商业银行操作风险评价模型的研究

Evaluation model of commercial bank operational risk

针对商业银行风险领域中的操作风险评价问题,运用模糊综合评价方法,建立了定性分析和定量计算相结合的商业银行操作风险评价模型.其中,根据操作风险定义并结合发生操作风险自身特点,对操作风险进行分类,得到评价指标体系;运用基于操作风险实际发生数和损失金额确定各评价因素的权重,实现评价商业银行操作风险发生程度的大小.

Operational risk assessment is a front and hot issue in the field of commercial bank risk. The fuzzy comprehensive evaluation method was used and the commercial bank operational risk assessment model that combines qualitative analysis and quantitative calculation was presented. In the model, according to the definition of the operational risk and operational risk＇s characteristics, the operator＇s risk was classified to get an evaluation index system. The weights of all evaluation factors were determined in the light of the times of risk occurrence and the amount of loss actually produced to achieve the evaluation of degree of commercial banks＇s operational risk.