺乏翔实的数据库和技术上的欠缺,利用复杂的数学模型衡量操作风险还需要一个过程。借鉴国际活跃银行的经验,我国商业银行应切实提高对操作风险的整体认识,将其纳入全面风险管理体系,加快建立操作风险损失数据库,积极推动操作风险的量化管理。

Scientifically and effectively measuring and managing operational risk is of great significance to the security and stability of Chinese commercial banks. Internal and external frauds are main operational risks faced by Chinese commercial banks. Large-sized commercial banks in China have formulated policies on operational risk management and made some achievements. However, in general, Chinese commercial banks are still at the initial stage in operational risk management. Due to lack of data base and technological disadvantages, to utilize complicated mathematical models to measure operational risk requires a long process. Drawing on the experience of internationally leading banks, Chinese commercial banks should improve their overall understanding to operational risk, incorporate operational risk management into enterprise-wide risk management system, accelerate to establish data base about operational risk loss and actively further the quantitative management of operational risk.