商业银行操作风险及其量化管理

Operational Risk and Quantitative Management of Commercial Banks

本身并不新鲜的操作风险这一话题随着新巴塞尔资本协议的诞生又重新成为了金融界关注的焦点。到底该如何对这一与银行经营形影不离的风险进行管理呢?全世界的银行家们通过对操作风险的定义及其各种具体表现的深刻理解得出了这样的结论:好的操作风险管理能够降低经营成本并提高银行价值。本文从对操作风险的定义和特点出发,讨论了国外操作风险管理的先进经验和协议中给出的操作风险量化管理办法,指出了操作风险的量化在整个操作风险管理过程中的重要意义。

Though it is not new, the subject of operational risk has once again become the focus of attention of the financial sector along with the birth of the New Basel Capital Accord. How do we manage the risk which is inseparable to the bank operation.？ Bankers around the world reached such a conclusion through the definition of the operational risk and its various concrete manifestations of a deep understanding： good operational risk management can reduce operating costs and increase the value of banks. This paper, with the definition and characteristics of operational risk, discussed operational risk management from foreign advanced experiences and agreements, and pointed out the significance of risk-quantifying in the whole process of operational risk management.