我国银行业操作风险高级计量法应用研究

An Applied Study on Advanced Measurement Approaches to Operational Risk in China's Banking Industry

操作风险是当前国际银行业面临的最重要的风险之一,如何计量操作风险已成为商业银行风险管理的重点。在系统分析操作风险高级计量法的基础上,提出记分卡法较适用于我国银行业操作风险管理,并以交易结算业务为例,综合记分卡、因素分析法和贝叶斯网络法对操作风险管理进行了实证分析。

The operational risk is one of the greatest risks in international banking industry,and how to measure operational risk has become a major task for commercial banks.This paper explores advanced measurement approaches（AMA）,and proposes mark card approach as a more suitable approach to operational risk management of China＇s banking industry.Taking the settlement of the transactions for example,this paper comprehensively analyzes operational risk management based on mark card approach,factor analysis approach and bayes networks approach.