巴塞尔委员会第三次操作风险损失数据收集项目研究

The Research of 2008 LDCE of Basel Commitment

操作风险是商业银行与生俱来的风险,随着巴塞尔新资本协议将操作风险纳入风险管理框架,操作风险已经成为了现代商业银行风险管理的一项重要内容,对于外部监管和银行内部风险管理都具有重要的意义。2008年的LDCE项目(损失数据收集练习)是由巴塞尔委员会下属的标准实施组操作风险小组组织进行的,17个国家的121家银行参与了此次项目。本文对巴塞尔委员会2008年LDCE项目的参与机构、损失事件次数和损失金额进行了系统分析。

Operational risk is a kind of burned risk of commercial banks. As the New Basel Capital Accord bring the operational risk into the risk management framework, the operational risk management becomes an important part of international banks＇ work. Operational risk is very important for commercial banks risk management and supervisory authorities. The 2008 Loss Data Collection Exercise（LDCE） was conducted by the Operational Risk Subgroup of the Standards Implementation Group（SIGOR） , a total of 121 banks from 17 countries participated in it . This paper try to give a systematic analysis of the participants,loss frequencies and loss amounts.